CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1470 |
1.1450 |
-0.0020 |
-0.2% |
1.1656 |
| High |
1.1488 |
1.1500 |
0.0012 |
0.1% |
1.1656 |
| Low |
1.1460 |
1.1440 |
-0.0020 |
-0.2% |
1.1525 |
| Close |
1.1479 |
1.1500 |
0.0021 |
0.2% |
1.1536 |
| Range |
0.0028 |
0.0060 |
0.0032 |
114.3% |
0.0132 |
| ATR |
0.0039 |
0.0041 |
0.0001 |
3.8% |
0.0000 |
| Volume |
5 |
8 |
3 |
60.0% |
334 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1660 |
1.1640 |
1.1533 |
|
| R3 |
1.1600 |
1.1580 |
1.1517 |
|
| R2 |
1.1540 |
1.1540 |
1.1511 |
|
| R1 |
1.1520 |
1.1520 |
1.1506 |
1.1530 |
| PP |
1.1480 |
1.1480 |
1.1480 |
1.1485 |
| S1 |
1.1460 |
1.1460 |
1.1495 |
1.1470 |
| S2 |
1.1420 |
1.1420 |
1.1489 |
|
| S3 |
1.1360 |
1.1400 |
1.1484 |
|
| S4 |
1.1300 |
1.1340 |
1.1467 |
|
|
| 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 |
1.1611 |
1.1440 |
0.0171 |
1.5% |
0.0048 |
0.4% |
35% |
False |
True |
4 |
| 10 |
1.1680 |
1.1440 |
0.0240 |
2.1% |
0.0036 |
0.3% |
25% |
False |
True |
37 |
| 20 |
1.1680 |
1.1440 |
0.0240 |
2.1% |
0.0024 |
0.2% |
25% |
False |
True |
18 |
| 40 |
1.1959 |
1.1440 |
0.0519 |
4.5% |
0.0029 |
0.3% |
12% |
False |
True |
10 |
| 60 |
1.2267 |
1.1440 |
0.0827 |
7.2% |
0.0034 |
0.3% |
7% |
False |
True |
7 |
| 80 |
1.2267 |
1.1440 |
0.0827 |
7.2% |
0.0031 |
0.3% |
7% |
False |
True |
5 |
| 100 |
1.2267 |
1.1380 |
0.0888 |
7.7% |
0.0028 |
0.2% |
14% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1755 |
|
2.618 |
1.1657 |
|
1.618 |
1.1597 |
|
1.000 |
1.1560 |
|
0.618 |
1.1537 |
|
HIGH |
1.1500 |
|
0.618 |
1.1477 |
|
0.500 |
1.1470 |
|
0.382 |
1.1463 |
|
LOW |
1.1440 |
|
0.618 |
1.1403 |
|
1.000 |
1.1380 |
|
1.618 |
1.1343 |
|
2.618 |
1.1283 |
|
4.250 |
1.1185 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1490 |
1.1493 |
| PP |
1.1480 |
1.1487 |
| S1 |
1.1470 |
1.1480 |
|