CME Swiss Franc Future March 2025
Trading Metrics calculated at close of trading on 02-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
1.1750 |
1.1769 |
0.0019 |
0.2% |
1.1586 |
High |
1.1750 |
1.1942 |
0.0192 |
1.6% |
1.1942 |
Low |
1.1750 |
1.1746 |
-0.0005 |
0.0% |
1.1571 |
Close |
1.1750 |
1.1928 |
0.0178 |
1.5% |
1.1928 |
Range |
0.0000 |
0.0196 |
0.0196 |
|
0.0371 |
ATR |
0.0054 |
0.0064 |
0.0010 |
18.9% |
0.0000 |
Volume |
0 |
27 |
27 |
|
27 |
|
Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2460 |
1.2390 |
1.2036 |
|
R3 |
1.2264 |
1.2194 |
1.1982 |
|
R2 |
1.2068 |
1.2068 |
1.1964 |
|
R1 |
1.1998 |
1.1998 |
1.1946 |
1.2033 |
PP |
1.1872 |
1.1872 |
1.1872 |
1.1889 |
S1 |
1.1802 |
1.1802 |
1.1910 |
1.1837 |
S2 |
1.1676 |
1.1676 |
1.1892 |
|
S3 |
1.1480 |
1.1606 |
1.1874 |
|
S4 |
1.1284 |
1.1410 |
1.1820 |
|
|
Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2926 |
1.2798 |
1.2132 |
|
R3 |
1.2555 |
1.2427 |
1.2030 |
|
R2 |
1.2184 |
1.2184 |
1.1996 |
|
R1 |
1.2056 |
1.2056 |
1.1962 |
1.2120 |
PP |
1.1813 |
1.1813 |
1.1813 |
1.1845 |
S1 |
1.1685 |
1.1685 |
1.1894 |
1.1749 |
S2 |
1.1442 |
1.1442 |
1.1860 |
|
S3 |
1.1071 |
1.1314 |
1.1826 |
|
S4 |
1.0700 |
1.0943 |
1.1724 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1942 |
1.1571 |
0.0371 |
3.1% |
0.0068 |
0.6% |
96% |
True |
False |
5 |
10 |
1.1942 |
1.1521 |
0.0421 |
3.5% |
0.0056 |
0.5% |
97% |
True |
False |
2 |
20 |
1.1942 |
1.1440 |
0.0502 |
4.2% |
0.0034 |
0.3% |
97% |
True |
False |
1 |
40 |
1.1942 |
1.1396 |
0.0546 |
4.6% |
0.0025 |
0.2% |
98% |
True |
False |
2 |
60 |
1.1942 |
1.1296 |
0.0646 |
5.4% |
0.0022 |
0.2% |
98% |
True |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2775 |
2.618 |
1.2455 |
1.618 |
1.2259 |
1.000 |
1.2138 |
0.618 |
1.2063 |
HIGH |
1.1942 |
0.618 |
1.1867 |
0.500 |
1.1844 |
0.382 |
1.1820 |
LOW |
1.1746 |
0.618 |
1.1624 |
1.000 |
1.1550 |
1.618 |
1.1428 |
2.618 |
1.1232 |
4.250 |
1.0913 |
|
|
Fisher Pivots for day following 02-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1900 |
1.1887 |
PP |
1.1872 |
1.1847 |
S1 |
1.1844 |
1.1806 |
|