CME Swiss Franc Future March 2025
Trading Metrics calculated at close of trading on 12-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
1.1861 |
1.1775 |
-0.0086 |
-0.7% |
1.2031 |
High |
1.1865 |
1.1839 |
-0.0026 |
-0.2% |
1.2048 |
Low |
1.1816 |
1.1775 |
-0.0041 |
-0.3% |
1.1816 |
Close |
1.1847 |
1.1839 |
-0.0008 |
-0.1% |
1.1847 |
Range |
0.0049 |
0.0064 |
0.0015 |
30.6% |
0.0232 |
ATR |
0.0068 |
0.0068 |
0.0000 |
0.4% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
4 |
|
Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2010 |
1.1988 |
1.1874 |
|
R3 |
1.1946 |
1.1924 |
1.1857 |
|
R2 |
1.1882 |
1.1882 |
1.1851 |
|
R1 |
1.1860 |
1.1860 |
1.1845 |
1.1871 |
PP |
1.1818 |
1.1818 |
1.1818 |
1.1823 |
S1 |
1.1796 |
1.1796 |
1.1833 |
1.1807 |
S2 |
1.1754 |
1.1754 |
1.1827 |
|
S3 |
1.1690 |
1.1732 |
1.1821 |
|
S4 |
1.1626 |
1.1668 |
1.1804 |
|
|
Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2600 |
1.2455 |
1.1975 |
|
R3 |
1.2368 |
1.2223 |
1.1911 |
|
R2 |
1.2136 |
1.2136 |
1.1890 |
|
R1 |
1.1991 |
1.1991 |
1.1868 |
1.1948 |
PP |
1.1904 |
1.1904 |
1.1904 |
1.1882 |
S1 |
1.1759 |
1.1759 |
1.1826 |
1.1716 |
S2 |
1.1672 |
1.1672 |
1.1804 |
|
S3 |
1.1440 |
1.1527 |
1.1783 |
|
S4 |
1.1208 |
1.1295 |
1.1719 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2014 |
1.1775 |
0.0239 |
2.0% |
0.0024 |
0.2% |
27% |
False |
True |
1 |
10 |
1.2048 |
1.1571 |
0.0478 |
4.0% |
0.0042 |
0.4% |
56% |
False |
False |
3 |
20 |
1.2048 |
1.1498 |
0.0550 |
4.6% |
0.0036 |
0.3% |
62% |
False |
False |
1 |
40 |
1.2048 |
1.1396 |
0.0653 |
5.5% |
0.0026 |
0.2% |
68% |
False |
False |
1 |
60 |
1.2048 |
1.1296 |
0.0753 |
6.4% |
0.0023 |
0.2% |
72% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2111 |
2.618 |
1.2007 |
1.618 |
1.1943 |
1.000 |
1.1903 |
0.618 |
1.1879 |
HIGH |
1.1839 |
0.618 |
1.1815 |
0.500 |
1.1807 |
0.382 |
1.1799 |
LOW |
1.1775 |
0.618 |
1.1735 |
1.000 |
1.1711 |
1.618 |
1.1671 |
2.618 |
1.1607 |
4.250 |
1.1503 |
|
|
Fisher Pivots for day following 12-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1828 |
1.1833 |
PP |
1.1818 |
1.1826 |
S1 |
1.1807 |
1.1820 |
|