CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2009 |
1.2050 |
0.0041 |
0.3% |
1.1870 |
| High |
1.2009 |
1.2072 |
0.0063 |
0.5% |
1.2072 |
| Low |
1.2009 |
1.1982 |
-0.0028 |
-0.2% |
1.1870 |
| Close |
1.2009 |
1.2062 |
0.0053 |
0.4% |
1.2062 |
| Range |
0.0000 |
0.0091 |
0.0091 |
|
0.0202 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.8% |
0.0000 |
| Volume |
0 |
12 |
12 |
|
73 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2310 |
1.2277 |
1.2112 |
|
| R3 |
1.2220 |
1.2186 |
1.2087 |
|
| R2 |
1.2129 |
1.2129 |
1.2079 |
|
| R1 |
1.2096 |
1.2096 |
1.2070 |
1.2112 |
| PP |
1.2039 |
1.2039 |
1.2039 |
1.2047 |
| S1 |
1.2005 |
1.2005 |
1.2054 |
1.2022 |
| S2 |
1.1948 |
1.1948 |
1.2045 |
|
| S3 |
1.1858 |
1.1915 |
1.2037 |
|
| S4 |
1.1767 |
1.1824 |
1.2012 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2607 |
1.2537 |
1.2173 |
|
| R3 |
1.2405 |
1.2335 |
1.2118 |
|
| R2 |
1.2203 |
1.2203 |
1.2099 |
|
| R1 |
1.2133 |
1.2133 |
1.2081 |
1.2168 |
| PP |
1.2001 |
1.2001 |
1.2001 |
1.2019 |
| S1 |
1.1931 |
1.1931 |
1.2043 |
1.1966 |
| S2 |
1.1799 |
1.1799 |
1.2025 |
|
| S3 |
1.1597 |
1.1729 |
1.2006 |
|
| S4 |
1.1395 |
1.1527 |
1.1951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2072 |
1.1870 |
0.0202 |
1.7% |
0.0048 |
0.4% |
95% |
True |
False |
14 |
| 10 |
1.2072 |
1.1740 |
0.0332 |
2.8% |
0.0039 |
0.3% |
97% |
True |
False |
7 |
| 20 |
1.2072 |
1.1571 |
0.0502 |
4.2% |
0.0040 |
0.3% |
98% |
True |
False |
5 |
| 40 |
1.2072 |
1.1396 |
0.0677 |
5.6% |
0.0031 |
0.3% |
99% |
True |
False |
3 |
| 60 |
1.2072 |
1.1390 |
0.0683 |
5.7% |
0.0027 |
0.2% |
99% |
True |
False |
3 |
| 80 |
1.2072 |
1.1296 |
0.0777 |
6.4% |
0.0023 |
0.2% |
99% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2457 |
|
2.618 |
1.2309 |
|
1.618 |
1.2218 |
|
1.000 |
1.2163 |
|
0.618 |
1.2128 |
|
HIGH |
1.2072 |
|
0.618 |
1.2037 |
|
0.500 |
1.2027 |
|
0.382 |
1.2016 |
|
LOW |
1.1982 |
|
0.618 |
1.1926 |
|
1.000 |
1.1891 |
|
1.618 |
1.1835 |
|
2.618 |
1.1745 |
|
4.250 |
1.1597 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2050 |
1.2050 |
| PP |
1.2039 |
1.2039 |
| S1 |
1.2027 |
1.2027 |
|