CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 12-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
1.1656 |
1.1619 |
-0.0038 |
-0.3% |
1.1545 |
High |
1.1656 |
1.1619 |
-0.0038 |
-0.3% |
1.1680 |
Low |
1.1618 |
1.1619 |
0.0001 |
0.0% |
1.1540 |
Close |
1.1618 |
1.1619 |
0.0001 |
0.0% |
1.1629 |
Range |
0.0039 |
0.0000 |
-0.0039 |
-100.0% |
0.0140 |
ATR |
0.0042 |
0.0039 |
-0.0003 |
-7.1% |
0.0000 |
Volume |
2 |
330 |
328 |
16,400.0% |
18 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1619 |
1.1619 |
1.1619 |
|
R3 |
1.1619 |
1.1619 |
1.1619 |
|
R2 |
1.1619 |
1.1619 |
1.1619 |
|
R1 |
1.1619 |
1.1619 |
1.1619 |
1.1619 |
PP |
1.1619 |
1.1619 |
1.1619 |
1.1619 |
S1 |
1.1619 |
1.1619 |
1.1619 |
1.1619 |
S2 |
1.1619 |
1.1619 |
1.1619 |
|
S3 |
1.1619 |
1.1619 |
1.1619 |
|
S4 |
1.1619 |
1.1619 |
1.1619 |
|
|
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 |
1.1571 |
0.0110 |
0.9% |
0.0024 |
0.2% |
44% |
False |
False |
69 |
10 |
1.1680 |
1.1493 |
0.0187 |
1.6% |
0.0020 |
0.2% |
67% |
False |
False |
35 |
20 |
1.1680 |
1.1493 |
0.0187 |
1.6% |
0.0026 |
0.2% |
67% |
False |
False |
18 |
40 |
1.1959 |
1.1493 |
0.0466 |
4.0% |
0.0025 |
0.2% |
27% |
False |
False |
10 |
60 |
1.2267 |
1.1493 |
0.0774 |
6.7% |
0.0033 |
0.3% |
16% |
False |
False |
6 |
80 |
1.2267 |
1.1493 |
0.0774 |
6.7% |
0.0029 |
0.3% |
16% |
False |
False |
5 |
100 |
1.2267 |
1.1380 |
0.0888 |
7.6% |
0.0028 |
0.2% |
27% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1619 |
2.618 |
1.1619 |
1.618 |
1.1619 |
1.000 |
1.1619 |
0.618 |
1.1619 |
HIGH |
1.1619 |
0.618 |
1.1619 |
0.500 |
1.1619 |
0.382 |
1.1619 |
LOW |
1.1619 |
0.618 |
1.1619 |
1.000 |
1.1619 |
1.618 |
1.1619 |
2.618 |
1.1619 |
4.250 |
1.1619 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1619 |
1.1649 |
PP |
1.1619 |
1.1639 |
S1 |
1.1619 |
1.1629 |
|