CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1662 |
1.1674 |
0.0012 |
0.1% |
1.1717 |
| High |
1.1662 |
1.1672 |
0.0010 |
0.1% |
1.1746 |
| Low |
1.1662 |
1.1604 |
-0.0058 |
-0.5% |
1.1604 |
| Close |
1.1662 |
1.1674 |
0.0012 |
0.1% |
1.1674 |
| Range |
0.0000 |
0.0068 |
0.0068 |
|
0.0143 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
4.1% |
0.0000 |
| Volume |
6 |
21 |
15 |
250.0% |
29 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1854 |
1.1832 |
1.1711 |
|
| R3 |
1.1786 |
1.1764 |
1.1692 |
|
| R2 |
1.1718 |
1.1718 |
1.1686 |
|
| R1 |
1.1696 |
1.1696 |
1.1680 |
1.1708 |
| PP |
1.1650 |
1.1650 |
1.1650 |
1.1656 |
| S1 |
1.1628 |
1.1628 |
1.1667 |
1.1640 |
| S2 |
1.1582 |
1.1582 |
1.1661 |
|
| S3 |
1.1514 |
1.1560 |
1.1655 |
|
| S4 |
1.1446 |
1.1492 |
1.1636 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2102 |
1.2030 |
1.1752 |
|
| R3 |
1.1959 |
1.1888 |
1.1713 |
|
| R2 |
1.1817 |
1.1817 |
1.1700 |
|
| R1 |
1.1745 |
1.1745 |
1.1687 |
1.1710 |
| PP |
1.1674 |
1.1674 |
1.1674 |
1.1657 |
| S1 |
1.1603 |
1.1603 |
1.1660 |
1.1567 |
| S2 |
1.1532 |
1.1532 |
1.1647 |
|
| S3 |
1.1389 |
1.1460 |
1.1634 |
|
| S4 |
1.1247 |
1.1318 |
1.1595 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1961 |
|
2.618 |
1.1850 |
|
1.618 |
1.1782 |
|
1.000 |
1.1740 |
|
0.618 |
1.1714 |
|
HIGH |
1.1672 |
|
0.618 |
1.1646 |
|
0.500 |
1.1638 |
|
0.382 |
1.1629 |
|
LOW |
1.1604 |
|
0.618 |
1.1561 |
|
1.000 |
1.1536 |
|
1.618 |
1.1493 |
|
2.618 |
1.1425 |
|
4.250 |
1.1315 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1662 |
1.1675 |
| PP |
1.1650 |
1.1674 |
| S1 |
1.1638 |
1.1674 |
|