CME Swiss Franc Future March 2025
Trading Metrics calculated at close of trading on 24-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
1.1528 |
1.1600 |
0.0072 |
0.6% |
1.1482 |
High |
1.1528 |
1.1634 |
0.0106 |
0.9% |
1.1636 |
Low |
1.1528 |
1.1521 |
-0.0007 |
-0.1% |
1.1482 |
Close |
1.1528 |
1.1600 |
0.0072 |
0.6% |
1.1558 |
Range |
0.0000 |
0.0113 |
0.0113 |
|
0.0154 |
ATR |
0.0039 |
0.0044 |
0.0005 |
13.5% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1924 |
1.1875 |
1.1662 |
|
R3 |
1.1811 |
1.1762 |
1.1631 |
|
R2 |
1.1698 |
1.1698 |
1.1620 |
|
R1 |
1.1649 |
1.1649 |
1.1610 |
1.1656 |
PP |
1.1585 |
1.1585 |
1.1585 |
1.1589 |
S1 |
1.1536 |
1.1536 |
1.1589 |
1.1543 |
S2 |
1.1472 |
1.1472 |
1.1579 |
|
S3 |
1.1359 |
1.1423 |
1.1568 |
|
S4 |
1.1246 |
1.1310 |
1.1537 |
|
|
Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2021 |
1.1943 |
1.1643 |
|
R3 |
1.1867 |
1.1789 |
1.1600 |
|
R2 |
1.1713 |
1.1713 |
1.1586 |
|
R1 |
1.1635 |
1.1635 |
1.1572 |
1.1674 |
PP |
1.1559 |
1.1559 |
1.1559 |
1.1578 |
S1 |
1.1481 |
1.1481 |
1.1544 |
1.1520 |
S2 |
1.1405 |
1.1405 |
1.1530 |
|
S3 |
1.1251 |
1.1327 |
1.1516 |
|
S4 |
1.1097 |
1.1173 |
1.1473 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1634 |
1.1521 |
0.0113 |
1.0% |
0.0027 |
0.2% |
69% |
True |
True |
|
10 |
1.1636 |
1.1471 |
0.0165 |
1.4% |
0.0017 |
0.1% |
78% |
False |
False |
|
20 |
1.1636 |
1.1396 |
0.0241 |
2.1% |
0.0018 |
0.2% |
85% |
False |
False |
1 |
40 |
1.1670 |
1.1313 |
0.0358 |
3.1% |
0.0017 |
0.2% |
80% |
False |
False |
1 |
60 |
1.1670 |
1.1290 |
0.0380 |
3.3% |
0.0017 |
0.1% |
81% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2114 |
2.618 |
1.1930 |
1.618 |
1.1817 |
1.000 |
1.1747 |
0.618 |
1.1704 |
HIGH |
1.1634 |
0.618 |
1.1591 |
0.500 |
1.1578 |
0.382 |
1.1564 |
LOW |
1.1521 |
0.618 |
1.1451 |
1.000 |
1.1408 |
1.618 |
1.1338 |
2.618 |
1.1225 |
4.250 |
1.1041 |
|
|
Fisher Pivots for day following 24-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1592 |
1.1592 |
PP |
1.1585 |
1.1585 |
S1 |
1.1578 |
1.1578 |
|