CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2050 |
1.2069 |
0.0019 |
0.2% |
1.1870 |
| High |
1.2072 |
1.2090 |
0.0018 |
0.1% |
1.2072 |
| Low |
1.1982 |
1.2069 |
0.0088 |
0.7% |
1.1870 |
| Close |
1.2062 |
1.2074 |
0.0012 |
0.1% |
1.2062 |
| Range |
0.0091 |
0.0021 |
-0.0070 |
-76.8% |
0.0202 |
| ATR |
0.0067 |
0.0064 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
12 |
12 |
0 |
0.0% |
73 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2141 |
1.2128 |
1.2085 |
|
| R3 |
1.2120 |
1.2107 |
1.2079 |
|
| R2 |
1.2099 |
1.2099 |
1.2077 |
|
| R1 |
1.2086 |
1.2086 |
1.2075 |
1.2092 |
| PP |
1.2078 |
1.2078 |
1.2078 |
1.2081 |
| S1 |
1.2065 |
1.2065 |
1.2072 |
1.2071 |
| S2 |
1.2057 |
1.2057 |
1.2070 |
|
| S3 |
1.2036 |
1.2044 |
1.2068 |
|
| S4 |
1.2015 |
1.2023 |
1.2062 |
|
|
| 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 |
1.2090 |
1.1880 |
0.0210 |
1.7% |
0.0052 |
0.4% |
92% |
True |
False |
16 |
| 10 |
1.2090 |
1.1740 |
0.0350 |
2.9% |
0.0035 |
0.3% |
95% |
True |
False |
8 |
| 20 |
1.2090 |
1.1571 |
0.0520 |
4.3% |
0.0038 |
0.3% |
97% |
True |
False |
6 |
| 40 |
1.2090 |
1.1396 |
0.0695 |
5.8% |
0.0032 |
0.3% |
98% |
True |
False |
3 |
| 60 |
1.2090 |
1.1390 |
0.0701 |
5.8% |
0.0027 |
0.2% |
98% |
True |
False |
3 |
| 80 |
1.2090 |
1.1296 |
0.0795 |
6.6% |
0.0023 |
0.2% |
98% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2179 |
|
2.618 |
1.2145 |
|
1.618 |
1.2124 |
|
1.000 |
1.2111 |
|
0.618 |
1.2103 |
|
HIGH |
1.2090 |
|
0.618 |
1.2082 |
|
0.500 |
1.2080 |
|
0.382 |
1.2077 |
|
LOW |
1.2069 |
|
0.618 |
1.2056 |
|
1.000 |
1.2048 |
|
1.618 |
1.2035 |
|
2.618 |
1.2014 |
|
4.250 |
1.1980 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2080 |
1.2061 |
| PP |
1.2078 |
1.2048 |
| S1 |
1.2076 |
1.2036 |
|