CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1450 |
1.1430 |
-0.0020 |
-0.2% |
1.1656 |
| High |
1.1500 |
1.1430 |
-0.0070 |
-0.6% |
1.1656 |
| Low |
1.1440 |
1.1340 |
-0.0100 |
-0.9% |
1.1525 |
| Close |
1.1500 |
1.1355 |
-0.0146 |
-1.3% |
1.1536 |
| Range |
0.0060 |
0.0090 |
0.0030 |
50.0% |
0.0132 |
| ATR |
0.0041 |
0.0049 |
0.0009 |
20.9% |
0.0000 |
| Volume |
8 |
28 |
20 |
250.0% |
334 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1645 |
1.1590 |
1.1404 |
|
| R3 |
1.1555 |
1.1500 |
1.1379 |
|
| R2 |
1.1465 |
1.1465 |
1.1371 |
|
| R1 |
1.1410 |
1.1410 |
1.1363 |
1.1392 |
| PP |
1.1375 |
1.1375 |
1.1375 |
1.1366 |
| S1 |
1.1320 |
1.1320 |
1.1346 |
1.1302 |
| S2 |
1.1285 |
1.1285 |
1.1338 |
|
| S3 |
1.1195 |
1.1230 |
1.1330 |
|
| S4 |
1.1105 |
1.1140 |
1.1305 |
|
|
| 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 |
1.1559 |
1.1340 |
0.0219 |
1.9% |
0.0050 |
0.4% |
7% |
False |
True |
9 |
| 10 |
1.1680 |
1.1340 |
0.0340 |
3.0% |
0.0042 |
0.4% |
4% |
False |
True |
39 |
| 20 |
1.1680 |
1.1340 |
0.0340 |
3.0% |
0.0027 |
0.2% |
4% |
False |
True |
20 |
| 40 |
1.1959 |
1.1340 |
0.0619 |
5.5% |
0.0031 |
0.3% |
2% |
False |
True |
11 |
| 60 |
1.2267 |
1.1340 |
0.0927 |
8.2% |
0.0034 |
0.3% |
2% |
False |
True |
7 |
| 80 |
1.2267 |
1.1340 |
0.0927 |
8.2% |
0.0032 |
0.3% |
2% |
False |
True |
5 |
| 100 |
1.2267 |
1.1340 |
0.0927 |
8.2% |
0.0029 |
0.3% |
2% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1813 |
|
2.618 |
1.1666 |
|
1.618 |
1.1576 |
|
1.000 |
1.1520 |
|
0.618 |
1.1486 |
|
HIGH |
1.1430 |
|
0.618 |
1.1396 |
|
0.500 |
1.1385 |
|
0.382 |
1.1374 |
|
LOW |
1.1340 |
|
0.618 |
1.1284 |
|
1.000 |
1.1250 |
|
1.618 |
1.1194 |
|
2.618 |
1.1104 |
|
4.250 |
1.0958 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1385 |
1.1420 |
| PP |
1.1375 |
1.1398 |
| S1 |
1.1365 |
1.1376 |
|