CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1300 |
1.1270 |
-0.0030 |
-0.3% |
1.1520 |
| High |
1.1300 |
1.1270 |
-0.0030 |
-0.3% |
1.1520 |
| Low |
1.1277 |
1.1235 |
-0.0042 |
-0.4% |
1.1305 |
| Close |
1.1282 |
1.1251 |
-0.0031 |
-0.3% |
1.1344 |
| Range |
0.0023 |
0.0035 |
0.0012 |
52.2% |
0.0215 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
6 |
5 |
-1 |
-16.7% |
53 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1357 |
1.1339 |
1.1270 |
|
| R3 |
1.1322 |
1.1304 |
1.1261 |
|
| R2 |
1.1287 |
1.1287 |
1.1257 |
|
| R1 |
1.1269 |
1.1269 |
1.1254 |
1.1261 |
| PP |
1.1252 |
1.1252 |
1.1252 |
1.1248 |
| S1 |
1.1234 |
1.1234 |
1.1248 |
1.1226 |
| S2 |
1.1217 |
1.1217 |
1.1245 |
|
| S3 |
1.1182 |
1.1199 |
1.1241 |
|
| S4 |
1.1147 |
1.1164 |
1.1232 |
|
|
| 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 |
1.1430 |
1.1235 |
0.0195 |
1.7% |
0.0045 |
0.4% |
8% |
False |
True |
8 |
| 10 |
1.1611 |
1.1235 |
0.0376 |
3.3% |
0.0046 |
0.4% |
4% |
False |
True |
6 |
| 20 |
1.1680 |
1.1235 |
0.0445 |
4.0% |
0.0033 |
0.3% |
4% |
False |
True |
20 |
| 40 |
1.1959 |
1.1235 |
0.0724 |
6.4% |
0.0033 |
0.3% |
2% |
False |
True |
11 |
| 60 |
1.2124 |
1.1235 |
0.0889 |
7.9% |
0.0031 |
0.3% |
2% |
False |
True |
8 |
| 80 |
1.2267 |
1.1235 |
0.1032 |
9.2% |
0.0034 |
0.3% |
2% |
False |
True |
6 |
| 100 |
1.2267 |
1.1235 |
0.1032 |
9.2% |
0.0030 |
0.3% |
2% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1419 |
|
2.618 |
1.1362 |
|
1.618 |
1.1327 |
|
1.000 |
1.1305 |
|
0.618 |
1.1292 |
|
HIGH |
1.1270 |
|
0.618 |
1.1257 |
|
0.500 |
1.1253 |
|
0.382 |
1.1248 |
|
LOW |
1.1235 |
|
0.618 |
1.1213 |
|
1.000 |
1.1200 |
|
1.618 |
1.1178 |
|
2.618 |
1.1143 |
|
4.250 |
1.1086 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1253 |
1.1294 |
| PP |
1.1252 |
1.1279 |
| S1 |
1.1252 |
1.1265 |
|