CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1565 |
1.1545 |
-0.0020 |
-0.2% |
1.1604 |
| High |
1.1564 |
1.1545 |
-0.0019 |
-0.2% |
1.1627 |
| Low |
1.1493 |
1.1540 |
0.0047 |
0.4% |
1.1493 |
| Close |
1.1565 |
1.1540 |
-0.0025 |
-0.2% |
1.1565 |
| Range |
0.0071 |
0.0005 |
-0.0066 |
-93.0% |
0.0134 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
2 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1557 |
1.1553 |
1.1543 |
|
| R3 |
1.1552 |
1.1548 |
1.1541 |
|
| R2 |
1.1547 |
1.1547 |
1.1541 |
|
| R1 |
1.1543 |
1.1543 |
1.1540 |
1.1543 |
| PP |
1.1542 |
1.1542 |
1.1542 |
1.1541 |
| S1 |
1.1538 |
1.1538 |
1.1540 |
1.1538 |
| S2 |
1.1537 |
1.1537 |
1.1539 |
|
| S3 |
1.1532 |
1.1533 |
1.1539 |
|
| S4 |
1.1527 |
1.1528 |
1.1537 |
|
|
| 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% |
0.0017 |
0.1% |
35% |
False |
False |
|
| 10 |
1.1640 |
1.1493 |
0.0147 |
1.3% |
0.0016 |
0.1% |
32% |
False |
False |
1 |
| 20 |
1.1790 |
1.1493 |
0.0297 |
2.6% |
0.0028 |
0.2% |
16% |
False |
False |
1 |
| 40 |
1.2124 |
1.1493 |
0.0631 |
5.5% |
0.0030 |
0.3% |
7% |
False |
False |
1 |
| 60 |
1.2267 |
1.1493 |
0.0774 |
6.7% |
0.0033 |
0.3% |
6% |
False |
False |
1 |
| 80 |
1.2267 |
1.1435 |
0.0833 |
7.2% |
0.0028 |
0.2% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1566 |
|
2.618 |
1.1558 |
|
1.618 |
1.1553 |
|
1.000 |
1.1550 |
|
0.618 |
1.1548 |
|
HIGH |
1.1545 |
|
0.618 |
1.1543 |
|
0.500 |
1.1543 |
|
0.382 |
1.1542 |
|
LOW |
1.1540 |
|
0.618 |
1.1537 |
|
1.000 |
1.1535 |
|
1.618 |
1.1532 |
|
2.618 |
1.1527 |
|
4.250 |
1.1519 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1543 |
1.1536 |
| PP |
1.1542 |
1.1532 |
| S1 |
1.1541 |
1.1529 |
|