CME Swiss Franc Future December 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 |
1.1380 |
1.1410 |
0.0030 |
0.3% |
1.1453 |
| High |
1.1380 |
1.1430 |
0.0050 |
0.4% |
1.1453 |
| Low |
1.1350 |
1.1355 |
0.0005 |
0.0% |
1.1350 |
| Close |
1.1364 |
1.1410 |
0.0046 |
0.4% |
1.1410 |
| Range |
0.0030 |
0.0075 |
0.0045 |
148.3% |
0.0103 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
4.6% |
0.0000 |
| Volume |
4 |
0 |
-4 |
-100.0% |
7 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1622 |
1.1590 |
1.1450 |
|
| R3 |
1.1547 |
1.1516 |
1.1430 |
|
| R2 |
1.1473 |
1.1473 |
1.1423 |
|
| R1 |
1.1441 |
1.1441 |
1.1416 |
1.1447 |
| PP |
1.1398 |
1.1398 |
1.1398 |
1.1401 |
| S1 |
1.1367 |
1.1367 |
1.1403 |
1.1372 |
| S2 |
1.1324 |
1.1324 |
1.1396 |
|
| S3 |
1.1249 |
1.1292 |
1.1389 |
|
| S4 |
1.1175 |
1.1218 |
1.1369 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1713 |
1.1664 |
1.1466 |
|
| R3 |
1.1610 |
1.1561 |
1.1438 |
|
| R2 |
1.1507 |
1.1507 |
1.1428 |
|
| R1 |
1.1458 |
1.1458 |
1.1419 |
1.1431 |
| PP |
1.1404 |
1.1404 |
1.1404 |
1.1391 |
| S1 |
1.1355 |
1.1355 |
1.1400 |
1.1328 |
| S2 |
1.1301 |
1.1301 |
1.1391 |
|
| S3 |
1.1198 |
1.1252 |
1.1381 |
|
| S4 |
1.1095 |
1.1149 |
1.1353 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1746 |
|
2.618 |
1.1625 |
|
1.618 |
1.1550 |
|
1.000 |
1.1504 |
|
0.618 |
1.1476 |
|
HIGH |
1.1430 |
|
0.618 |
1.1401 |
|
0.500 |
1.1392 |
|
0.382 |
1.1383 |
|
LOW |
1.1355 |
|
0.618 |
1.1309 |
|
1.000 |
1.1281 |
|
1.618 |
1.1234 |
|
2.618 |
1.1160 |
|
4.250 |
1.1038 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1404 |
1.1403 |
| PP |
1.1398 |
1.1396 |
| S1 |
1.1392 |
1.1390 |
|