CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1399 |
1.1322 |
-0.0077 |
-0.7% |
1.1377 |
| High |
1.1409 |
1.1344 |
-0.0065 |
-0.6% |
1.1409 |
| Low |
1.1322 |
1.1262 |
-0.0060 |
-0.5% |
1.1262 |
| Close |
1.1324 |
1.1340 |
0.0017 |
0.1% |
1.1340 |
| Range |
0.0088 |
0.0082 |
-0.0006 |
-6.3% |
0.0147 |
| ATR |
0.0074 |
0.0074 |
0.0001 |
0.8% |
0.0000 |
| Volume |
42,169 |
34,979 |
-7,190 |
-17.1% |
129,854 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1533 |
1.1385 |
|
| R3 |
1.1479 |
1.1451 |
1.1363 |
|
| R2 |
1.1397 |
1.1397 |
1.1355 |
|
| R1 |
1.1369 |
1.1369 |
1.1348 |
1.1383 |
| PP |
1.1315 |
1.1315 |
1.1315 |
1.1323 |
| S1 |
1.1287 |
1.1287 |
1.1332 |
1.1301 |
| S2 |
1.1233 |
1.1233 |
1.1325 |
|
| S3 |
1.1151 |
1.1205 |
1.1317 |
|
| S4 |
1.1069 |
1.1123 |
1.1295 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1778 |
1.1706 |
1.1421 |
|
| R3 |
1.1631 |
1.1559 |
1.1380 |
|
| R2 |
1.1484 |
1.1484 |
1.1367 |
|
| R1 |
1.1412 |
1.1412 |
1.1353 |
1.1375 |
| PP |
1.1337 |
1.1337 |
1.1337 |
1.1318 |
| S1 |
1.1265 |
1.1265 |
1.1327 |
1.1228 |
| S2 |
1.1190 |
1.1190 |
1.1313 |
|
| S3 |
1.1043 |
1.1118 |
1.1300 |
|
| S4 |
1.0896 |
1.0971 |
1.1259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1409 |
1.1262 |
0.0147 |
1.3% |
0.0058 |
0.5% |
53% |
False |
True |
25,970 |
| 10 |
1.1469 |
1.1262 |
0.0207 |
1.8% |
0.0061 |
0.5% |
38% |
False |
True |
23,507 |
| 20 |
1.1744 |
1.1262 |
0.0482 |
4.3% |
0.0073 |
0.6% |
16% |
False |
True |
24,293 |
| 40 |
1.1916 |
1.1262 |
0.0654 |
5.8% |
0.0082 |
0.7% |
12% |
False |
True |
23,041 |
| 60 |
1.2097 |
1.1262 |
0.0835 |
7.4% |
0.0087 |
0.8% |
9% |
False |
True |
22,206 |
| 80 |
1.2097 |
1.1205 |
0.0893 |
7.9% |
0.0080 |
0.7% |
15% |
False |
False |
16,713 |
| 100 |
1.2097 |
1.1150 |
0.0947 |
8.4% |
0.0073 |
0.6% |
20% |
False |
False |
13,374 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0067 |
0.6% |
29% |
False |
False |
11,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1693 |
|
2.618 |
1.1559 |
|
1.618 |
1.1477 |
|
1.000 |
1.1426 |
|
0.618 |
1.1395 |
|
HIGH |
1.1344 |
|
0.618 |
1.1313 |
|
0.500 |
1.1303 |
|
0.382 |
1.1293 |
|
LOW |
1.1262 |
|
0.618 |
1.1211 |
|
1.000 |
1.1180 |
|
1.618 |
1.1129 |
|
2.618 |
1.1047 |
|
4.250 |
1.0914 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1328 |
1.1339 |
| PP |
1.1315 |
1.1337 |
| S1 |
1.1303 |
1.1336 |
|