CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 25-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
1.1330 |
1.1352 |
0.0022 |
0.2% |
1.1520 |
High |
1.1370 |
1.1352 |
-0.0018 |
-0.2% |
1.1520 |
Low |
1.1305 |
1.1342 |
0.0037 |
0.3% |
1.1305 |
Close |
1.1344 |
1.1342 |
-0.0002 |
0.0% |
1.1344 |
Range |
0.0065 |
0.0010 |
-0.0055 |
-84.5% |
0.0215 |
ATR |
0.0050 |
0.0047 |
-0.0003 |
-5.7% |
0.0000 |
Volume |
4 |
1 |
-3 |
-75.0% |
53 |
|
Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1375 |
1.1369 |
1.1348 |
|
R3 |
1.1365 |
1.1359 |
1.1345 |
|
R2 |
1.1355 |
1.1355 |
1.1344 |
|
R1 |
1.1349 |
1.1349 |
1.1343 |
1.1347 |
PP |
1.1345 |
1.1345 |
1.1345 |
1.1345 |
S1 |
1.1339 |
1.1339 |
1.1341 |
1.1337 |
S2 |
1.1335 |
1.1335 |
1.1340 |
|
S3 |
1.1325 |
1.1329 |
1.1339 |
|
S4 |
1.1315 |
1.1319 |
1.1337 |
|
|
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 |
1.1500 |
1.1305 |
0.0195 |
1.7% |
0.0051 |
0.4% |
19% |
False |
False |
9 |
10 |
1.1619 |
1.1305 |
0.0314 |
2.8% |
0.0040 |
0.4% |
12% |
False |
False |
38 |
20 |
1.1680 |
1.1305 |
0.0375 |
3.3% |
0.0030 |
0.3% |
10% |
False |
False |
20 |
40 |
1.1959 |
1.1305 |
0.0654 |
5.8% |
0.0031 |
0.3% |
6% |
False |
False |
11 |
60 |
1.2267 |
1.1305 |
0.0962 |
8.5% |
0.0032 |
0.3% |
4% |
False |
False |
7 |
80 |
1.2267 |
1.1305 |
0.0962 |
8.5% |
0.0033 |
0.3% |
4% |
False |
False |
5 |
100 |
1.2267 |
1.1305 |
0.0962 |
8.5% |
0.0029 |
0.3% |
4% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1395 |
2.618 |
1.1378 |
1.618 |
1.1368 |
1.000 |
1.1362 |
0.618 |
1.1358 |
HIGH |
1.1352 |
0.618 |
1.1348 |
0.500 |
1.1347 |
0.382 |
1.1346 |
LOW |
1.1342 |
0.618 |
1.1336 |
1.000 |
1.1332 |
1.618 |
1.1326 |
2.618 |
1.1316 |
4.250 |
1.1300 |
|
|
Fisher Pivots for day following 25-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1347 |
1.1368 |
PP |
1.1345 |
1.1359 |
S1 |
1.1344 |
1.1351 |
|