CME Swiss Franc Future March 2025
Trading Metrics calculated at close of trading on 05-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
1.2000 |
1.2082 |
0.0082 |
0.7% |
1.2069 |
High |
1.2057 |
1.2082 |
0.0025 |
0.2% |
1.2160 |
Low |
1.2000 |
1.2082 |
0.0082 |
0.7% |
1.2013 |
Close |
1.2057 |
1.2082 |
0.0025 |
0.2% |
1.2019 |
Range |
0.0057 |
0.0000 |
-0.0057 |
-100.0% |
0.0147 |
ATR |
0.0060 |
0.0057 |
-0.0003 |
-4.2% |
0.0000 |
Volume |
4 |
0 |
-4 |
-100.0% |
50 |
|
Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2082 |
1.2082 |
1.2082 |
|
R3 |
1.2082 |
1.2082 |
1.2082 |
|
R2 |
1.2082 |
1.2082 |
1.2082 |
|
R1 |
1.2082 |
1.2082 |
1.2082 |
1.2082 |
PP |
1.2082 |
1.2082 |
1.2082 |
1.2082 |
S1 |
1.2082 |
1.2082 |
1.2082 |
1.2082 |
S2 |
1.2082 |
1.2082 |
1.2082 |
|
S3 |
1.2082 |
1.2082 |
1.2082 |
|
S4 |
1.2082 |
1.2082 |
1.2082 |
|
|
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% |
51% |
False |
False |
3 |
10 |
1.2160 |
1.1982 |
0.0179 |
1.5% |
0.0035 |
0.3% |
56% |
False |
False |
6 |
20 |
1.2160 |
1.1740 |
0.0420 |
3.5% |
0.0035 |
0.3% |
81% |
False |
False |
6 |
40 |
1.2160 |
1.1471 |
0.0689 |
5.7% |
0.0033 |
0.3% |
89% |
False |
False |
4 |
60 |
1.2160 |
1.1396 |
0.0765 |
6.3% |
0.0027 |
0.2% |
90% |
False |
False |
3 |
80 |
1.2160 |
1.1296 |
0.0865 |
7.2% |
0.0025 |
0.2% |
91% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2082 |
2.618 |
1.2082 |
1.618 |
1.2082 |
1.000 |
1.2082 |
0.618 |
1.2082 |
HIGH |
1.2082 |
0.618 |
1.2082 |
0.500 |
1.2082 |
0.382 |
1.2082 |
LOW |
1.2082 |
0.618 |
1.2082 |
1.000 |
1.2082 |
1.618 |
1.2082 |
2.618 |
1.2082 |
4.250 |
1.2082 |
|
|
Fisher Pivots for day following 05-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
1.2082 |
1.2068 |
PP |
1.2082 |
1.2054 |
S1 |
1.2082 |
1.2041 |
|