CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 06-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2031 |
1.2014 |
-0.0017 |
-0.1% |
1.1586 |
| High |
1.2048 |
1.2014 |
-0.0034 |
-0.3% |
1.1942 |
| Low |
1.2031 |
1.2014 |
-0.0017 |
-0.1% |
1.1571 |
| Close |
1.2048 |
1.2014 |
-0.0034 |
-0.3% |
1.1928 |
| Range |
0.0017 |
0.0000 |
-0.0017 |
-100.0% |
0.0371 |
| ATR |
0.0068 |
0.0065 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
27 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2014 |
1.2014 |
1.2014 |
|
| R3 |
1.2014 |
1.2014 |
1.2014 |
|
| R2 |
1.2014 |
1.2014 |
1.2014 |
|
| R1 |
1.2014 |
1.2014 |
1.2014 |
1.2014 |
| PP |
1.2014 |
1.2014 |
1.2014 |
1.2014 |
| S1 |
1.2014 |
1.2014 |
1.2014 |
1.2014 |
| S2 |
1.2014 |
1.2014 |
1.2014 |
|
| S3 |
1.2014 |
1.2014 |
1.2014 |
|
| S4 |
1.2014 |
1.2014 |
1.2014 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2926 |
1.2798 |
1.2132 |
|
| R3 |
1.2555 |
1.2427 |
1.2030 |
|
| R2 |
1.2184 |
1.2184 |
1.1996 |
|
| R1 |
1.2056 |
1.2056 |
1.1962 |
1.2120 |
| PP |
1.1813 |
1.1813 |
1.1813 |
1.1845 |
| S1 |
1.1685 |
1.1685 |
1.1894 |
1.1749 |
| S2 |
1.1442 |
1.1442 |
1.1860 |
|
| S3 |
1.1071 |
1.1314 |
1.1826 |
|
| S4 |
1.0700 |
1.0943 |
1.1724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2048 |
1.1671 |
0.0378 |
3.1% |
0.0048 |
0.4% |
91% |
False |
False |
5 |
| 10 |
1.2048 |
1.1521 |
0.0527 |
4.4% |
0.0058 |
0.5% |
94% |
False |
False |
2 |
| 20 |
1.2048 |
1.1440 |
0.0609 |
5.1% |
0.0033 |
0.3% |
94% |
False |
False |
1 |
| 40 |
1.2048 |
1.1396 |
0.0653 |
5.4% |
0.0023 |
0.2% |
95% |
False |
False |
2 |
| 60 |
1.2048 |
1.1296 |
0.0753 |
6.3% |
0.0022 |
0.2% |
95% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2014 |
|
2.618 |
1.2014 |
|
1.618 |
1.2014 |
|
1.000 |
1.2014 |
|
0.618 |
1.2014 |
|
HIGH |
1.2014 |
|
0.618 |
1.2014 |
|
0.500 |
1.2014 |
|
0.382 |
1.2014 |
|
LOW |
1.2014 |
|
0.618 |
1.2014 |
|
1.000 |
1.2014 |
|
1.618 |
1.2014 |
|
2.618 |
1.2014 |
|
4.250 |
1.2014 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2014 |
1.1975 |
| PP |
1.2014 |
1.1936 |
| S1 |
1.2014 |
1.1897 |
|