CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1750 |
1.1770 |
0.0020 |
0.2% |
1.1775 |
| High |
1.1750 |
1.1816 |
0.0066 |
0.6% |
1.1856 |
| Low |
1.1742 |
1.1740 |
-0.0002 |
0.0% |
1.1740 |
| Close |
1.1742 |
1.1811 |
0.0069 |
0.6% |
1.1811 |
| Range |
0.0008 |
0.0076 |
0.0068 |
843.8% |
0.0116 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
1.3% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
5 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2015 |
1.1988 |
1.1852 |
|
| R3 |
1.1940 |
1.1913 |
1.1831 |
|
| R2 |
1.1864 |
1.1864 |
1.1824 |
|
| R1 |
1.1837 |
1.1837 |
1.1817 |
1.1851 |
| PP |
1.1789 |
1.1789 |
1.1789 |
1.1795 |
| S1 |
1.1762 |
1.1762 |
1.1804 |
1.1775 |
| S2 |
1.1713 |
1.1713 |
1.1797 |
|
| S3 |
1.1638 |
1.1686 |
1.1790 |
|
| S4 |
1.1562 |
1.1611 |
1.1769 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2149 |
1.2095 |
1.1874 |
|
| R3 |
1.2033 |
1.1980 |
1.1842 |
|
| R2 |
1.1918 |
1.1918 |
1.1832 |
|
| R1 |
1.1864 |
1.1864 |
1.1821 |
1.1891 |
| PP |
1.1802 |
1.1802 |
1.1802 |
1.1815 |
| S1 |
1.1749 |
1.1749 |
1.1800 |
1.1775 |
| S2 |
1.1687 |
1.1687 |
1.1789 |
|
| S3 |
1.1571 |
1.1633 |
1.1779 |
|
| S4 |
1.1456 |
1.1518 |
1.1747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1856 |
1.1740 |
0.0116 |
1.0% |
0.0030 |
0.2% |
61% |
False |
True |
1 |
| 10 |
1.2048 |
1.1740 |
0.0308 |
2.6% |
0.0022 |
0.2% |
23% |
False |
True |
|
| 20 |
1.2048 |
1.1521 |
0.0527 |
4.5% |
0.0039 |
0.3% |
55% |
False |
False |
1 |
| 40 |
1.2048 |
1.1396 |
0.0653 |
5.5% |
0.0027 |
0.2% |
64% |
False |
False |
1 |
| 60 |
1.2048 |
1.1296 |
0.0753 |
6.4% |
0.0024 |
0.2% |
68% |
False |
False |
1 |
| 80 |
1.2048 |
1.1290 |
0.0758 |
6.4% |
0.0022 |
0.2% |
69% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2136 |
|
2.618 |
1.2013 |
|
1.618 |
1.1938 |
|
1.000 |
1.1891 |
|
0.618 |
1.1862 |
|
HIGH |
1.1816 |
|
0.618 |
1.1787 |
|
0.500 |
1.1778 |
|
0.382 |
1.1769 |
|
LOW |
1.1740 |
|
0.618 |
1.1693 |
|
1.000 |
1.1665 |
|
1.618 |
1.1618 |
|
2.618 |
1.1542 |
|
4.250 |
1.1419 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1800 |
1.1804 |
| PP |
1.1789 |
1.1797 |
| S1 |
1.1778 |
1.1791 |
|