CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1616 |
1.1671 |
0.0055 |
0.5% |
1.1553 |
| High |
1.1627 |
1.1698 |
0.0071 |
0.6% |
1.1700 |
| Low |
1.1571 |
1.1671 |
0.0100 |
0.9% |
1.1521 |
| Close |
1.1616 |
1.1671 |
0.0055 |
0.5% |
1.1623 |
| Range |
0.0057 |
0.0027 |
-0.0030 |
-52.2% |
0.0179 |
| ATR |
0.0049 |
0.0052 |
0.0002 |
4.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1761 |
1.1743 |
1.1685 |
|
| R3 |
1.1734 |
1.1716 |
1.1678 |
|
| R2 |
1.1707 |
1.1707 |
1.1675 |
|
| R1 |
1.1689 |
1.1689 |
1.1673 |
1.1684 |
| PP |
1.1680 |
1.1680 |
1.1680 |
1.1677 |
| S1 |
1.1662 |
1.1662 |
1.1668 |
1.1657 |
| S2 |
1.1653 |
1.1653 |
1.1666 |
|
| S3 |
1.1626 |
1.1635 |
1.1663 |
|
| S4 |
1.1599 |
1.1608 |
1.1656 |
|
|
| 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 |
1.1571 |
0.0129 |
1.1% |
0.0050 |
0.4% |
78% |
False |
False |
|
| 10 |
1.1700 |
1.1521 |
0.0179 |
1.5% |
0.0038 |
0.3% |
84% |
False |
False |
|
| 20 |
1.1700 |
1.1418 |
0.0282 |
2.4% |
0.0028 |
0.2% |
90% |
False |
False |
|
| 40 |
1.1700 |
1.1396 |
0.0304 |
2.6% |
0.0020 |
0.2% |
90% |
False |
False |
1 |
| 60 |
1.1700 |
1.1296 |
0.0404 |
3.5% |
0.0019 |
0.2% |
93% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1812 |
|
2.618 |
1.1768 |
|
1.618 |
1.1741 |
|
1.000 |
1.1725 |
|
0.618 |
1.1714 |
|
HIGH |
1.1698 |
|
0.618 |
1.1687 |
|
0.500 |
1.1684 |
|
0.382 |
1.1681 |
|
LOW |
1.1671 |
|
0.618 |
1.1654 |
|
1.000 |
1.1644 |
|
1.618 |
1.1627 |
|
2.618 |
1.1600 |
|
4.250 |
1.1556 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1684 |
1.1658 |
| PP |
1.1680 |
1.1646 |
| S1 |
1.1675 |
1.1634 |
|