CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1620 |
1.1580 |
-0.0040 |
-0.3% |
1.1728 |
| High |
1.1620 |
1.1594 |
-0.0026 |
-0.2% |
1.1729 |
| Low |
1.1590 |
1.1570 |
-0.0020 |
-0.2% |
1.1630 |
| Close |
1.1591 |
1.1589 |
-0.0002 |
0.0% |
1.1646 |
| Range |
0.0030 |
0.0024 |
-0.0006 |
-20.0% |
0.0100 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
7 |
10 |
3 |
42.9% |
12 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1656 |
1.1647 |
1.1602 |
|
| R3 |
1.1632 |
1.1623 |
1.1596 |
|
| R2 |
1.1608 |
1.1608 |
1.1593 |
|
| R1 |
1.1599 |
1.1599 |
1.1591 |
1.1604 |
| PP |
1.1584 |
1.1584 |
1.1584 |
1.1587 |
| S1 |
1.1575 |
1.1575 |
1.1587 |
1.1580 |
| S2 |
1.1560 |
1.1560 |
1.1585 |
|
| S3 |
1.1536 |
1.1551 |
1.1582 |
|
| S4 |
1.1512 |
1.1527 |
1.1576 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1967 |
1.1906 |
1.1700 |
|
| R3 |
1.1867 |
1.1806 |
1.1673 |
|
| R2 |
1.1768 |
1.1768 |
1.1664 |
|
| R1 |
1.1707 |
1.1707 |
1.1655 |
1.1687 |
| PP |
1.1668 |
1.1668 |
1.1668 |
1.1658 |
| S1 |
1.1607 |
1.1607 |
1.1636 |
1.1588 |
| S2 |
1.1569 |
1.1569 |
1.1627 |
|
| S3 |
1.1469 |
1.1508 |
1.1618 |
|
| S4 |
1.1370 |
1.1408 |
1.1591 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1696 |
|
2.618 |
1.1657 |
|
1.618 |
1.1633 |
|
1.000 |
1.1618 |
|
0.618 |
1.1609 |
|
HIGH |
1.1594 |
|
0.618 |
1.1585 |
|
0.500 |
1.1582 |
|
0.382 |
1.1579 |
|
LOW |
1.1570 |
|
0.618 |
1.1555 |
|
1.000 |
1.1546 |
|
1.618 |
1.1531 |
|
2.618 |
1.1507 |
|
4.250 |
1.1468 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1587 |
1.1618 |
| PP |
1.1584 |
1.1609 |
| S1 |
1.1582 |
1.1599 |
|