CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 05-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
1.1545 |
1.1557 |
0.0012 |
0.1% |
1.1604 |
High |
1.1545 |
1.1557 |
0.0012 |
0.1% |
1.1627 |
Low |
1.1540 |
1.1557 |
0.0017 |
0.1% |
1.1493 |
Close |
1.1540 |
1.1557 |
0.0017 |
0.1% |
1.1565 |
Range |
0.0005 |
0.0000 |
-0.0005 |
-100.0% |
0.0134 |
ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.4% |
0.0000 |
Volume |
2 |
0 |
-2 |
-100.0% |
2 |
|
Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1557 |
1.1557 |
1.1557 |
|
R3 |
1.1557 |
1.1557 |
1.1557 |
|
R2 |
1.1557 |
1.1557 |
1.1557 |
|
R1 |
1.1557 |
1.1557 |
1.1557 |
1.1557 |
PP |
1.1557 |
1.1557 |
1.1557 |
1.1557 |
S1 |
1.1557 |
1.1557 |
1.1557 |
1.1557 |
S2 |
1.1557 |
1.1557 |
1.1557 |
|
S3 |
1.1557 |
1.1557 |
1.1557 |
|
S4 |
1.1557 |
1.1557 |
1.1557 |
|
|
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% |
47% |
False |
False |
|
10 |
1.1640 |
1.1493 |
0.0147 |
1.3% |
0.0012 |
0.1% |
43% |
False |
False |
|
20 |
1.1754 |
1.1493 |
0.0261 |
2.3% |
0.0026 |
0.2% |
24% |
False |
False |
1 |
40 |
1.2116 |
1.1493 |
0.0623 |
5.4% |
0.0027 |
0.2% |
10% |
False |
False |
1 |
60 |
1.2267 |
1.1493 |
0.0774 |
6.7% |
0.0033 |
0.3% |
8% |
False |
False |
1 |
80 |
1.2267 |
1.1435 |
0.0833 |
7.2% |
0.0028 |
0.2% |
15% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1557 |
2.618 |
1.1557 |
1.618 |
1.1557 |
1.000 |
1.1557 |
0.618 |
1.1557 |
HIGH |
1.1557 |
0.618 |
1.1557 |
0.500 |
1.1557 |
0.382 |
1.1557 |
LOW |
1.1557 |
0.618 |
1.1557 |
1.000 |
1.1557 |
1.618 |
1.1557 |
2.618 |
1.1557 |
4.250 |
1.1557 |
|
|
Fisher Pivots for day following 05-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1557 |
1.1547 |
PP |
1.1557 |
1.1538 |
S1 |
1.1557 |
1.1529 |
|