CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1614 |
1.1611 |
-0.0003 |
0.0% |
1.1545 |
| High |
1.1614 |
1.1611 |
-0.0003 |
0.0% |
1.1680 |
| Low |
1.1614 |
1.1535 |
-0.0080 |
-0.7% |
1.1540 |
| Close |
1.1614 |
1.1535 |
-0.0080 |
-0.7% |
1.1629 |
| Range |
0.0000 |
0.0077 |
0.0077 |
|
0.0140 |
| ATR |
0.0036 |
0.0039 |
0.0003 |
8.5% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
18 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1790 |
1.1739 |
1.1577 |
|
| R3 |
1.1713 |
1.1662 |
1.1556 |
|
| R2 |
1.1637 |
1.1637 |
1.1549 |
|
| R1 |
1.1586 |
1.1586 |
1.1542 |
1.1573 |
| PP |
1.1560 |
1.1560 |
1.1560 |
1.1554 |
| S1 |
1.1509 |
1.1509 |
1.1527 |
1.1496 |
| S2 |
1.1484 |
1.1484 |
1.1520 |
|
| S3 |
1.1407 |
1.1433 |
1.1513 |
|
| S4 |
1.1331 |
1.1356 |
1.1492 |
|
|
| 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 |
1.1535 |
0.0146 |
1.3% |
0.0033 |
0.3% |
0% |
False |
True |
68 |
| 10 |
1.1680 |
1.1493 |
0.0187 |
1.6% |
0.0027 |
0.2% |
22% |
False |
False |
35 |
| 20 |
1.1680 |
1.1493 |
0.0187 |
1.6% |
0.0022 |
0.2% |
22% |
False |
False |
18 |
| 40 |
1.1959 |
1.1493 |
0.0466 |
4.0% |
0.0026 |
0.2% |
9% |
False |
False |
9 |
| 60 |
1.2267 |
1.1493 |
0.0774 |
6.7% |
0.0031 |
0.3% |
5% |
False |
False |
7 |
| 80 |
1.2267 |
1.1493 |
0.0774 |
6.7% |
0.0030 |
0.3% |
5% |
False |
False |
5 |
| 100 |
1.2267 |
1.1380 |
0.0888 |
7.7% |
0.0028 |
0.2% |
17% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1936 |
|
2.618 |
1.1811 |
|
1.618 |
1.1735 |
|
1.000 |
1.1688 |
|
0.618 |
1.1658 |
|
HIGH |
1.1611 |
|
0.618 |
1.1582 |
|
0.500 |
1.1573 |
|
0.382 |
1.1564 |
|
LOW |
1.1535 |
|
0.618 |
1.1487 |
|
1.000 |
1.1458 |
|
1.618 |
1.1411 |
|
2.618 |
1.1334 |
|
4.250 |
1.1209 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1573 |
1.1577 |
| PP |
1.1560 |
1.1563 |
| S1 |
1.1547 |
1.1549 |
|