CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1427 |
1.1446 |
0.0019 |
0.2% |
1.1482 |
| High |
1.1462 |
1.1481 |
0.0019 |
0.2% |
1.1522 |
| Low |
1.1408 |
1.1419 |
0.0011 |
0.1% |
1.1376 |
| Close |
1.1446 |
1.1460 |
0.0015 |
0.1% |
1.1453 |
| Range |
0.0054 |
0.0062 |
0.0008 |
14.8% |
0.0146 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0000 |
| Volume |
347 |
640 |
293 |
84.4% |
890 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1639 |
1.1612 |
1.1494 |
|
| R3 |
1.1577 |
1.1550 |
1.1477 |
|
| R2 |
1.1515 |
1.1515 |
1.1471 |
|
| R1 |
1.1488 |
1.1488 |
1.1466 |
1.1502 |
| PP |
1.1453 |
1.1453 |
1.1453 |
1.1460 |
| S1 |
1.1426 |
1.1426 |
1.1454 |
1.1440 |
| S2 |
1.1391 |
1.1391 |
1.1449 |
|
| S3 |
1.1329 |
1.1364 |
1.1443 |
|
| S4 |
1.1267 |
1.1302 |
1.1426 |
|
|
| 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% |
0.0070 |
0.6% |
58% |
False |
False |
495 |
| 10 |
1.1572 |
1.1376 |
0.0196 |
1.7% |
0.0057 |
0.5% |
43% |
False |
False |
273 |
| 20 |
1.1657 |
1.1376 |
0.0281 |
2.5% |
0.0054 |
0.5% |
30% |
False |
False |
159 |
| 40 |
1.1971 |
1.1376 |
0.0595 |
5.2% |
0.0058 |
0.5% |
14% |
False |
False |
95 |
| 60 |
1.2197 |
1.1376 |
0.0821 |
7.2% |
0.0061 |
0.5% |
10% |
False |
False |
77 |
| 80 |
1.2197 |
1.1326 |
0.0871 |
7.6% |
0.0052 |
0.5% |
15% |
False |
False |
59 |
| 100 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0048 |
0.4% |
21% |
False |
False |
47 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0044 |
0.4% |
30% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1745 |
|
2.618 |
1.1643 |
|
1.618 |
1.1581 |
|
1.000 |
1.1543 |
|
0.618 |
1.1519 |
|
HIGH |
1.1481 |
|
0.618 |
1.1457 |
|
0.500 |
1.1450 |
|
0.382 |
1.1443 |
|
LOW |
1.1419 |
|
0.618 |
1.1381 |
|
1.000 |
1.1357 |
|
1.618 |
1.1319 |
|
2.618 |
1.1257 |
|
4.250 |
1.1156 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1457 |
1.1455 |
| PP |
1.1453 |
1.1450 |
| S1 |
1.1450 |
1.1445 |
|