CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1446 |
1.1461 |
0.0015 |
0.1% |
1.1482 |
| High |
1.1481 |
1.1522 |
0.0041 |
0.4% |
1.1522 |
| Low |
1.1419 |
1.1458 |
0.0039 |
0.3% |
1.1376 |
| Close |
1.1460 |
1.1521 |
0.0061 |
0.5% |
1.1453 |
| Range |
0.0062 |
0.0064 |
0.0002 |
3.2% |
0.0146 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.3% |
0.0000 |
| Volume |
640 |
620 |
-20 |
-3.1% |
890 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1692 |
1.1670 |
1.1556 |
|
| R3 |
1.1628 |
1.1606 |
1.1538 |
|
| R2 |
1.1564 |
1.1564 |
1.1532 |
|
| R1 |
1.1542 |
1.1542 |
1.1526 |
1.1553 |
| PP |
1.1500 |
1.1500 |
1.1500 |
1.1505 |
| S1 |
1.1478 |
1.1478 |
1.1515 |
1.1489 |
| S2 |
1.1436 |
1.1436 |
1.1509 |
|
| S3 |
1.1372 |
1.1414 |
1.1503 |
|
| S4 |
1.1308 |
1.1350 |
1.1485 |
|
|
| 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% |
0.0065 |
0.6% |
99% |
True |
False |
539 |
| 10 |
1.1525 |
1.1376 |
0.0149 |
1.3% |
0.0055 |
0.5% |
97% |
False |
False |
326 |
| 20 |
1.1608 |
1.1376 |
0.0232 |
2.0% |
0.0054 |
0.5% |
62% |
False |
False |
188 |
| 40 |
1.1971 |
1.1376 |
0.0595 |
5.2% |
0.0059 |
0.5% |
24% |
False |
False |
110 |
| 60 |
1.2197 |
1.1376 |
0.0821 |
7.1% |
0.0062 |
0.5% |
18% |
False |
False |
88 |
| 80 |
1.2197 |
1.1326 |
0.0871 |
7.6% |
0.0053 |
0.5% |
22% |
False |
False |
66 |
| 100 |
1.2197 |
1.1270 |
0.0927 |
8.0% |
0.0047 |
0.4% |
27% |
False |
False |
53 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0045 |
0.4% |
36% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1794 |
|
2.618 |
1.1689 |
|
1.618 |
1.1625 |
|
1.000 |
1.1586 |
|
0.618 |
1.1561 |
|
HIGH |
1.1522 |
|
0.618 |
1.1497 |
|
0.500 |
1.1490 |
|
0.382 |
1.1482 |
|
LOW |
1.1458 |
|
0.618 |
1.1418 |
|
1.000 |
1.1394 |
|
1.618 |
1.1354 |
|
2.618 |
1.1290 |
|
4.250 |
1.1186 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1510 |
1.1502 |
| PP |
1.1500 |
1.1483 |
| S1 |
1.1490 |
1.1465 |
|