CME Swiss Franc Future March 2025
Trading Metrics calculated at close of trading on 22-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
1.1990 |
1.2009 |
0.0019 |
0.2% |
1.1775 |
High |
1.2040 |
1.2009 |
-0.0031 |
-0.3% |
1.1856 |
Low |
1.1990 |
1.2009 |
0.0019 |
0.2% |
1.1740 |
Close |
1.2033 |
1.2009 |
-0.0024 |
-0.2% |
1.1811 |
Range |
0.0050 |
0.0000 |
-0.0050 |
-100.0% |
0.0116 |
ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.7% |
0.0000 |
Volume |
24 |
0 |
-24 |
-100.0% |
5 |
|
Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2009 |
1.2009 |
1.2009 |
|
R3 |
1.2009 |
1.2009 |
1.2009 |
|
R2 |
1.2009 |
1.2009 |
1.2009 |
|
R1 |
1.2009 |
1.2009 |
1.2009 |
1.2009 |
PP |
1.2009 |
1.2009 |
1.2009 |
1.2009 |
S1 |
1.2009 |
1.2009 |
1.2009 |
1.2009 |
S2 |
1.2009 |
1.2009 |
1.2009 |
|
S3 |
1.2009 |
1.2009 |
1.2009 |
|
S4 |
1.2009 |
1.2009 |
1.2009 |
|
|
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% |
0.0045 |
0.4% |
90% |
False |
False |
12 |
10 |
1.2040 |
1.1740 |
0.0300 |
2.5% |
0.0035 |
0.3% |
90% |
False |
False |
6 |
20 |
1.2048 |
1.1571 |
0.0478 |
4.0% |
0.0038 |
0.3% |
92% |
False |
False |
4 |
40 |
1.2048 |
1.1396 |
0.0653 |
5.4% |
0.0029 |
0.2% |
94% |
False |
False |
3 |
60 |
1.2048 |
1.1313 |
0.0736 |
6.1% |
0.0025 |
0.2% |
95% |
False |
False |
2 |
80 |
1.2048 |
1.1290 |
0.0758 |
6.3% |
0.0023 |
0.2% |
95% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2009 |
2.618 |
1.2009 |
1.618 |
1.2009 |
1.000 |
1.2009 |
0.618 |
1.2009 |
HIGH |
1.2009 |
0.618 |
1.2009 |
0.500 |
1.2009 |
0.382 |
1.2009 |
LOW |
1.2009 |
0.618 |
1.2009 |
1.000 |
1.2009 |
1.618 |
1.2009 |
2.618 |
1.2009 |
4.250 |
1.2009 |
|
|
Fisher Pivots for day following 22-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
1.2009 |
1.1993 |
PP |
1.2009 |
1.1976 |
S1 |
1.2009 |
1.1960 |
|