CME Swiss Franc Future March 2024


Trading Metrics calculated at close of trading on 15-Mar-2024
Day Change Summary
Previous Current
14-Mar-2024 15-Mar-2024 Change Change % Previous Week
Open 1.1384 1.1323 -0.0061 -0.5% 1.1408
High 1.1389 1.1340 -0.0049 -0.4% 1.1439
Low 1.1313 1.1297 -0.0016 -0.1% 1.1297
Close 1.1317 1.1315 -0.0003 0.0% 1.1315
Range 0.0076 0.0043 -0.0033 -43.4% 0.0142
ATR 0.0068 0.0066 -0.0002 -2.6% 0.0000
Volume 59,210 10,802 -48,408 -81.8% 195,923
Daily Pivots for day following 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1446 1.1423 1.1338
R3 1.1403 1.1380 1.1326
R2 1.1360 1.1360 1.1322
R1 1.1337 1.1337 1.1318 1.1327
PP 1.1317 1.1317 1.1317 1.1312
S1 1.1294 1.1294 1.1311 1.1284
S2 1.1274 1.1274 1.1307
S3 1.1231 1.1251 1.1303
S4 1.1188 1.1208 1.1291
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1776 1.1687 1.1393
R3 1.1634 1.1545 1.1354
R2 1.1492 1.1492 1.1341
R1 1.1403 1.1403 1.1328 1.1377
PP 1.1350 1.1350 1.1350 1.1337
S1 1.1261 1.1261 1.1301 1.1235
S2 1.1208 1.1208 1.1288
S3 1.1066 1.1119 1.1275
S4 1.0924 1.0977 1.1236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1439 1.1297 0.0142 1.3% 0.0053 0.5% 12% False True 39,184
10 1.1465 1.1294 0.0172 1.5% 0.0059 0.5% 12% False False 32,198
20 1.1469 1.1262 0.0207 1.8% 0.0060 0.5% 25% False False 27,853
40 1.1753 1.1262 0.0491 4.3% 0.0072 0.6% 11% False False 25,692
60 1.2097 1.1262 0.0835 7.4% 0.0084 0.7% 6% False False 24,961
80 1.2097 1.1262 0.0835 7.4% 0.0081 0.7% 6% False False 20,734
100 1.2097 1.1150 0.0947 8.4% 0.0074 0.7% 17% False False 16,593
120 1.2097 1.1030 0.1067 9.4% 0.0070 0.6% 27% False False 13,829
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1523
2.618 1.1453
1.618 1.1410
1.000 1.1383
0.618 1.1367
HIGH 1.1340
0.618 1.1324
0.500 1.1319
0.382 1.1313
LOW 1.1297
0.618 1.1270
1.000 1.1254
1.618 1.1227
2.618 1.1184
4.250 1.1114
Fisher Pivots for day following 15-Mar-2024
Pivot 1 day 3 day
R1 1.1319 1.1355
PP 1.1317 1.1342
S1 1.1316 1.1328

These figures are updated between 7pm and 10pm EST after a trading day.

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