CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1461 |
1.1518 |
0.0057 |
0.5% |
1.1448 |
| High |
1.1522 |
1.1577 |
0.0056 |
0.5% |
1.1577 |
| Low |
1.1458 |
1.1510 |
0.0052 |
0.5% |
1.1408 |
| Close |
1.1521 |
1.1520 |
-0.0001 |
0.0% |
1.1520 |
| Range |
0.0064 |
0.0068 |
0.0004 |
5.5% |
0.0169 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.7% |
0.0000 |
| Volume |
620 |
6,899 |
6,279 |
1,012.7% |
9,254 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1738 |
1.1696 |
1.1557 |
|
| R3 |
1.1670 |
1.1629 |
1.1538 |
|
| R2 |
1.1603 |
1.1603 |
1.1532 |
|
| R1 |
1.1561 |
1.1561 |
1.1526 |
1.1582 |
| PP |
1.1535 |
1.1535 |
1.1535 |
1.1546 |
| S1 |
1.1494 |
1.1494 |
1.1513 |
1.1515 |
| S2 |
1.1468 |
1.1468 |
1.1507 |
|
| S3 |
1.1400 |
1.1426 |
1.1501 |
|
| S4 |
1.1333 |
1.1359 |
1.1482 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2009 |
1.1933 |
1.1612 |
|
| R3 |
1.1840 |
1.1764 |
1.1566 |
|
| R2 |
1.1671 |
1.1671 |
1.1550 |
|
| R1 |
1.1595 |
1.1595 |
1.1535 |
1.1633 |
| PP |
1.1502 |
1.1502 |
1.1502 |
1.1520 |
| S1 |
1.1426 |
1.1426 |
1.1504 |
1.1464 |
| S2 |
1.1333 |
1.1333 |
1.1489 |
|
| S3 |
1.1164 |
1.1257 |
1.1473 |
|
| S4 |
1.0995 |
1.1088 |
1.1427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1577 |
1.1408 |
0.0169 |
1.5% |
0.0063 |
0.5% |
66% |
True |
False |
1,850 |
| 10 |
1.1577 |
1.1376 |
0.0201 |
1.7% |
0.0057 |
0.5% |
71% |
True |
False |
1,014 |
| 20 |
1.1605 |
1.1376 |
0.0229 |
2.0% |
0.0055 |
0.5% |
63% |
False |
False |
533 |
| 40 |
1.1971 |
1.1376 |
0.0595 |
5.2% |
0.0061 |
0.5% |
24% |
False |
False |
282 |
| 60 |
1.2197 |
1.1376 |
0.0821 |
7.1% |
0.0062 |
0.5% |
17% |
False |
False |
203 |
| 80 |
1.2197 |
1.1341 |
0.0856 |
7.4% |
0.0054 |
0.5% |
21% |
False |
False |
153 |
| 100 |
1.2197 |
1.1270 |
0.0927 |
8.0% |
0.0048 |
0.4% |
27% |
False |
False |
122 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0045 |
0.4% |
36% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1864 |
|
2.618 |
1.1754 |
|
1.618 |
1.1686 |
|
1.000 |
1.1645 |
|
0.618 |
1.1619 |
|
HIGH |
1.1577 |
|
0.618 |
1.1551 |
|
0.500 |
1.1543 |
|
0.382 |
1.1535 |
|
LOW |
1.1510 |
|
0.618 |
1.1468 |
|
1.000 |
1.1442 |
|
1.618 |
1.1400 |
|
2.618 |
1.1333 |
|
4.250 |
1.1223 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1543 |
1.1512 |
| PP |
1.1535 |
1.1505 |
| S1 |
1.1527 |
1.1498 |
|