CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1270 |
1.1298 |
0.0028 |
0.2% |
1.1352 |
| High |
1.1270 |
1.1317 |
0.0047 |
0.4% |
1.1352 |
| Low |
1.1235 |
1.1241 |
0.0006 |
0.0% |
1.1235 |
| Close |
1.1251 |
1.1295 |
0.0044 |
0.4% |
1.1295 |
| Range |
0.0035 |
0.0077 |
0.0042 |
118.6% |
0.0117 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
4.1% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
17 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1514 |
1.1481 |
1.1337 |
|
| R3 |
1.1437 |
1.1404 |
1.1316 |
|
| R2 |
1.1361 |
1.1361 |
1.1309 |
|
| R1 |
1.1328 |
1.1328 |
1.1302 |
1.1306 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1273 |
| S1 |
1.1251 |
1.1251 |
1.1288 |
1.1230 |
| S2 |
1.1208 |
1.1208 |
1.1281 |
|
| S3 |
1.1131 |
1.1175 |
1.1274 |
|
| S4 |
1.1055 |
1.1098 |
1.1253 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1645 |
1.1587 |
1.1359 |
|
| R3 |
1.1528 |
1.1470 |
1.1327 |
|
| R2 |
1.1411 |
1.1411 |
1.1316 |
|
| R1 |
1.1353 |
1.1353 |
1.1306 |
1.1324 |
| PP |
1.1294 |
1.1294 |
1.1294 |
1.1279 |
| S1 |
1.1236 |
1.1236 |
1.1284 |
1.1207 |
| S2 |
1.1177 |
1.1177 |
1.1274 |
|
| S3 |
1.1060 |
1.1119 |
1.1263 |
|
| S4 |
1.0943 |
1.1002 |
1.1231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1370 |
1.1235 |
0.0135 |
1.2% |
0.0042 |
0.4% |
45% |
False |
False |
4 |
| 10 |
1.1559 |
1.1235 |
0.0324 |
2.9% |
0.0046 |
0.4% |
19% |
False |
False |
7 |
| 20 |
1.1680 |
1.1235 |
0.0445 |
3.9% |
0.0037 |
0.3% |
13% |
False |
False |
21 |
| 40 |
1.1959 |
1.1235 |
0.0724 |
6.4% |
0.0035 |
0.3% |
8% |
False |
False |
11 |
| 60 |
1.2124 |
1.1235 |
0.0889 |
7.9% |
0.0032 |
0.3% |
7% |
False |
False |
8 |
| 80 |
1.2267 |
1.1235 |
0.1032 |
9.1% |
0.0033 |
0.3% |
6% |
False |
False |
6 |
| 100 |
1.2267 |
1.1235 |
0.1032 |
9.1% |
0.0030 |
0.3% |
6% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1642 |
|
2.618 |
1.1517 |
|
1.618 |
1.1441 |
|
1.000 |
1.1394 |
|
0.618 |
1.1364 |
|
HIGH |
1.1317 |
|
0.618 |
1.1288 |
|
0.500 |
1.1279 |
|
0.382 |
1.1270 |
|
LOW |
1.1241 |
|
0.618 |
1.1193 |
|
1.000 |
1.1164 |
|
1.618 |
1.1117 |
|
2.618 |
1.1040 |
|
4.250 |
1.0915 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1290 |
1.1289 |
| PP |
1.1284 |
1.1282 |
| S1 |
1.1279 |
1.1276 |
|