CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1630 |
1.1656 |
0.0026 |
0.2% |
1.1545 |
| High |
1.1680 |
1.1656 |
-0.0024 |
-0.2% |
1.1680 |
| Low |
1.1629 |
1.1618 |
-0.0011 |
-0.1% |
1.1540 |
| Close |
1.1629 |
1.1618 |
-0.0011 |
-0.1% |
1.1629 |
| Range |
0.0052 |
0.0039 |
-0.0013 |
-25.2% |
0.0140 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
9 |
2 |
-7 |
-77.8% |
18 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1746 |
1.1721 |
1.1639 |
|
| R3 |
1.1708 |
1.1682 |
1.1629 |
|
| R2 |
1.1669 |
1.1669 |
1.1625 |
|
| R1 |
1.1644 |
1.1644 |
1.1622 |
1.1637 |
| PP |
1.1631 |
1.1631 |
1.1631 |
1.1627 |
| S1 |
1.1605 |
1.1605 |
1.1614 |
1.1599 |
| S2 |
1.1592 |
1.1592 |
1.1611 |
|
| S3 |
1.1554 |
1.1567 |
1.1607 |
|
| S4 |
1.1515 |
1.1528 |
1.1597 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2036 |
1.1973 |
1.1706 |
|
| R3 |
1.1896 |
1.1833 |
1.1668 |
|
| R2 |
1.1756 |
1.1756 |
1.1655 |
|
| R1 |
1.1693 |
1.1693 |
1.1642 |
1.1725 |
| PP |
1.1616 |
1.1616 |
1.1616 |
1.1632 |
| S1 |
1.1553 |
1.1553 |
1.1616 |
1.1585 |
| S2 |
1.1476 |
1.1476 |
1.1603 |
|
| S3 |
1.1336 |
1.1413 |
1.1591 |
|
| S4 |
1.1196 |
1.1273 |
1.1552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1680 |
1.1557 |
0.0124 |
1.1% |
0.0024 |
0.2% |
50% |
False |
False |
3 |
| 10 |
1.1680 |
1.1493 |
0.0187 |
1.6% |
0.0020 |
0.2% |
67% |
False |
False |
2 |
| 20 |
1.1704 |
1.1493 |
0.0211 |
1.8% |
0.0028 |
0.2% |
59% |
False |
False |
1 |
| 40 |
1.2039 |
1.1493 |
0.0546 |
4.7% |
0.0027 |
0.2% |
23% |
False |
False |
2 |
| 60 |
1.2267 |
1.1493 |
0.0774 |
6.7% |
0.0033 |
0.3% |
16% |
False |
False |
1 |
| 80 |
1.2267 |
1.1493 |
0.0774 |
6.7% |
0.0029 |
0.3% |
16% |
False |
False |
1 |
| 100 |
1.2267 |
1.1380 |
0.0888 |
7.6% |
0.0028 |
0.2% |
27% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1820 |
|
2.618 |
1.1757 |
|
1.618 |
1.1718 |
|
1.000 |
1.1695 |
|
0.618 |
1.1680 |
|
HIGH |
1.1656 |
|
0.618 |
1.1641 |
|
0.500 |
1.1637 |
|
0.382 |
1.1632 |
|
LOW |
1.1618 |
|
0.618 |
1.1594 |
|
1.000 |
1.1579 |
|
1.618 |
1.1555 |
|
2.618 |
1.1517 |
|
4.250 |
1.1454 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1637 |
1.1640 |
| PP |
1.1631 |
1.1633 |
| S1 |
1.1624 |
1.1625 |
|