CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 25-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1248 |
-0.0002 |
0.0% |
1.1427 |
| High |
1.1259 |
1.1259 |
-0.0001 |
0.0% |
1.1445 |
| Low |
1.1191 |
1.1222 |
0.0031 |
0.3% |
1.1191 |
| Close |
1.1232 |
1.1229 |
-0.0003 |
0.0% |
1.1232 |
| Range |
0.0068 |
0.0037 |
-0.0031 |
-45.6% |
0.0254 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
31,132 |
18,430 |
-12,702 |
-40.8% |
165,584 |
|
| Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1347 |
1.1325 |
1.1249 |
|
| R3 |
1.1310 |
1.1288 |
1.1239 |
|
| R2 |
1.1273 |
1.1273 |
1.1236 |
|
| R1 |
1.1251 |
1.1251 |
1.1232 |
1.1244 |
| PP |
1.1236 |
1.1236 |
1.1236 |
1.1233 |
| S1 |
1.1214 |
1.1214 |
1.1226 |
1.1207 |
| S2 |
1.1199 |
1.1199 |
1.1222 |
|
| S3 |
1.1162 |
1.1177 |
1.1219 |
|
| S4 |
1.1125 |
1.1140 |
1.1209 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2051 |
1.1896 |
1.1372 |
|
| R3 |
1.1797 |
1.1642 |
1.1302 |
|
| R2 |
1.1543 |
1.1543 |
1.1279 |
|
| R1 |
1.1388 |
1.1388 |
1.1255 |
1.1339 |
| PP |
1.1289 |
1.1289 |
1.1289 |
1.1265 |
| S1 |
1.1134 |
1.1134 |
1.1209 |
1.1085 |
| S2 |
1.1035 |
1.1035 |
1.1185 |
|
| S3 |
1.0781 |
1.0880 |
1.1162 |
|
| S4 |
1.0527 |
1.0626 |
1.1092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1419 |
1.1191 |
0.0228 |
2.0% |
0.0083 |
0.7% |
17% |
False |
False |
32,293 |
| 10 |
1.1551 |
1.1191 |
0.0360 |
3.2% |
0.0071 |
0.6% |
11% |
False |
False |
33,285 |
| 20 |
1.1577 |
1.1191 |
0.0386 |
3.4% |
0.0065 |
0.6% |
10% |
False |
False |
17,728 |
| 40 |
1.1860 |
1.1191 |
0.0669 |
6.0% |
0.0062 |
0.6% |
6% |
False |
False |
8,885 |
| 60 |
1.2197 |
1.1191 |
0.1006 |
9.0% |
0.0064 |
0.6% |
4% |
False |
False |
5,931 |
| 80 |
1.2197 |
1.1191 |
0.1006 |
9.0% |
0.0062 |
0.6% |
4% |
False |
False |
4,459 |
| 100 |
1.2197 |
1.1191 |
0.1006 |
9.0% |
0.0052 |
0.5% |
4% |
False |
False |
3,567 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.4% |
0.0050 |
0.4% |
8% |
False |
False |
2,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1416 |
|
2.618 |
1.1355 |
|
1.618 |
1.1318 |
|
1.000 |
1.1296 |
|
0.618 |
1.1281 |
|
HIGH |
1.1259 |
|
0.618 |
1.1244 |
|
0.500 |
1.1240 |
|
0.382 |
1.1236 |
|
LOW |
1.1222 |
|
0.618 |
1.1199 |
|
1.000 |
1.1185 |
|
1.618 |
1.1162 |
|
2.618 |
1.1125 |
|
4.250 |
1.1064 |
|
|
| Fisher Pivots for day following 25-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1240 |
1.1305 |
| PP |
1.1236 |
1.1280 |
| S1 |
1.1233 |
1.1254 |
|