CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1518 |
1.1520 |
0.0002 |
0.0% |
1.1448 |
| High |
1.1577 |
1.1542 |
-0.0036 |
-0.3% |
1.1577 |
| Low |
1.1510 |
1.1491 |
-0.0019 |
-0.2% |
1.1408 |
| Close |
1.1520 |
1.1508 |
-0.0012 |
-0.1% |
1.1520 |
| Range |
0.0068 |
0.0051 |
-0.0017 |
-24.4% |
0.0169 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
6,899 |
11,615 |
4,716 |
68.4% |
9,254 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1666 |
1.1638 |
1.1536 |
|
| R3 |
1.1615 |
1.1587 |
1.1522 |
|
| R2 |
1.1564 |
1.1564 |
1.1517 |
|
| R1 |
1.1536 |
1.1536 |
1.1512 |
1.1525 |
| PP |
1.1513 |
1.1513 |
1.1513 |
1.1508 |
| S1 |
1.1485 |
1.1485 |
1.1503 |
1.1474 |
| S2 |
1.1462 |
1.1462 |
1.1498 |
|
| S3 |
1.1411 |
1.1434 |
1.1493 |
|
| S4 |
1.1360 |
1.1383 |
1.1479 |
|
|
| 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% |
0.0060 |
0.5% |
59% |
False |
False |
4,024 |
| 10 |
1.1577 |
1.1376 |
0.0201 |
1.7% |
0.0059 |
0.5% |
65% |
False |
False |
2,170 |
| 20 |
1.1577 |
1.1376 |
0.0201 |
1.7% |
0.0056 |
0.5% |
65% |
False |
False |
1,112 |
| 40 |
1.1971 |
1.1376 |
0.0595 |
5.2% |
0.0060 |
0.5% |
22% |
False |
False |
572 |
| 60 |
1.2197 |
1.1376 |
0.0821 |
7.1% |
0.0063 |
0.5% |
16% |
False |
False |
396 |
| 80 |
1.2197 |
1.1376 |
0.0821 |
7.1% |
0.0054 |
0.5% |
16% |
False |
False |
298 |
| 100 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0048 |
0.4% |
26% |
False |
False |
238 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0046 |
0.4% |
35% |
False |
False |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1758 |
|
2.618 |
1.1675 |
|
1.618 |
1.1624 |
|
1.000 |
1.1593 |
|
0.618 |
1.1573 |
|
HIGH |
1.1542 |
|
0.618 |
1.1522 |
|
0.500 |
1.1516 |
|
0.382 |
1.1510 |
|
LOW |
1.1491 |
|
0.618 |
1.1459 |
|
1.000 |
1.1440 |
|
1.618 |
1.1408 |
|
2.618 |
1.1357 |
|
4.250 |
1.1274 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1516 |
1.1517 |
| PP |
1.1513 |
1.1514 |
| S1 |
1.1510 |
1.1511 |
|