CME Swiss Franc Future June 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 |
1.1516 |
1.1442 |
-0.0074 |
-0.6% |
1.1482 |
| High |
1.1522 |
1.1456 |
-0.0067 |
-0.6% |
1.1522 |
| Low |
1.1435 |
1.1376 |
-0.0059 |
-0.5% |
1.1376 |
| Close |
1.1437 |
1.1453 |
0.0016 |
0.1% |
1.1453 |
| Range |
0.0088 |
0.0080 |
-0.0008 |
-9.1% |
0.0146 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.2% |
0.0000 |
| Volume |
402 |
342 |
-60 |
-14.9% |
890 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1667 |
1.1639 |
1.1497 |
|
| R3 |
1.1587 |
1.1560 |
1.1475 |
|
| R2 |
1.1508 |
1.1508 |
1.1468 |
|
| R1 |
1.1480 |
1.1480 |
1.1460 |
1.1494 |
| PP |
1.1428 |
1.1428 |
1.1428 |
1.1435 |
| S1 |
1.1401 |
1.1401 |
1.1446 |
1.1415 |
| S2 |
1.1349 |
1.1349 |
1.1438 |
|
| S3 |
1.1269 |
1.1321 |
1.1431 |
|
| S4 |
1.1190 |
1.1242 |
1.1409 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1888 |
1.1817 |
1.1533 |
|
| R3 |
1.1742 |
1.1671 |
1.1493 |
|
| R2 |
1.1596 |
1.1596 |
1.1480 |
|
| R1 |
1.1525 |
1.1525 |
1.1466 |
1.1488 |
| PP |
1.1450 |
1.1450 |
1.1450 |
1.1432 |
| S1 |
1.1379 |
1.1379 |
1.1440 |
1.1342 |
| S2 |
1.1304 |
1.1304 |
1.1426 |
|
| S3 |
1.1158 |
1.1233 |
1.1413 |
|
| S4 |
1.1012 |
1.1087 |
1.1373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1522 |
1.1376 |
0.0146 |
1.3% |
0.0051 |
0.4% |
53% |
False |
True |
178 |
| 10 |
1.1572 |
1.1376 |
0.0196 |
1.7% |
0.0049 |
0.4% |
39% |
False |
True |
106 |
| 20 |
1.1855 |
1.1376 |
0.0479 |
4.2% |
0.0058 |
0.5% |
16% |
False |
True |
84 |
| 40 |
1.2022 |
1.1376 |
0.0646 |
5.6% |
0.0060 |
0.5% |
12% |
False |
True |
52 |
| 60 |
1.2197 |
1.1376 |
0.0821 |
7.2% |
0.0060 |
0.5% |
9% |
False |
True |
49 |
| 80 |
1.2197 |
1.1326 |
0.0871 |
7.6% |
0.0050 |
0.4% |
15% |
False |
False |
37 |
| 100 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0047 |
0.4% |
20% |
False |
False |
30 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0043 |
0.4% |
29% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1793 |
|
2.618 |
1.1664 |
|
1.618 |
1.1584 |
|
1.000 |
1.1535 |
|
0.618 |
1.1505 |
|
HIGH |
1.1456 |
|
0.618 |
1.1425 |
|
0.500 |
1.1416 |
|
0.382 |
1.1406 |
|
LOW |
1.1376 |
|
0.618 |
1.1327 |
|
1.000 |
1.1297 |
|
1.618 |
1.1247 |
|
2.618 |
1.1168 |
|
4.250 |
1.1038 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1441 |
1.1452 |
| PP |
1.1428 |
1.1450 |
| S1 |
1.1416 |
1.1449 |
|