CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1880 |
1.1990 |
0.0110 |
0.9% |
1.1775 |
| High |
1.1980 |
1.2040 |
0.0060 |
0.5% |
1.1856 |
| Low |
1.1880 |
1.1990 |
0.0110 |
0.9% |
1.1740 |
| Close |
1.1966 |
1.2033 |
0.0067 |
0.6% |
1.1811 |
| Range |
0.0100 |
0.0050 |
-0.0050 |
-50.0% |
0.0116 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.8% |
0.0000 |
| Volume |
35 |
24 |
-11 |
-31.4% |
5 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2171 |
1.2152 |
1.2060 |
|
| R3 |
1.2121 |
1.2102 |
1.2046 |
|
| R2 |
1.2071 |
1.2071 |
1.2042 |
|
| R1 |
1.2052 |
1.2052 |
1.2037 |
1.2061 |
| PP |
1.2021 |
1.2021 |
1.2021 |
1.2026 |
| S1 |
1.2002 |
1.2002 |
1.2028 |
1.2011 |
| S2 |
1.1971 |
1.1971 |
1.2023 |
|
| S3 |
1.1921 |
1.1952 |
1.2019 |
|
| S4 |
1.1871 |
1.1902 |
1.2005 |
|
|
| 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 |
1.2040 |
1.1740 |
0.0300 |
2.5% |
0.0047 |
0.4% |
98% |
True |
False |
12 |
| 10 |
1.2040 |
1.1740 |
0.0300 |
2.5% |
0.0035 |
0.3% |
98% |
True |
False |
6 |
| 20 |
1.2048 |
1.1571 |
0.0478 |
4.0% |
0.0041 |
0.3% |
97% |
False |
False |
4 |
| 40 |
1.2048 |
1.1396 |
0.0653 |
5.4% |
0.0029 |
0.2% |
98% |
False |
False |
3 |
| 60 |
1.2048 |
1.1313 |
0.0736 |
6.1% |
0.0025 |
0.2% |
98% |
False |
False |
2 |
| 80 |
1.2048 |
1.1290 |
0.0758 |
6.3% |
0.0023 |
0.2% |
98% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2253 |
|
2.618 |
1.2171 |
|
1.618 |
1.2121 |
|
1.000 |
1.2090 |
|
0.618 |
1.2071 |
|
HIGH |
1.2040 |
|
0.618 |
1.2021 |
|
0.500 |
1.2015 |
|
0.382 |
1.2009 |
|
LOW |
1.1990 |
|
0.618 |
1.1959 |
|
1.000 |
1.1940 |
|
1.618 |
1.1909 |
|
2.618 |
1.1859 |
|
4.250 |
1.1778 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2027 |
1.2007 |
| PP |
1.2021 |
1.1981 |
| S1 |
1.2015 |
1.1955 |
|