CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2046 |
1.2000 |
-0.0046 |
-0.4% |
1.2069 |
| High |
1.2046 |
1.2014 |
-0.0032 |
-0.3% |
1.2160 |
| Low |
1.2013 |
1.2000 |
-0.0013 |
-0.1% |
1.2013 |
| Close |
1.2019 |
1.2014 |
-0.0005 |
0.0% |
1.2019 |
| Range |
0.0033 |
0.0014 |
-0.0019 |
-56.9% |
0.0147 |
| ATR |
0.0063 |
0.0060 |
-0.0003 |
-5.0% |
0.0000 |
| Volume |
5 |
2 |
-3 |
-60.0% |
50 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2051 |
1.2047 |
1.2022 |
|
| R3 |
1.2037 |
1.2033 |
1.2018 |
|
| R2 |
1.2023 |
1.2023 |
1.2017 |
|
| R1 |
1.2019 |
1.2019 |
1.2015 |
1.2021 |
| PP |
1.2009 |
1.2009 |
1.2009 |
1.2011 |
| S1 |
1.2005 |
1.2005 |
1.2013 |
1.2007 |
| S2 |
1.1995 |
1.1995 |
1.2011 |
|
| S3 |
1.1981 |
1.1991 |
1.2010 |
|
| S4 |
1.1967 |
1.1977 |
1.2006 |
|
|
| 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 |
1.2000 |
0.0160 |
1.3% |
0.0037 |
0.3% |
9% |
False |
True |
8 |
| 10 |
1.2160 |
1.1880 |
0.0280 |
2.3% |
0.0045 |
0.4% |
48% |
False |
False |
12 |
| 20 |
1.2160 |
1.1740 |
0.0420 |
3.5% |
0.0032 |
0.3% |
65% |
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% |
81% |
False |
False |
3 |
| 80 |
1.2160 |
1.1296 |
0.0865 |
7.2% |
0.0025 |
0.2% |
83% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2074 |
|
2.618 |
1.2051 |
|
1.618 |
1.2037 |
|
1.000 |
1.2028 |
|
0.618 |
1.2023 |
|
HIGH |
1.2014 |
|
0.618 |
1.2009 |
|
0.500 |
1.2007 |
|
0.382 |
1.2005 |
|
LOW |
1.2000 |
|
0.618 |
1.1991 |
|
1.000 |
1.1986 |
|
1.618 |
1.1977 |
|
2.618 |
1.1963 |
|
4.250 |
1.1941 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2012 |
1.2080 |
| PP |
1.2009 |
1.2058 |
| S1 |
1.2007 |
1.2036 |
|