CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1513 |
1.1517 |
0.0004 |
0.0% |
1.1448 |
| High |
1.1551 |
1.1525 |
-0.0026 |
-0.2% |
1.1577 |
| Low |
1.1489 |
1.1494 |
0.0005 |
0.0% |
1.1408 |
| Close |
1.1508 |
1.1502 |
-0.0006 |
0.0% |
1.1520 |
| Range |
0.0062 |
0.0031 |
-0.0031 |
-50.4% |
0.0169 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
26,357 |
43,427 |
17,070 |
64.8% |
9,254 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1598 |
1.1581 |
1.1519 |
|
| R3 |
1.1568 |
1.1550 |
1.1510 |
|
| R2 |
1.1537 |
1.1537 |
1.1508 |
|
| R1 |
1.1520 |
1.1520 |
1.1505 |
1.1513 |
| PP |
1.1507 |
1.1507 |
1.1507 |
1.1504 |
| S1 |
1.1489 |
1.1489 |
1.1499 |
1.1483 |
| S2 |
1.1476 |
1.1476 |
1.1496 |
|
| S3 |
1.1446 |
1.1459 |
1.1494 |
|
| S4 |
1.1415 |
1.1428 |
1.1485 |
|
|
| 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 |
1.1458 |
0.0120 |
1.0% |
0.0055 |
0.5% |
37% |
False |
False |
17,783 |
| 10 |
1.1577 |
1.1376 |
0.0201 |
1.7% |
0.0062 |
0.5% |
63% |
False |
False |
9,139 |
| 20 |
1.1577 |
1.1376 |
0.0201 |
1.7% |
0.0053 |
0.5% |
63% |
False |
False |
4,589 |
| 40 |
1.1860 |
1.1376 |
0.0484 |
4.2% |
0.0057 |
0.5% |
26% |
False |
False |
2,314 |
| 60 |
1.2197 |
1.1376 |
0.0821 |
7.1% |
0.0060 |
0.5% |
15% |
False |
False |
1,548 |
| 80 |
1.2197 |
1.1376 |
0.0821 |
7.1% |
0.0055 |
0.5% |
15% |
False |
False |
1,170 |
| 100 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0048 |
0.4% |
25% |
False |
False |
936 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0046 |
0.4% |
34% |
False |
False |
780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1654 |
|
2.618 |
1.1604 |
|
1.618 |
1.1574 |
|
1.000 |
1.1555 |
|
0.618 |
1.1543 |
|
HIGH |
1.1525 |
|
0.618 |
1.1513 |
|
0.500 |
1.1509 |
|
0.382 |
1.1506 |
|
LOW |
1.1494 |
|
0.618 |
1.1475 |
|
1.000 |
1.1464 |
|
1.618 |
1.1445 |
|
2.618 |
1.1414 |
|
4.250 |
1.1364 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1509 |
1.1520 |
| PP |
1.1507 |
1.1514 |
| S1 |
1.1504 |
1.1508 |
|