CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1520 |
1.1470 |
-0.0050 |
-0.4% |
1.1656 |
| High |
1.1520 |
1.1488 |
-0.0032 |
-0.3% |
1.1656 |
| Low |
1.1480 |
1.1460 |
-0.0020 |
-0.2% |
1.1525 |
| Close |
1.1481 |
1.1479 |
-0.0002 |
0.0% |
1.1536 |
| Range |
0.0040 |
0.0028 |
-0.0012 |
-30.0% |
0.0132 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
8 |
5 |
-3 |
-37.5% |
334 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1560 |
1.1547 |
1.1494 |
|
| R3 |
1.1532 |
1.1519 |
1.1487 |
|
| R2 |
1.1504 |
1.1504 |
1.1484 |
|
| R1 |
1.1491 |
1.1491 |
1.1482 |
1.1498 |
| PP |
1.1476 |
1.1476 |
1.1476 |
1.1479 |
| S1 |
1.1463 |
1.1463 |
1.1476 |
1.1470 |
| S2 |
1.1448 |
1.1448 |
1.1474 |
|
| S3 |
1.1420 |
1.1435 |
1.1471 |
|
| S4 |
1.1392 |
1.1407 |
1.1464 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1967 |
1.1883 |
1.1608 |
|
| R3 |
1.1835 |
1.1751 |
1.1572 |
|
| R2 |
1.1704 |
1.1704 |
1.1560 |
|
| R1 |
1.1620 |
1.1620 |
1.1548 |
1.1596 |
| PP |
1.1572 |
1.1572 |
1.1572 |
1.1560 |
| S1 |
1.1488 |
1.1488 |
1.1523 |
1.1464 |
| S2 |
1.1441 |
1.1441 |
1.1511 |
|
| S3 |
1.1309 |
1.1357 |
1.1499 |
|
| S4 |
1.1178 |
1.1225 |
1.1463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1614 |
1.1460 |
0.0154 |
1.3% |
0.0036 |
0.3% |
12% |
False |
True |
3 |
| 10 |
1.1680 |
1.1460 |
0.0220 |
1.9% |
0.0030 |
0.3% |
9% |
False |
True |
36 |
| 20 |
1.1680 |
1.1460 |
0.0220 |
1.9% |
0.0021 |
0.2% |
9% |
False |
True |
18 |
| 40 |
1.1959 |
1.1460 |
0.0499 |
4.3% |
0.0028 |
0.2% |
4% |
False |
True |
10 |
| 60 |
1.2267 |
1.1460 |
0.0807 |
7.0% |
0.0033 |
0.3% |
2% |
False |
True |
7 |
| 80 |
1.2267 |
1.1460 |
0.0807 |
7.0% |
0.0031 |
0.3% |
2% |
False |
True |
5 |
| 100 |
1.2267 |
1.1380 |
0.0888 |
7.7% |
0.0028 |
0.2% |
11% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1607 |
|
2.618 |
1.1561 |
|
1.618 |
1.1533 |
|
1.000 |
1.1516 |
|
0.618 |
1.1505 |
|
HIGH |
1.1488 |
|
0.618 |
1.1477 |
|
0.500 |
1.1474 |
|
0.382 |
1.1471 |
|
LOW |
1.1460 |
|
0.618 |
1.1443 |
|
1.000 |
1.1432 |
|
1.618 |
1.1415 |
|
2.618 |
1.1387 |
|
4.250 |
1.1341 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1477 |
1.1509 |
| PP |
1.1476 |
1.1499 |
| S1 |
1.1474 |
1.1489 |
|