CME Swiss Franc Future March 2025
Trading Metrics calculated at close of trading on 29-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
1.1623 |
1.1586 |
-0.0037 |
-0.3% |
1.1553 |
High |
1.1666 |
1.1636 |
-0.0030 |
-0.3% |
1.1700 |
Low |
1.1621 |
1.1578 |
-0.0043 |
-0.4% |
1.1521 |
Close |
1.1623 |
1.1586 |
-0.0037 |
-0.3% |
1.1623 |
Range |
0.0045 |
0.0058 |
0.0013 |
28.9% |
0.0179 |
ATR |
0.0048 |
0.0049 |
0.0001 |
1.5% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1774 |
1.1738 |
1.1617 |
|
R3 |
1.1716 |
1.1680 |
1.1601 |
|
R2 |
1.1658 |
1.1658 |
1.1596 |
|
R1 |
1.1622 |
1.1622 |
1.1591 |
1.1615 |
PP |
1.1600 |
1.1600 |
1.1600 |
1.1596 |
S1 |
1.1564 |
1.1564 |
1.1580 |
1.1557 |
S2 |
1.1542 |
1.1542 |
1.1575 |
|
S3 |
1.1484 |
1.1506 |
1.1570 |
|
S4 |
1.1426 |
1.1448 |
1.1554 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2150 |
1.2065 |
1.1721 |
|
R3 |
1.1971 |
1.1886 |
1.1672 |
|
R2 |
1.1793 |
1.1793 |
1.1655 |
|
R1 |
1.1708 |
1.1708 |
1.1639 |
1.1750 |
PP |
1.1614 |
1.1614 |
1.1614 |
1.1636 |
S1 |
1.1529 |
1.1529 |
1.1606 |
1.1572 |
S2 |
1.1436 |
1.1436 |
1.1590 |
|
S3 |
1.1257 |
1.1351 |
1.1573 |
|
S4 |
1.1079 |
1.1172 |
1.1524 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1700 |
1.1521 |
0.0179 |
1.5% |
0.0056 |
0.5% |
36% |
False |
False |
|
10 |
1.1700 |
1.1498 |
0.0202 |
1.7% |
0.0030 |
0.3% |
43% |
False |
False |
|
20 |
1.1700 |
1.1396 |
0.0304 |
2.6% |
0.0026 |
0.2% |
63% |
False |
False |
1 |
40 |
1.1700 |
1.1390 |
0.0310 |
2.7% |
0.0022 |
0.2% |
63% |
False |
False |
1 |
60 |
1.1700 |
1.1296 |
0.0404 |
3.5% |
0.0019 |
0.2% |
72% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1883 |
2.618 |
1.1788 |
1.618 |
1.1730 |
1.000 |
1.1694 |
0.618 |
1.1672 |
HIGH |
1.1636 |
0.618 |
1.1614 |
0.500 |
1.1607 |
0.382 |
1.1600 |
LOW |
1.1578 |
0.618 |
1.1542 |
1.000 |
1.1520 |
1.618 |
1.1484 |
2.618 |
1.1426 |
4.250 |
1.1332 |
|
|
Fisher Pivots for day following 29-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1607 |
1.1639 |
PP |
1.1600 |
1.1621 |
S1 |
1.1593 |
1.1603 |
|