CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1870 |
1.1880 |
0.0010 |
0.1% |
1.1775 |
| High |
1.1870 |
1.1980 |
0.0110 |
0.9% |
1.1856 |
| Low |
1.1870 |
1.1880 |
0.0010 |
0.1% |
1.1740 |
| Close |
1.1870 |
1.1966 |
0.0096 |
0.8% |
1.1811 |
| Range |
0.0000 |
0.0100 |
0.0100 |
|
0.0116 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
5.1% |
0.0000 |
| Volume |
2 |
35 |
33 |
1,650.0% |
5 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2242 |
1.2204 |
1.2021 |
|
| R3 |
1.2142 |
1.2104 |
1.1993 |
|
| R2 |
1.2042 |
1.2042 |
1.1984 |
|
| R1 |
1.2004 |
1.2004 |
1.1975 |
1.2023 |
| PP |
1.1942 |
1.1942 |
1.1942 |
1.1951 |
| S1 |
1.1904 |
1.1904 |
1.1956 |
1.1923 |
| S2 |
1.1842 |
1.1842 |
1.1947 |
|
| S3 |
1.1742 |
1.1804 |
1.1938 |
|
| S4 |
1.1642 |
1.1704 |
1.1911 |
|
|
| 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 |
1.1980 |
1.1740 |
0.0240 |
2.0% |
0.0037 |
0.3% |
94% |
True |
False |
8 |
| 10 |
1.1980 |
1.1740 |
0.0240 |
2.0% |
0.0030 |
0.3% |
94% |
True |
False |
4 |
| 20 |
1.2048 |
1.1521 |
0.0527 |
4.4% |
0.0044 |
0.4% |
84% |
False |
False |
3 |
| 40 |
1.2048 |
1.1396 |
0.0653 |
5.5% |
0.0028 |
0.2% |
87% |
False |
False |
2 |
| 60 |
1.2048 |
1.1296 |
0.0753 |
6.3% |
0.0025 |
0.2% |
89% |
False |
False |
2 |
| 80 |
1.2048 |
1.1290 |
0.0758 |
6.3% |
0.0023 |
0.2% |
89% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2405 |
|
2.618 |
1.2242 |
|
1.618 |
1.2142 |
|
1.000 |
1.2080 |
|
0.618 |
1.2042 |
|
HIGH |
1.1980 |
|
0.618 |
1.1942 |
|
0.500 |
1.1930 |
|
0.382 |
1.1918 |
|
LOW |
1.1880 |
|
0.618 |
1.1818 |
|
1.000 |
1.1780 |
|
1.618 |
1.1718 |
|
2.618 |
1.1618 |
|
4.250 |
1.1455 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1954 |
1.1930 |
| PP |
1.1942 |
1.1895 |
| S1 |
1.1930 |
1.1860 |
|