CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1374 |
1.1365 |
-0.0009 |
-0.1% |
1.1520 |
| High |
1.1387 |
1.1396 |
0.0010 |
0.1% |
1.1551 |
| Low |
1.1345 |
1.1320 |
-0.0025 |
-0.2% |
1.1407 |
| Close |
1.1369 |
1.1389 |
0.0020 |
0.2% |
1.1425 |
| Range |
0.0042 |
0.0077 |
0.0035 |
82.1% |
0.0144 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
2.0% |
0.0000 |
| Volume |
25,417 |
31,992 |
6,575 |
25.9% |
160,456 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1598 |
1.1570 |
1.1431 |
|
| R3 |
1.1521 |
1.1493 |
1.1410 |
|
| R2 |
1.1445 |
1.1445 |
1.1403 |
|
| R1 |
1.1417 |
1.1417 |
1.1396 |
1.1431 |
| PP |
1.1368 |
1.1368 |
1.1368 |
1.1375 |
| S1 |
1.1340 |
1.1340 |
1.1381 |
1.1354 |
| S2 |
1.1292 |
1.1292 |
1.1374 |
|
| S3 |
1.1215 |
1.1264 |
1.1367 |
|
| S4 |
1.1139 |
1.1187 |
1.1346 |
|
|
| 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 |
1.1499 |
1.1320 |
0.0180 |
1.6% |
0.0064 |
0.6% |
38% |
False |
True |
31,802 |
| 10 |
1.1577 |
1.1320 |
0.0258 |
2.3% |
0.0059 |
0.5% |
27% |
False |
True |
24,792 |
| 20 |
1.1577 |
1.1320 |
0.0258 |
2.3% |
0.0058 |
0.5% |
27% |
False |
True |
12,533 |
| 40 |
1.1860 |
1.1320 |
0.0541 |
4.7% |
0.0060 |
0.5% |
13% |
False |
True |
6,285 |
| 60 |
1.2197 |
1.1320 |
0.0877 |
7.7% |
0.0061 |
0.5% |
8% |
False |
True |
4,197 |
| 80 |
1.2197 |
1.1320 |
0.0877 |
7.7% |
0.0059 |
0.5% |
8% |
False |
True |
3,158 |
| 100 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0050 |
0.4% |
13% |
False |
False |
2,526 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0049 |
0.4% |
23% |
False |
False |
2,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1721 |
|
2.618 |
1.1596 |
|
1.618 |
1.1520 |
|
1.000 |
1.1473 |
|
0.618 |
1.1443 |
|
HIGH |
1.1396 |
|
0.618 |
1.1367 |
|
0.500 |
1.1358 |
|
0.382 |
1.1349 |
|
LOW |
1.1320 |
|
0.618 |
1.1272 |
|
1.000 |
1.1243 |
|
1.618 |
1.1196 |
|
2.618 |
1.1119 |
|
4.250 |
1.0994 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1378 |
1.1386 |
| PP |
1.1368 |
1.1384 |
| S1 |
1.1358 |
1.1382 |
|