CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 06-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
1.1557 |
1.1571 |
0.0014 |
0.1% |
1.1604 |
High |
1.1557 |
1.1571 |
0.0014 |
0.1% |
1.1627 |
Low |
1.1557 |
1.1571 |
0.0014 |
0.1% |
1.1493 |
Close |
1.1557 |
1.1571 |
0.0014 |
0.1% |
1.1565 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0040 |
-0.0002 |
-4.7% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1571 |
1.1571 |
1.1571 |
|
R3 |
1.1571 |
1.1571 |
1.1571 |
|
R2 |
1.1571 |
1.1571 |
1.1571 |
|
R1 |
1.1571 |
1.1571 |
1.1571 |
1.1571 |
PP |
1.1571 |
1.1571 |
1.1571 |
1.1571 |
S1 |
1.1571 |
1.1571 |
1.1571 |
1.1571 |
S2 |
1.1571 |
1.1571 |
1.1571 |
|
S3 |
1.1571 |
1.1571 |
1.1571 |
|
S4 |
1.1571 |
1.1571 |
1.1571 |
|
|
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 |
1.1571 |
1.1493 |
0.0078 |
0.7% |
0.0016 |
0.1% |
100% |
True |
False |
|
10 |
1.1640 |
1.1493 |
0.0147 |
1.3% |
0.0012 |
0.1% |
53% |
False |
False |
|
20 |
1.1706 |
1.1493 |
0.0213 |
1.8% |
0.0023 |
0.2% |
36% |
False |
False |
1 |
40 |
1.2065 |
1.1493 |
0.0572 |
4.9% |
0.0025 |
0.2% |
14% |
False |
False |
1 |
60 |
1.2267 |
1.1493 |
0.0774 |
6.7% |
0.0032 |
0.3% |
10% |
False |
False |
1 |
80 |
1.2267 |
1.1435 |
0.0833 |
7.2% |
0.0028 |
0.2% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1571 |
2.618 |
1.1571 |
1.618 |
1.1571 |
1.000 |
1.1571 |
0.618 |
1.1571 |
HIGH |
1.1571 |
0.618 |
1.1571 |
0.500 |
1.1571 |
0.382 |
1.1571 |
LOW |
1.1571 |
0.618 |
1.1571 |
1.000 |
1.1571 |
1.618 |
1.1571 |
2.618 |
1.1571 |
4.250 |
1.1571 |
|
|
Fisher Pivots for day following 06-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1571 |
1.1565 |
PP |
1.1571 |
1.1560 |
S1 |
1.1571 |
1.1555 |
|