CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 29-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2140 |
1.2160 |
0.0021 |
0.2% |
1.1870 |
| High |
1.2140 |
1.2160 |
0.0021 |
0.2% |
1.2072 |
| Low |
1.2140 |
1.2080 |
-0.0060 |
-0.5% |
1.1870 |
| Close |
1.2140 |
1.2080 |
-0.0060 |
-0.5% |
1.2062 |
| Range |
0.0000 |
0.0080 |
0.0080 |
|
0.0202 |
| ATR |
0.0061 |
0.0063 |
0.0001 |
2.2% |
0.0000 |
| Volume |
0 |
5 |
5 |
|
73 |
|
| Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2347 |
1.2293 |
1.2124 |
|
| R3 |
1.2267 |
1.2213 |
1.2102 |
|
| R2 |
1.2187 |
1.2187 |
1.2095 |
|
| R1 |
1.2133 |
1.2133 |
1.2087 |
1.2120 |
| PP |
1.2107 |
1.2107 |
1.2107 |
1.2100 |
| S1 |
1.2053 |
1.2053 |
1.2073 |
1.2040 |
| S2 |
1.2027 |
1.2027 |
1.2065 |
|
| S3 |
1.1947 |
1.1973 |
1.2058 |
|
| S4 |
1.1867 |
1.1893 |
1.2036 |
|
|
| 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 |
1.2160 |
1.1982 |
0.0179 |
1.5% |
0.0050 |
0.4% |
55% |
True |
False |
11 |
| 10 |
1.2160 |
1.1740 |
0.0420 |
3.5% |
0.0047 |
0.4% |
81% |
True |
False |
11 |
| 20 |
1.2160 |
1.1740 |
0.0420 |
3.5% |
0.0041 |
0.3% |
81% |
True |
False |
7 |
| 40 |
1.2160 |
1.1418 |
0.0743 |
6.1% |
0.0035 |
0.3% |
89% |
True |
False |
4 |
| 60 |
1.2160 |
1.1396 |
0.0765 |
6.3% |
0.0027 |
0.2% |
90% |
True |
False |
3 |
| 80 |
1.2160 |
1.1296 |
0.0865 |
7.2% |
0.0024 |
0.2% |
91% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2500 |
|
2.618 |
1.2369 |
|
1.618 |
1.2289 |
|
1.000 |
1.2240 |
|
0.618 |
1.2209 |
|
HIGH |
1.2160 |
|
0.618 |
1.2129 |
|
0.500 |
1.2120 |
|
0.382 |
1.2111 |
|
LOW |
1.2080 |
|
0.618 |
1.2031 |
|
1.000 |
1.2000 |
|
1.618 |
1.1951 |
|
2.618 |
1.1871 |
|
4.250 |
1.1740 |
|
|
| Fisher Pivots for day following 29-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2120 |
1.2120 |
| PP |
1.2107 |
1.2107 |
| S1 |
1.2093 |
1.2093 |
|