CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1571 |
1.1601 |
0.0030 |
0.3% |
1.1604 |
| High |
1.1571 |
1.1631 |
0.0061 |
0.5% |
1.1627 |
| Low |
1.1571 |
1.1601 |
0.0030 |
0.3% |
1.1493 |
| Close |
1.1571 |
1.1631 |
0.0061 |
0.5% |
1.1565 |
| Range |
0.0000 |
0.0031 |
0.0031 |
|
0.0134 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
3.7% |
0.0000 |
| Volume |
0 |
7 |
7 |
|
2 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1712 |
1.1702 |
1.1648 |
|
| R3 |
1.1682 |
1.1672 |
1.1639 |
|
| R2 |
1.1651 |
1.1651 |
1.1637 |
|
| R1 |
1.1641 |
1.1641 |
1.1634 |
1.1646 |
| PP |
1.1621 |
1.1621 |
1.1621 |
1.1623 |
| S1 |
1.1611 |
1.1611 |
1.1628 |
1.1616 |
| S2 |
1.1590 |
1.1590 |
1.1625 |
|
| S3 |
1.1560 |
1.1580 |
1.1623 |
|
| S4 |
1.1529 |
1.1550 |
1.1614 |
|
|
| 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 |
1.1631 |
1.1493 |
0.0138 |
1.2% |
0.0021 |
0.2% |
100% |
True |
False |
1 |
| 10 |
1.1631 |
1.1493 |
0.0138 |
1.2% |
0.0011 |
0.1% |
100% |
True |
False |
1 |
| 20 |
1.1706 |
1.1493 |
0.0213 |
1.8% |
0.0025 |
0.2% |
65% |
False |
False |
1 |
| 40 |
1.2047 |
1.1493 |
0.0554 |
4.8% |
0.0025 |
0.2% |
25% |
False |
False |
1 |
| 60 |
1.2267 |
1.1493 |
0.0774 |
6.7% |
0.0032 |
0.3% |
18% |
False |
False |
1 |
| 80 |
1.2267 |
1.1435 |
0.0833 |
7.2% |
0.0029 |
0.2% |
24% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1761 |
|
2.618 |
1.1711 |
|
1.618 |
1.1680 |
|
1.000 |
1.1662 |
|
0.618 |
1.1650 |
|
HIGH |
1.1631 |
|
0.618 |
1.1619 |
|
0.500 |
1.1616 |
|
0.382 |
1.1612 |
|
LOW |
1.1601 |
|
0.618 |
1.1582 |
|
1.000 |
1.1570 |
|
1.618 |
1.1551 |
|
2.618 |
1.1521 |
|
4.250 |
1.1471 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1626 |
1.1619 |
| PP |
1.1621 |
1.1606 |
| S1 |
1.1616 |
1.1594 |
|