CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1352 |
1.1300 |
-0.0052 |
-0.5% |
1.1520 |
| High |
1.1352 |
1.1300 |
-0.0052 |
-0.5% |
1.1520 |
| Low |
1.1342 |
1.1277 |
-0.0065 |
-0.6% |
1.1305 |
| Close |
1.1342 |
1.1282 |
-0.0060 |
-0.5% |
1.1344 |
| Range |
0.0010 |
0.0023 |
0.0013 |
130.0% |
0.0215 |
| ATR |
0.0047 |
0.0049 |
0.0001 |
2.6% |
0.0000 |
| Volume |
1 |
6 |
5 |
500.0% |
53 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1342 |
1.1295 |
|
| R3 |
1.1332 |
1.1319 |
1.1288 |
|
| R2 |
1.1309 |
1.1309 |
1.1286 |
|
| R1 |
1.1296 |
1.1296 |
1.1284 |
1.1291 |
| PP |
1.1286 |
1.1286 |
1.1286 |
1.1284 |
| S1 |
1.1273 |
1.1273 |
1.1280 |
1.1268 |
| S2 |
1.1263 |
1.1263 |
1.1278 |
|
| S3 |
1.1240 |
1.1250 |
1.1276 |
|
| S4 |
1.1217 |
1.1227 |
1.1269 |
|
|
| 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 |
1.1277 |
0.0223 |
2.0% |
0.0050 |
0.4% |
2% |
False |
True |
9 |
| 10 |
1.1614 |
1.1277 |
0.0337 |
3.0% |
0.0043 |
0.4% |
1% |
False |
True |
6 |
| 20 |
1.1680 |
1.1277 |
0.0403 |
3.6% |
0.0031 |
0.3% |
1% |
False |
True |
20 |
| 40 |
1.1959 |
1.1277 |
0.0682 |
6.0% |
0.0032 |
0.3% |
1% |
False |
True |
11 |
| 60 |
1.2267 |
1.1277 |
0.0990 |
8.8% |
0.0032 |
0.3% |
1% |
False |
True |
8 |
| 80 |
1.2267 |
1.1277 |
0.0990 |
8.8% |
0.0033 |
0.3% |
1% |
False |
True |
6 |
| 100 |
1.2267 |
1.1277 |
0.0990 |
8.8% |
0.0030 |
0.3% |
1% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1398 |
|
2.618 |
1.1360 |
|
1.618 |
1.1337 |
|
1.000 |
1.1323 |
|
0.618 |
1.1314 |
|
HIGH |
1.1300 |
|
0.618 |
1.1291 |
|
0.500 |
1.1289 |
|
0.382 |
1.1286 |
|
LOW |
1.1277 |
|
0.618 |
1.1263 |
|
1.000 |
1.1254 |
|
1.618 |
1.1240 |
|
2.618 |
1.1217 |
|
4.250 |
1.1179 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1289 |
1.1323 |
| PP |
1.1286 |
1.1310 |
| S1 |
1.1284 |
1.1296 |
|