CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1340 |
1.1316 |
-0.0024 |
-0.2% |
1.1377 |
| High |
1.1373 |
1.1346 |
-0.0027 |
-0.2% |
1.1409 |
| Low |
1.1298 |
1.1294 |
-0.0004 |
0.0% |
1.1262 |
| Close |
1.1316 |
1.1333 |
0.0017 |
0.2% |
1.1340 |
| Range |
0.0075 |
0.0052 |
-0.0023 |
-30.7% |
0.0147 |
| ATR |
0.0074 |
0.0073 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
27,686 |
20,305 |
-7,381 |
-26.7% |
129,854 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1480 |
1.1459 |
1.1362 |
|
| R3 |
1.1428 |
1.1407 |
1.1347 |
|
| R2 |
1.1376 |
1.1376 |
1.1343 |
|
| R1 |
1.1355 |
1.1355 |
1.1338 |
1.1365 |
| PP |
1.1324 |
1.1324 |
1.1324 |
1.1329 |
| S1 |
1.1303 |
1.1303 |
1.1328 |
1.1313 |
| S2 |
1.1272 |
1.1272 |
1.1323 |
|
| S3 |
1.1220 |
1.1251 |
1.1319 |
|
| S4 |
1.1168 |
1.1199 |
1.1304 |
|
|
| 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% |
0.0068 |
0.6% |
48% |
False |
False |
28,627 |
| 10 |
1.1469 |
1.1262 |
0.0207 |
1.8% |
0.0061 |
0.5% |
34% |
False |
False |
23,757 |
| 20 |
1.1558 |
1.1262 |
0.0296 |
2.6% |
0.0067 |
0.6% |
24% |
False |
False |
24,307 |
| 40 |
1.1907 |
1.1262 |
0.0645 |
5.7% |
0.0079 |
0.7% |
11% |
False |
False |
23,019 |
| 60 |
1.2097 |
1.1262 |
0.0835 |
7.4% |
0.0088 |
0.8% |
9% |
False |
False |
22,980 |
| 80 |
1.2097 |
1.1205 |
0.0893 |
7.9% |
0.0081 |
0.7% |
14% |
False |
False |
17,313 |
| 100 |
1.2097 |
1.1150 |
0.0947 |
8.4% |
0.0074 |
0.7% |
19% |
False |
False |
13,854 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0068 |
0.6% |
28% |
False |
False |
11,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1567 |
|
2.618 |
1.1482 |
|
1.618 |
1.1430 |
|
1.000 |
1.1398 |
|
0.618 |
1.1378 |
|
HIGH |
1.1346 |
|
0.618 |
1.1326 |
|
0.500 |
1.1320 |
|
0.382 |
1.1313 |
|
LOW |
1.1294 |
|
0.618 |
1.1261 |
|
1.000 |
1.1242 |
|
1.618 |
1.1209 |
|
2.618 |
1.1157 |
|
4.250 |
1.1073 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1329 |
1.1328 |
| PP |
1.1324 |
1.1323 |
| S1 |
1.1320 |
1.1317 |
|