CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1495 |
1.1427 |
-0.0068 |
-0.6% |
1.1520 |
| High |
1.1499 |
1.1451 |
-0.0049 |
-0.4% |
1.1551 |
| Low |
1.1423 |
1.1407 |
-0.0016 |
-0.1% |
1.1407 |
| Close |
1.1427 |
1.1425 |
-0.0003 |
0.0% |
1.1425 |
| Range |
0.0076 |
0.0044 |
-0.0033 |
-42.8% |
0.0144 |
| ATR |
0.0061 |
0.0059 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
51,989 |
27,068 |
-24,921 |
-47.9% |
160,456 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1558 |
1.1535 |
1.1448 |
|
| R3 |
1.1514 |
1.1491 |
1.1436 |
|
| R2 |
1.1471 |
1.1471 |
1.1432 |
|
| R1 |
1.1448 |
1.1448 |
1.1428 |
1.1438 |
| PP |
1.1427 |
1.1427 |
1.1427 |
1.1422 |
| S1 |
1.1404 |
1.1404 |
1.1421 |
1.1394 |
| S2 |
1.1384 |
1.1384 |
1.1417 |
|
| S3 |
1.1340 |
1.1361 |
1.1413 |
|
| S4 |
1.1297 |
1.1317 |
1.1401 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1891 |
1.1801 |
1.1503 |
|
| R3 |
1.1748 |
1.1658 |
1.1464 |
|
| R2 |
1.1604 |
1.1604 |
1.1451 |
|
| R1 |
1.1514 |
1.1514 |
1.1438 |
1.1488 |
| PP |
1.1461 |
1.1461 |
1.1461 |
1.1447 |
| S1 |
1.1371 |
1.1371 |
1.1411 |
1.1344 |
| S2 |
1.1317 |
1.1317 |
1.1398 |
|
| S3 |
1.1174 |
1.1227 |
1.1385 |
|
| S4 |
1.1030 |
1.1084 |
1.1346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1551 |
1.1407 |
0.0144 |
1.3% |
0.0053 |
0.5% |
12% |
False |
True |
32,091 |
| 10 |
1.1577 |
1.1407 |
0.0170 |
1.5% |
0.0058 |
0.5% |
10% |
False |
True |
16,971 |
| 20 |
1.1577 |
1.1376 |
0.0201 |
1.8% |
0.0053 |
0.5% |
24% |
False |
False |
8,538 |
| 40 |
1.1860 |
1.1376 |
0.0484 |
4.2% |
0.0056 |
0.5% |
10% |
False |
False |
4,287 |
| 60 |
1.2197 |
1.1376 |
0.0821 |
7.2% |
0.0061 |
0.5% |
6% |
False |
False |
2,865 |
| 80 |
1.2197 |
1.1376 |
0.0821 |
7.2% |
0.0056 |
0.5% |
6% |
False |
False |
2,158 |
| 100 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0049 |
0.4% |
17% |
False |
False |
1,727 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0047 |
0.4% |
27% |
False |
False |
1,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1635 |
|
2.618 |
1.1564 |
|
1.618 |
1.1521 |
|
1.000 |
1.1494 |
|
0.618 |
1.1477 |
|
HIGH |
1.1451 |
|
0.618 |
1.1434 |
|
0.500 |
1.1429 |
|
0.382 |
1.1424 |
|
LOW |
1.1407 |
|
0.618 |
1.1380 |
|
1.000 |
1.1364 |
|
1.618 |
1.1337 |
|
2.618 |
1.1293 |
|
4.250 |
1.1222 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1429 |
1.1466 |
| PP |
1.1427 |
1.1452 |
| S1 |
1.1426 |
1.1438 |
|