CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1224 |
1.1164 |
-0.0061 |
-0.5% |
1.1427 |
| High |
1.1227 |
1.1167 |
-0.0060 |
-0.5% |
1.1445 |
| Low |
1.1161 |
1.1120 |
-0.0041 |
-0.4% |
1.1191 |
| Close |
1.1170 |
1.1140 |
-0.0031 |
-0.3% |
1.1232 |
| Range |
0.0066 |
0.0048 |
-0.0019 |
-28.0% |
0.0254 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
25,168 |
23,221 |
-1,947 |
-7.7% |
165,584 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1260 |
1.1166 |
|
| R3 |
1.1237 |
1.1212 |
1.1153 |
|
| R2 |
1.1190 |
1.1190 |
1.1148 |
|
| R1 |
1.1165 |
1.1165 |
1.1144 |
1.1153 |
| PP |
1.1142 |
1.1142 |
1.1142 |
1.1136 |
| S1 |
1.1117 |
1.1117 |
1.1135 |
1.1106 |
| S2 |
1.1095 |
1.1095 |
1.1131 |
|
| S3 |
1.1047 |
1.1070 |
1.1126 |
|
| S4 |
1.1000 |
1.1022 |
1.1113 |
|
|
| 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 |
1.1120 |
0.0299 |
2.7% |
0.0082 |
0.7% |
7% |
False |
True |
30,489 |
| 10 |
1.1499 |
1.1120 |
0.0380 |
3.4% |
0.0073 |
0.7% |
5% |
False |
True |
31,146 |
| 20 |
1.1577 |
1.1120 |
0.0458 |
4.1% |
0.0068 |
0.6% |
4% |
False |
True |
20,142 |
| 40 |
1.1860 |
1.1120 |
0.0741 |
6.6% |
0.0064 |
0.6% |
3% |
False |
True |
10,095 |
| 60 |
1.2030 |
1.1120 |
0.0911 |
8.2% |
0.0062 |
0.6% |
2% |
False |
True |
6,737 |
| 80 |
1.2197 |
1.1120 |
0.1077 |
9.7% |
0.0062 |
0.6% |
2% |
False |
True |
5,063 |
| 100 |
1.2197 |
1.1120 |
0.1077 |
9.7% |
0.0053 |
0.5% |
2% |
False |
True |
4,051 |
| 120 |
1.2197 |
1.1120 |
0.1077 |
9.7% |
0.0051 |
0.5% |
2% |
False |
True |
3,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1369 |
|
2.618 |
1.1291 |
|
1.618 |
1.1244 |
|
1.000 |
1.1215 |
|
0.618 |
1.1196 |
|
HIGH |
1.1167 |
|
0.618 |
1.1149 |
|
0.500 |
1.1143 |
|
0.382 |
1.1138 |
|
LOW |
1.1120 |
|
0.618 |
1.1090 |
|
1.000 |
1.1072 |
|
1.618 |
1.1043 |
|
2.618 |
1.0995 |
|
4.250 |
1.0918 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1143 |
1.1189 |
| PP |
1.1142 |
1.1173 |
| S1 |
1.1141 |
1.1156 |
|