CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1404 |
1.1408 |
0.0004 |
0.0% |
1.1340 |
| High |
1.1465 |
1.1430 |
-0.0035 |
-0.3% |
1.1465 |
| Low |
1.1395 |
1.1378 |
-0.0017 |
-0.1% |
1.1294 |
| Close |
1.1408 |
1.1396 |
-0.0012 |
-0.1% |
1.1408 |
| Range |
0.0071 |
0.0052 |
-0.0019 |
-26.2% |
0.0172 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
29,426 |
25,739 |
-3,687 |
-12.5% |
126,065 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1557 |
1.1529 |
1.1425 |
|
| R3 |
1.1505 |
1.1477 |
1.1410 |
|
| R2 |
1.1453 |
1.1453 |
1.1406 |
|
| R1 |
1.1425 |
1.1425 |
1.1401 |
1.1413 |
| PP |
1.1401 |
1.1401 |
1.1401 |
1.1396 |
| S1 |
1.1373 |
1.1373 |
1.1391 |
1.1361 |
| S2 |
1.1349 |
1.1349 |
1.1386 |
|
| S3 |
1.1297 |
1.1321 |
1.1382 |
|
| S4 |
1.1245 |
1.1269 |
1.1367 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1903 |
1.1827 |
1.1502 |
|
| R3 |
1.1732 |
1.1655 |
1.1455 |
|
| R2 |
1.1560 |
1.1560 |
1.1439 |
|
| R1 |
1.1484 |
1.1484 |
1.1423 |
1.1522 |
| PP |
1.1389 |
1.1389 |
1.1389 |
1.1408 |
| S1 |
1.1312 |
1.1312 |
1.1392 |
1.1351 |
| S2 |
1.1217 |
1.1217 |
1.1376 |
|
| S3 |
1.1046 |
1.1141 |
1.1360 |
|
| S4 |
1.0874 |
1.0969 |
1.1313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1465 |
1.1294 |
0.0172 |
1.5% |
0.0061 |
0.5% |
60% |
False |
False |
24,823 |
| 10 |
1.1465 |
1.1262 |
0.0203 |
1.8% |
0.0063 |
0.5% |
66% |
False |
False |
26,655 |
| 20 |
1.1501 |
1.1262 |
0.0239 |
2.1% |
0.0068 |
0.6% |
56% |
False |
False |
24,975 |
| 40 |
1.1861 |
1.1262 |
0.0599 |
5.3% |
0.0077 |
0.7% |
22% |
False |
False |
23,971 |
| 60 |
1.2097 |
1.1262 |
0.0835 |
7.3% |
0.0087 |
0.8% |
16% |
False |
False |
24,121 |
| 80 |
1.2097 |
1.1239 |
0.0858 |
7.5% |
0.0082 |
0.7% |
18% |
False |
False |
18,609 |
| 100 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0074 |
0.6% |
26% |
False |
False |
14,891 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0069 |
0.6% |
34% |
False |
False |
12,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1651 |
|
2.618 |
1.1566 |
|
1.618 |
1.1514 |
|
1.000 |
1.1482 |
|
0.618 |
1.1462 |
|
HIGH |
1.1430 |
|
0.618 |
1.1410 |
|
0.500 |
1.1404 |
|
0.382 |
1.1398 |
|
LOW |
1.1378 |
|
0.618 |
1.1346 |
|
1.000 |
1.1326 |
|
1.618 |
1.1294 |
|
2.618 |
1.1242 |
|
4.250 |
1.1157 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1404 |
1.1404 |
| PP |
1.1401 |
1.1402 |
| S1 |
1.1399 |
1.1399 |
|