CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1427 |
1.1427 |
0.0000 |
0.0% |
1.1520 |
| High |
1.1451 |
1.1445 |
-0.0006 |
0.0% |
1.1551 |
| Low |
1.1407 |
1.1365 |
-0.0043 |
-0.4% |
1.1407 |
| Close |
1.1425 |
1.1370 |
-0.0055 |
-0.5% |
1.1425 |
| Range |
0.0044 |
0.0081 |
0.0037 |
85.1% |
0.0144 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
2.5% |
0.0000 |
| Volume |
27,068 |
22,545 |
-4,523 |
-16.7% |
160,456 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1635 |
1.1583 |
1.1414 |
|
| R3 |
1.1554 |
1.1502 |
1.1392 |
|
| R2 |
1.1474 |
1.1474 |
1.1384 |
|
| R1 |
1.1422 |
1.1422 |
1.1377 |
1.1407 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1386 |
| S1 |
1.1341 |
1.1341 |
1.1362 |
1.1327 |
| S2 |
1.1313 |
1.1313 |
1.1355 |
|
| S3 |
1.1232 |
1.1261 |
1.1347 |
|
| S4 |
1.1152 |
1.1180 |
1.1325 |
|
|
| 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 |
1.1365 |
0.0186 |
1.6% |
0.0058 |
0.5% |
3% |
False |
True |
34,277 |
| 10 |
1.1577 |
1.1365 |
0.0213 |
1.9% |
0.0059 |
0.5% |
2% |
False |
True |
19,150 |
| 20 |
1.1577 |
1.1365 |
0.0213 |
1.9% |
0.0055 |
0.5% |
2% |
False |
True |
9,664 |
| 40 |
1.1860 |
1.1365 |
0.0496 |
4.4% |
0.0058 |
0.5% |
1% |
False |
True |
4,850 |
| 60 |
1.2197 |
1.1365 |
0.0832 |
7.3% |
0.0061 |
0.5% |
1% |
False |
True |
3,241 |
| 80 |
1.2197 |
1.1365 |
0.0832 |
7.3% |
0.0057 |
0.5% |
1% |
False |
True |
2,440 |
| 100 |
1.2197 |
1.1270 |
0.0927 |
8.2% |
0.0049 |
0.4% |
11% |
False |
False |
1,952 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.3% |
0.0048 |
0.4% |
21% |
False |
False |
1,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1787 |
|
2.618 |
1.1656 |
|
1.618 |
1.1575 |
|
1.000 |
1.1526 |
|
0.618 |
1.1495 |
|
HIGH |
1.1445 |
|
0.618 |
1.1414 |
|
0.500 |
1.1405 |
|
0.382 |
1.1395 |
|
LOW |
1.1365 |
|
0.618 |
1.1315 |
|
1.000 |
1.1284 |
|
1.618 |
1.1234 |
|
2.618 |
1.1154 |
|
4.250 |
1.1022 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1405 |
1.1432 |
| PP |
1.1393 |
1.1411 |
| S1 |
1.1381 |
1.1390 |
|