CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1430 |
1.1330 |
-0.0100 |
-0.9% |
1.1520 |
| High |
1.1430 |
1.1370 |
-0.0061 |
-0.5% |
1.1520 |
| Low |
1.1340 |
1.1305 |
-0.0035 |
-0.3% |
1.1305 |
| Close |
1.1355 |
1.1344 |
-0.0011 |
-0.1% |
1.1344 |
| Range |
0.0090 |
0.0065 |
-0.0026 |
-28.3% |
0.0215 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.2% |
0.0000 |
| Volume |
28 |
4 |
-24 |
-85.7% |
53 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1533 |
1.1503 |
1.1379 |
|
| R3 |
1.1469 |
1.1439 |
1.1362 |
|
| R2 |
1.1404 |
1.1404 |
1.1356 |
|
| R1 |
1.1374 |
1.1374 |
1.1350 |
1.1389 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1347 |
| S1 |
1.1310 |
1.1310 |
1.1338 |
1.1325 |
| S2 |
1.1275 |
1.1275 |
1.1332 |
|
| S3 |
1.1211 |
1.1245 |
1.1326 |
|
| S4 |
1.1146 |
1.1181 |
1.1309 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2035 |
1.1904 |
1.1462 |
|
| R3 |
1.1820 |
1.1689 |
1.1403 |
|
| R2 |
1.1605 |
1.1605 |
1.1383 |
|
| R1 |
1.1474 |
1.1474 |
1.1364 |
1.1432 |
| PP |
1.1390 |
1.1390 |
1.1390 |
1.1369 |
| S1 |
1.1259 |
1.1259 |
1.1324 |
1.1217 |
| S2 |
1.1175 |
1.1175 |
1.1305 |
|
| S3 |
1.0960 |
1.1044 |
1.1285 |
|
| S4 |
1.0745 |
1.0829 |
1.1226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1520 |
1.1305 |
0.0215 |
1.9% |
0.0057 |
0.5% |
18% |
False |
True |
10 |
| 10 |
1.1656 |
1.1305 |
0.0351 |
3.1% |
0.0043 |
0.4% |
11% |
False |
True |
38 |
| 20 |
1.1680 |
1.1305 |
0.0375 |
3.3% |
0.0030 |
0.3% |
10% |
False |
True |
20 |
| 40 |
1.1959 |
1.1305 |
0.0654 |
5.8% |
0.0033 |
0.3% |
6% |
False |
True |
11 |
| 60 |
1.2267 |
1.1305 |
0.0962 |
8.5% |
0.0034 |
0.3% |
4% |
False |
True |
7 |
| 80 |
1.2267 |
1.1305 |
0.0962 |
8.5% |
0.0033 |
0.3% |
4% |
False |
True |
5 |
| 100 |
1.2267 |
1.1305 |
0.0962 |
8.5% |
0.0029 |
0.3% |
4% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1644 |
|
2.618 |
1.1538 |
|
1.618 |
1.1474 |
|
1.000 |
1.1434 |
|
0.618 |
1.1409 |
|
HIGH |
1.1370 |
|
0.618 |
1.1345 |
|
0.500 |
1.1337 |
|
0.382 |
1.1330 |
|
LOW |
1.1305 |
|
0.618 |
1.1265 |
|
1.000 |
1.1241 |
|
1.618 |
1.1201 |
|
2.618 |
1.1136 |
|
4.250 |
1.1031 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1342 |
1.1403 |
| PP |
1.1340 |
1.1383 |
| S1 |
1.1337 |
1.1364 |
|