CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2160 |
1.2046 |
-0.0115 |
-0.9% |
1.2069 |
| High |
1.2160 |
1.2046 |
-0.0115 |
-0.9% |
1.2160 |
| Low |
1.2080 |
1.2013 |
-0.0067 |
-0.6% |
1.2013 |
| Close |
1.2080 |
1.2019 |
-0.0061 |
-0.5% |
1.2019 |
| Range |
0.0080 |
0.0033 |
-0.0048 |
-59.4% |
0.0147 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.5% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
50 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2123 |
1.2104 |
1.2037 |
|
| R3 |
1.2091 |
1.2071 |
1.2028 |
|
| R2 |
1.2058 |
1.2058 |
1.2025 |
|
| R1 |
1.2039 |
1.2039 |
1.2022 |
1.2032 |
| PP |
1.2026 |
1.2026 |
1.2026 |
1.2023 |
| S1 |
1.2006 |
1.2006 |
1.2016 |
1.2000 |
| S2 |
1.1993 |
1.1993 |
1.2013 |
|
| S3 |
1.1961 |
1.1974 |
1.2010 |
|
| S4 |
1.1928 |
1.1941 |
1.2001 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2505 |
1.2409 |
1.2100 |
|
| R3 |
1.2358 |
1.2262 |
1.2059 |
|
| R2 |
1.2211 |
1.2211 |
1.2046 |
|
| R1 |
1.2115 |
1.2115 |
1.2032 |
1.2090 |
| PP |
1.2064 |
1.2064 |
1.2064 |
1.2051 |
| S1 |
1.1968 |
1.1968 |
1.2006 |
1.1943 |
| S2 |
1.1917 |
1.1917 |
1.1992 |
|
| S3 |
1.1770 |
1.1821 |
1.1979 |
|
| S4 |
1.1623 |
1.1674 |
1.1938 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2160 |
1.2013 |
0.0147 |
1.2% |
0.0038 |
0.3% |
4% |
False |
True |
10 |
| 10 |
1.2160 |
1.1870 |
0.0290 |
2.4% |
0.0043 |
0.4% |
51% |
False |
False |
12 |
| 20 |
1.2160 |
1.1740 |
0.0420 |
3.5% |
0.0033 |
0.3% |
66% |
False |
False |
6 |
| 40 |
1.2160 |
1.1440 |
0.0721 |
6.0% |
0.0033 |
0.3% |
80% |
False |
False |
4 |
| 60 |
1.2160 |
1.1396 |
0.0765 |
6.4% |
0.0028 |
0.2% |
82% |
False |
False |
3 |
| 80 |
1.2160 |
1.1296 |
0.0865 |
7.2% |
0.0025 |
0.2% |
84% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2184 |
|
2.618 |
1.2131 |
|
1.618 |
1.2098 |
|
1.000 |
1.2078 |
|
0.618 |
1.2066 |
|
HIGH |
1.2046 |
|
0.618 |
1.2033 |
|
0.500 |
1.2029 |
|
0.382 |
1.2025 |
|
LOW |
1.2013 |
|
0.618 |
1.1993 |
|
1.000 |
1.1981 |
|
1.618 |
1.1960 |
|
2.618 |
1.1928 |
|
4.250 |
1.1875 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2029 |
1.2087 |
| PP |
1.2026 |
1.2064 |
| S1 |
1.2022 |
1.2042 |
|