CME Swiss Franc Future March 2025
Trading Metrics calculated at close of trading on 01-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
1.1671 |
1.1750 |
0.0080 |
0.7% |
1.1553 |
High |
1.1698 |
1.1750 |
0.0053 |
0.4% |
1.1700 |
Low |
1.1671 |
1.1750 |
0.0080 |
0.7% |
1.1521 |
Close |
1.1671 |
1.1750 |
0.0080 |
0.7% |
1.1623 |
Range |
0.0027 |
0.0000 |
-0.0027 |
-100.0% |
0.0179 |
ATR |
0.0052 |
0.0054 |
0.0002 |
3.8% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1750 |
1.1750 |
1.1750 |
|
R3 |
1.1750 |
1.1750 |
1.1750 |
|
R2 |
1.1750 |
1.1750 |
1.1750 |
|
R1 |
1.1750 |
1.1750 |
1.1750 |
1.1750 |
PP |
1.1750 |
1.1750 |
1.1750 |
1.1750 |
S1 |
1.1750 |
1.1750 |
1.1750 |
1.1750 |
S2 |
1.1750 |
1.1750 |
1.1750 |
|
S3 |
1.1750 |
1.1750 |
1.1750 |
|
S4 |
1.1750 |
1.1750 |
1.1750 |
|
|
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 |
1.1750 |
1.1571 |
0.0180 |
1.5% |
0.0037 |
0.3% |
100% |
True |
False |
|
10 |
1.1750 |
1.1521 |
0.0229 |
1.9% |
0.0038 |
0.3% |
100% |
True |
False |
|
20 |
1.1750 |
1.1418 |
0.0333 |
2.8% |
0.0028 |
0.2% |
100% |
True |
False |
|
40 |
1.1750 |
1.1396 |
0.0355 |
3.0% |
0.0020 |
0.2% |
100% |
True |
False |
1 |
60 |
1.1750 |
1.1296 |
0.0455 |
3.9% |
0.0019 |
0.2% |
100% |
True |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1750 |
2.618 |
1.1750 |
1.618 |
1.1750 |
1.000 |
1.1750 |
0.618 |
1.1750 |
HIGH |
1.1750 |
0.618 |
1.1750 |
0.500 |
1.1750 |
0.382 |
1.1750 |
LOW |
1.1750 |
0.618 |
1.1750 |
1.000 |
1.1750 |
1.618 |
1.1750 |
2.618 |
1.1750 |
4.250 |
1.1750 |
|
|
Fisher Pivots for day following 01-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1750 |
1.1720 |
PP |
1.1750 |
1.1690 |
S1 |
1.1750 |
1.1660 |
|