CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1560 |
1.1540 |
-0.0020 |
-0.2% |
1.1728 |
| High |
1.1611 |
1.1540 |
-0.0071 |
-0.6% |
1.1729 |
| Low |
1.1550 |
1.1460 |
-0.0090 |
-0.8% |
1.1630 |
| Close |
1.1611 |
1.1466 |
-0.0146 |
-1.3% |
1.1646 |
| Range |
0.0061 |
0.0080 |
0.0019 |
31.1% |
0.0100 |
| ATR |
0.0039 |
0.0047 |
0.0008 |
20.9% |
0.0000 |
| Volume |
6 |
10 |
4 |
66.7% |
12 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1729 |
1.1677 |
1.1510 |
|
| R3 |
1.1649 |
1.1597 |
1.1488 |
|
| R2 |
1.1569 |
1.1569 |
1.1480 |
|
| R1 |
1.1517 |
1.1517 |
1.1473 |
1.1503 |
| PP |
1.1489 |
1.1489 |
1.1489 |
1.1481 |
| S1 |
1.1437 |
1.1437 |
1.1458 |
1.1423 |
| S2 |
1.1409 |
1.1409 |
1.1451 |
|
| S3 |
1.1329 |
1.1357 |
1.1444 |
|
| S4 |
1.1249 |
1.1277 |
1.1422 |
|
|
| 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 |
1.1880 |
|
2.618 |
1.1749 |
|
1.618 |
1.1669 |
|
1.000 |
1.1620 |
|
0.618 |
1.1589 |
|
HIGH |
1.1540 |
|
0.618 |
1.1509 |
|
0.500 |
1.1500 |
|
0.382 |
1.1491 |
|
LOW |
1.1460 |
|
0.618 |
1.1411 |
|
1.000 |
1.1380 |
|
1.618 |
1.1331 |
|
2.618 |
1.1251 |
|
4.250 |
1.1120 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1500 |
1.1536 |
| PP |
1.1489 |
1.1512 |
| S1 |
1.1477 |
1.1489 |
|