CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1442 |
1.1448 |
0.0007 |
0.1% |
1.1482 |
| High |
1.1456 |
1.1477 |
0.0021 |
0.2% |
1.1522 |
| Low |
1.1376 |
1.1410 |
0.0034 |
0.3% |
1.1376 |
| Close |
1.1453 |
1.1428 |
-0.0025 |
-0.2% |
1.1453 |
| Range |
0.0080 |
0.0067 |
-0.0013 |
-16.4% |
0.0146 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.5% |
0.0000 |
| Volume |
342 |
748 |
406 |
118.7% |
890 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1638 |
1.1599 |
1.1465 |
|
| R3 |
1.1571 |
1.1533 |
1.1446 |
|
| R2 |
1.1505 |
1.1505 |
1.1440 |
|
| R1 |
1.1466 |
1.1466 |
1.1434 |
1.1452 |
| PP |
1.1438 |
1.1438 |
1.1438 |
1.1431 |
| S1 |
1.1400 |
1.1400 |
1.1422 |
1.1386 |
| S2 |
1.1372 |
1.1372 |
1.1416 |
|
| S3 |
1.1305 |
1.1333 |
1.1410 |
|
| S4 |
1.1239 |
1.1267 |
1.1391 |
|
|
| 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% |
0.0058 |
0.5% |
36% |
False |
False |
317 |
| 10 |
1.1572 |
1.1376 |
0.0196 |
1.7% |
0.0050 |
0.4% |
27% |
False |
False |
178 |
| 20 |
1.1695 |
1.1376 |
0.0319 |
2.8% |
0.0053 |
0.5% |
16% |
False |
False |
116 |
| 40 |
1.2022 |
1.1376 |
0.0646 |
5.6% |
0.0061 |
0.5% |
8% |
False |
False |
71 |
| 60 |
1.2197 |
1.1376 |
0.0821 |
7.2% |
0.0061 |
0.5% |
6% |
False |
False |
61 |
| 80 |
1.2197 |
1.1326 |
0.0871 |
7.6% |
0.0051 |
0.4% |
12% |
False |
False |
46 |
| 100 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0047 |
0.4% |
17% |
False |
False |
37 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0043 |
0.4% |
27% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1759 |
|
2.618 |
1.1651 |
|
1.618 |
1.1584 |
|
1.000 |
1.1543 |
|
0.618 |
1.1518 |
|
HIGH |
1.1477 |
|
0.618 |
1.1451 |
|
0.500 |
1.1443 |
|
0.382 |
1.1435 |
|
LOW |
1.1410 |
|
0.618 |
1.1369 |
|
1.000 |
1.1344 |
|
1.618 |
1.1302 |
|
2.618 |
1.1236 |
|
4.250 |
1.1127 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1443 |
1.1449 |
| PP |
1.1438 |
1.1442 |
| S1 |
1.1433 |
1.1435 |
|