CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1365 |
1.1385 |
0.0020 |
0.2% |
1.1520 |
| High |
1.1396 |
1.1419 |
0.0023 |
0.2% |
1.1551 |
| Low |
1.1320 |
1.1226 |
-0.0094 |
-0.8% |
1.1407 |
| Close |
1.1389 |
1.1242 |
-0.0147 |
-1.3% |
1.1425 |
| Range |
0.0077 |
0.0193 |
0.0117 |
152.3% |
0.0144 |
| ATR |
0.0061 |
0.0070 |
0.0009 |
15.5% |
0.0000 |
| Volume |
31,992 |
54,498 |
22,506 |
70.3% |
160,456 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1874 |
1.1751 |
1.1348 |
|
| R3 |
1.1681 |
1.1558 |
1.1295 |
|
| R2 |
1.1488 |
1.1488 |
1.1277 |
|
| R1 |
1.1365 |
1.1365 |
1.1260 |
1.1330 |
| PP |
1.1295 |
1.1295 |
1.1295 |
1.1278 |
| S1 |
1.1172 |
1.1172 |
1.1224 |
1.1137 |
| S2 |
1.1102 |
1.1102 |
1.1207 |
|
| S3 |
1.0909 |
1.0979 |
1.1189 |
|
| S4 |
1.0716 |
1.0786 |
1.1136 |
|
|
| 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 |
1.1451 |
1.1226 |
0.0225 |
2.0% |
0.0087 |
0.8% |
7% |
False |
True |
32,304 |
| 10 |
1.1577 |
1.1226 |
0.0352 |
3.1% |
0.0072 |
0.6% |
5% |
False |
True |
30,180 |
| 20 |
1.1577 |
1.1226 |
0.0352 |
3.1% |
0.0064 |
0.6% |
5% |
False |
True |
15,253 |
| 40 |
1.1860 |
1.1226 |
0.0635 |
5.6% |
0.0063 |
0.6% |
3% |
False |
True |
7,647 |
| 60 |
1.2197 |
1.1226 |
0.0971 |
8.6% |
0.0063 |
0.6% |
2% |
False |
True |
5,105 |
| 80 |
1.2197 |
1.1226 |
0.0971 |
8.6% |
0.0061 |
0.5% |
2% |
False |
True |
3,839 |
| 100 |
1.2197 |
1.1226 |
0.0971 |
8.6% |
0.0052 |
0.5% |
2% |
False |
True |
3,071 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.4% |
0.0050 |
0.4% |
9% |
False |
False |
2,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2239 |
|
2.618 |
1.1924 |
|
1.618 |
1.1731 |
|
1.000 |
1.1612 |
|
0.618 |
1.1538 |
|
HIGH |
1.1419 |
|
0.618 |
1.1345 |
|
0.500 |
1.1322 |
|
0.382 |
1.1299 |
|
LOW |
1.1226 |
|
0.618 |
1.1106 |
|
1.000 |
1.1033 |
|
1.618 |
1.0913 |
|
2.618 |
1.0720 |
|
4.250 |
1.0405 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1322 |
1.1322 |
| PP |
1.1295 |
1.1295 |
| S1 |
1.1269 |
1.1269 |
|