CME Swiss Franc Future June 2024
Trading Metrics calculated at close of trading on 28-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
1.1164 |
1.1157 |
-0.0007 |
-0.1% |
1.1248 |
High |
1.1167 |
1.1207 |
0.0040 |
0.4% |
1.1259 |
Low |
1.1120 |
1.1127 |
0.0008 |
0.1% |
1.1120 |
Close |
1.1140 |
1.1182 |
0.0043 |
0.4% |
1.1182 |
Range |
0.0048 |
0.0080 |
0.0033 |
68.4% |
0.0139 |
ATR |
0.0067 |
0.0067 |
0.0001 |
1.4% |
0.0000 |
Volume |
23,221 |
33,390 |
10,169 |
43.8% |
100,209 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1412 |
1.1377 |
1.1226 |
|
R3 |
1.1332 |
1.1297 |
1.1204 |
|
R2 |
1.1252 |
1.1252 |
1.1197 |
|
R1 |
1.1217 |
1.1217 |
1.1189 |
1.1235 |
PP |
1.1172 |
1.1172 |
1.1172 |
1.1181 |
S1 |
1.1137 |
1.1137 |
1.1175 |
1.1155 |
S2 |
1.1092 |
1.1092 |
1.1167 |
|
S3 |
1.1012 |
1.1057 |
1.1160 |
|
S4 |
1.0932 |
1.0977 |
1.1138 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1604 |
1.1532 |
1.1258 |
|
R3 |
1.1465 |
1.1393 |
1.1220 |
|
R2 |
1.1326 |
1.1326 |
1.1207 |
|
R1 |
1.1254 |
1.1254 |
1.1195 |
1.1220 |
PP |
1.1187 |
1.1187 |
1.1187 |
1.1170 |
S1 |
1.1115 |
1.1115 |
1.1169 |
1.1081 |
S2 |
1.1048 |
1.1048 |
1.1157 |
|
S3 |
1.0909 |
1.0976 |
1.1144 |
|
S4 |
1.0770 |
1.0837 |
1.1106 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1259 |
1.1120 |
0.0140 |
1.2% |
0.0060 |
0.5% |
45% |
False |
False |
26,268 |
10 |
1.1451 |
1.1120 |
0.0331 |
3.0% |
0.0073 |
0.7% |
19% |
False |
False |
29,286 |
20 |
1.1577 |
1.1120 |
0.0458 |
4.1% |
0.0067 |
0.6% |
14% |
False |
False |
21,792 |
40 |
1.1855 |
1.1120 |
0.0736 |
6.6% |
0.0063 |
0.6% |
8% |
False |
False |
10,929 |
60 |
1.2022 |
1.1120 |
0.0902 |
8.1% |
0.0062 |
0.6% |
7% |
False |
False |
7,293 |
80 |
1.2197 |
1.1120 |
0.1077 |
9.6% |
0.0062 |
0.6% |
6% |
False |
False |
5,481 |
100 |
1.2197 |
1.1120 |
0.1077 |
9.6% |
0.0054 |
0.5% |
6% |
False |
False |
4,385 |
120 |
1.2197 |
1.1120 |
0.1077 |
9.6% |
0.0051 |
0.5% |
6% |
False |
False |
3,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1547 |
2.618 |
1.1416 |
1.618 |
1.1336 |
1.000 |
1.1287 |
0.618 |
1.1256 |
HIGH |
1.1207 |
0.618 |
1.1176 |
0.500 |
1.1167 |
0.382 |
1.1158 |
LOW |
1.1127 |
0.618 |
1.1078 |
1.000 |
1.1047 |
1.618 |
1.0998 |
2.618 |
1.0918 |
4.250 |
1.0787 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1177 |
1.1179 |
PP |
1.1172 |
1.1176 |
S1 |
1.1167 |
1.1173 |
|