CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2000 |
1.2000 |
0.0000 |
0.0% |
1.2069 |
| High |
1.2014 |
1.2057 |
0.0043 |
0.4% |
1.2160 |
| Low |
1.2000 |
1.2000 |
0.0000 |
0.0% |
1.2013 |
| Close |
1.2014 |
1.2057 |
0.0043 |
0.4% |
1.2019 |
| Range |
0.0014 |
0.0057 |
0.0043 |
307.1% |
0.0147 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
50 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2209 |
1.2190 |
1.2088 |
|
| R3 |
1.2152 |
1.2133 |
1.2073 |
|
| R2 |
1.2095 |
1.2095 |
1.2067 |
|
| R1 |
1.2076 |
1.2076 |
1.2062 |
1.2086 |
| PP |
1.2038 |
1.2038 |
1.2038 |
1.2043 |
| S1 |
1.2019 |
1.2019 |
1.2052 |
1.2029 |
| S2 |
1.1981 |
1.1981 |
1.2047 |
|
| S3 |
1.1924 |
1.1962 |
1.2041 |
|
| S4 |
1.1867 |
1.1905 |
1.2026 |
|
|
| 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% |
36% |
False |
True |
3 |
| 10 |
1.2160 |
1.1982 |
0.0179 |
1.5% |
0.0040 |
0.3% |
42% |
False |
False |
9 |
| 20 |
1.2160 |
1.1740 |
0.0420 |
3.5% |
0.0035 |
0.3% |
75% |
False |
False |
6 |
| 40 |
1.2160 |
1.1440 |
0.0721 |
6.0% |
0.0034 |
0.3% |
86% |
False |
False |
4 |
| 60 |
1.2160 |
1.1396 |
0.0765 |
6.3% |
0.0027 |
0.2% |
87% |
False |
False |
3 |
| 80 |
1.2160 |
1.1296 |
0.0865 |
7.2% |
0.0025 |
0.2% |
88% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2299 |
|
2.618 |
1.2206 |
|
1.618 |
1.2149 |
|
1.000 |
1.2114 |
|
0.618 |
1.2092 |
|
HIGH |
1.2057 |
|
0.618 |
1.2035 |
|
0.500 |
1.2029 |
|
0.382 |
1.2022 |
|
LOW |
1.2000 |
|
0.618 |
1.1965 |
|
1.000 |
1.1943 |
|
1.618 |
1.1908 |
|
2.618 |
1.1851 |
|
4.250 |
1.1758 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2048 |
1.2048 |
| PP |
1.2038 |
1.2038 |
| S1 |
1.2029 |
1.2029 |
|