CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1402 |
1.1407 |
0.0005 |
0.0% |
1.1340 |
| High |
1.1439 |
1.1413 |
-0.0026 |
-0.2% |
1.1465 |
| Low |
1.1377 |
1.1382 |
0.0006 |
0.0% |
1.1294 |
| Close |
1.1396 |
1.1391 |
-0.0005 |
0.0% |
1.1408 |
| Range |
0.0063 |
0.0031 |
-0.0032 |
-50.4% |
0.0172 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
44,778 |
55,394 |
10,616 |
23.7% |
126,065 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1488 |
1.1471 |
1.1408 |
|
| R3 |
1.1457 |
1.1440 |
1.1400 |
|
| R2 |
1.1426 |
1.1426 |
1.1397 |
|
| R1 |
1.1409 |
1.1409 |
1.1394 |
1.1402 |
| PP |
1.1395 |
1.1395 |
1.1395 |
1.1392 |
| S1 |
1.1378 |
1.1378 |
1.1388 |
1.1371 |
| S2 |
1.1364 |
1.1364 |
1.1385 |
|
| S3 |
1.1333 |
1.1347 |
1.1382 |
|
| S4 |
1.1302 |
1.1316 |
1.1374 |
|
|
| 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 |
1.1344 |
0.0122 |
1.1% |
0.0057 |
0.5% |
39% |
False |
False |
36,520 |
| 10 |
1.1465 |
1.1262 |
0.0203 |
1.8% |
0.0065 |
0.6% |
64% |
False |
False |
32,912 |
| 20 |
1.1469 |
1.1262 |
0.0207 |
1.8% |
0.0062 |
0.5% |
62% |
False |
False |
26,966 |
| 40 |
1.1753 |
1.1262 |
0.0491 |
4.3% |
0.0074 |
0.6% |
26% |
False |
False |
25,101 |
| 60 |
1.2097 |
1.1262 |
0.0835 |
7.3% |
0.0084 |
0.7% |
15% |
False |
False |
24,595 |
| 80 |
1.2097 |
1.1262 |
0.0835 |
7.3% |
0.0081 |
0.7% |
15% |
False |
False |
19,860 |
| 100 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0074 |
0.7% |
25% |
False |
False |
15,893 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0070 |
0.6% |
34% |
False |
False |
13,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1545 |
|
2.618 |
1.1494 |
|
1.618 |
1.1463 |
|
1.000 |
1.1444 |
|
0.618 |
1.1432 |
|
HIGH |
1.1413 |
|
0.618 |
1.1401 |
|
0.500 |
1.1398 |
|
0.382 |
1.1394 |
|
LOW |
1.1382 |
|
0.618 |
1.1363 |
|
1.000 |
1.1351 |
|
1.618 |
1.1332 |
|
2.618 |
1.1301 |
|
4.250 |
1.1250 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1398 |
1.1408 |
| PP |
1.1395 |
1.1402 |
| S1 |
1.1393 |
1.1397 |
|