CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2082 |
1.2160 |
0.0079 |
0.6% |
1.2000 |
| High |
1.2082 |
1.2180 |
0.0099 |
0.8% |
1.2180 |
| Low |
1.2082 |
1.2046 |
-0.0036 |
-0.3% |
1.2000 |
| Close |
1.2082 |
1.2112 |
0.0030 |
0.2% |
1.2112 |
| Range |
0.0000 |
0.0135 |
0.0135 |
|
0.0180 |
| ATR |
0.0057 |
0.0063 |
0.0006 |
9.7% |
0.0000 |
| Volume |
0 |
11 |
11 |
|
17 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2516 |
1.2448 |
1.2185 |
|
| R3 |
1.2381 |
1.2314 |
1.2148 |
|
| R2 |
1.2247 |
1.2247 |
1.2136 |
|
| R1 |
1.2179 |
1.2179 |
1.2124 |
1.2146 |
| PP |
1.2112 |
1.2112 |
1.2112 |
1.2096 |
| S1 |
1.2045 |
1.2045 |
1.2099 |
1.2011 |
| S2 |
1.1978 |
1.1978 |
1.2087 |
|
| S3 |
1.1843 |
1.1910 |
1.2075 |
|
| S4 |
1.1709 |
1.1776 |
1.2038 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2637 |
1.2554 |
1.2211 |
|
| R3 |
1.2457 |
1.2374 |
1.2161 |
|
| R2 |
1.2277 |
1.2277 |
1.2145 |
|
| R1 |
1.2194 |
1.2194 |
1.2128 |
1.2236 |
| PP |
1.2097 |
1.2097 |
1.2097 |
1.2118 |
| S1 |
1.2014 |
1.2014 |
1.2095 |
1.2056 |
| S2 |
1.1917 |
1.1917 |
1.2079 |
|
| S3 |
1.1737 |
1.1834 |
1.2062 |
|
| S4 |
1.1557 |
1.1654 |
1.2013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2180 |
1.2000 |
0.0180 |
1.5% |
0.0048 |
0.4% |
62% |
True |
False |
4 |
| 10 |
1.2180 |
1.1982 |
0.0199 |
1.6% |
0.0049 |
0.4% |
65% |
True |
False |
7 |
| 20 |
1.2180 |
1.1740 |
0.0440 |
3.6% |
0.0042 |
0.3% |
84% |
True |
False |
7 |
| 40 |
1.2180 |
1.1471 |
0.0709 |
5.9% |
0.0037 |
0.3% |
90% |
True |
False |
4 |
| 60 |
1.2180 |
1.1396 |
0.0785 |
6.5% |
0.0029 |
0.2% |
91% |
True |
False |
4 |
| 80 |
1.2180 |
1.1296 |
0.0885 |
7.3% |
0.0027 |
0.2% |
92% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2752 |
|
2.618 |
1.2532 |
|
1.618 |
1.2398 |
|
1.000 |
1.2315 |
|
0.618 |
1.2263 |
|
HIGH |
1.2180 |
|
0.618 |
1.2129 |
|
0.500 |
1.2113 |
|
0.382 |
1.2097 |
|
LOW |
1.2046 |
|
0.618 |
1.1962 |
|
1.000 |
1.1911 |
|
1.618 |
1.1828 |
|
2.618 |
1.1693 |
|
4.250 |
1.1474 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2113 |
1.2104 |
| PP |
1.2112 |
1.2097 |
| S1 |
1.2112 |
1.2090 |
|