CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1550 |
1.1565 |
0.0015 |
0.1% |
1.1604 |
| High |
1.1550 |
1.1564 |
0.0014 |
0.1% |
1.1627 |
| Low |
1.1549 |
1.1493 |
-0.0056 |
-0.5% |
1.1493 |
| Close |
1.1549 |
1.1565 |
0.0017 |
0.1% |
1.1565 |
| Range |
0.0002 |
0.0071 |
0.0070 |
4,633.3% |
0.0134 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
4.6% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
2 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1754 |
1.1730 |
1.1604 |
|
| R3 |
1.1683 |
1.1659 |
1.1585 |
|
| R2 |
1.1612 |
1.1612 |
1.1578 |
|
| R1 |
1.1588 |
1.1588 |
1.1572 |
1.1601 |
| PP |
1.1541 |
1.1541 |
1.1541 |
1.1547 |
| S1 |
1.1517 |
1.1517 |
1.1558 |
1.1530 |
| S2 |
1.1470 |
1.1470 |
1.1552 |
|
| S3 |
1.1399 |
1.1446 |
1.1545 |
|
| S4 |
1.1328 |
1.1375 |
1.1526 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1964 |
1.1898 |
1.1639 |
|
| R3 |
1.1830 |
1.1764 |
1.1602 |
|
| R2 |
1.1696 |
1.1696 |
1.1590 |
|
| R1 |
1.1630 |
1.1630 |
1.1577 |
1.1596 |
| PP |
1.1562 |
1.1562 |
1.1562 |
1.1545 |
| S1 |
1.1496 |
1.1496 |
1.1553 |
1.1462 |
| S2 |
1.1428 |
1.1428 |
1.1540 |
|
| S3 |
1.1294 |
1.1362 |
1.1528 |
|
| S4 |
1.1160 |
1.1228 |
1.1491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1627 |
1.1493 |
0.0134 |
1.2% |
0.0016 |
0.1% |
54% |
False |
True |
|
| 10 |
1.1640 |
1.1493 |
0.0147 |
1.3% |
0.0019 |
0.2% |
49% |
False |
True |
1 |
| 20 |
1.1959 |
1.1493 |
0.0466 |
4.0% |
0.0036 |
0.3% |
15% |
False |
True |
2 |
| 40 |
1.2124 |
1.1493 |
0.0631 |
5.5% |
0.0030 |
0.3% |
11% |
False |
True |
1 |
| 60 |
1.2267 |
1.1493 |
0.0774 |
6.7% |
0.0033 |
0.3% |
9% |
False |
True |
1 |
| 80 |
1.2267 |
1.1435 |
0.0833 |
7.2% |
0.0028 |
0.2% |
16% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1866 |
|
2.618 |
1.1750 |
|
1.618 |
1.1679 |
|
1.000 |
1.1635 |
|
0.618 |
1.1608 |
|
HIGH |
1.1564 |
|
0.618 |
1.1537 |
|
0.500 |
1.1529 |
|
0.382 |
1.1520 |
|
LOW |
1.1493 |
|
0.618 |
1.1449 |
|
1.000 |
1.1422 |
|
1.618 |
1.1378 |
|
2.618 |
1.1307 |
|
4.250 |
1.1191 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1553 |
1.1563 |
| PP |
1.1541 |
1.1562 |
| S1 |
1.1529 |
1.1560 |
|