CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1322 |
1.1340 |
0.0018 |
0.2% |
1.1377 |
| High |
1.1344 |
1.1373 |
0.0029 |
0.3% |
1.1409 |
| Low |
1.1262 |
1.1298 |
0.0036 |
0.3% |
1.1262 |
| Close |
1.1340 |
1.1316 |
-0.0024 |
-0.2% |
1.1340 |
| Range |
0.0082 |
0.0075 |
-0.0007 |
-8.5% |
0.0147 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.1% |
0.0000 |
| Volume |
34,979 |
27,686 |
-7,293 |
-20.8% |
129,854 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1554 |
1.1510 |
1.1357 |
|
| R3 |
1.1479 |
1.1435 |
1.1337 |
|
| R2 |
1.1404 |
1.1404 |
1.1330 |
|
| R1 |
1.1360 |
1.1360 |
1.1323 |
1.1344 |
| PP |
1.1329 |
1.1329 |
1.1329 |
1.1321 |
| S1 |
1.1285 |
1.1285 |
1.1309 |
1.1269 |
| S2 |
1.1254 |
1.1254 |
1.1302 |
|
| S3 |
1.1179 |
1.1210 |
1.1295 |
|
| S4 |
1.1104 |
1.1135 |
1.1275 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1778 |
1.1706 |
1.1421 |
|
| R3 |
1.1631 |
1.1559 |
1.1380 |
|
| R2 |
1.1484 |
1.1484 |
1.1367 |
|
| R1 |
1.1412 |
1.1412 |
1.1353 |
1.1375 |
| PP |
1.1337 |
1.1337 |
1.1337 |
1.1318 |
| S1 |
1.1265 |
1.1265 |
1.1327 |
1.1228 |
| S2 |
1.1190 |
1.1190 |
1.1313 |
|
| S3 |
1.1043 |
1.1118 |
1.1300 |
|
| S4 |
1.0896 |
1.0971 |
1.1259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1409 |
1.1262 |
0.0147 |
1.3% |
0.0064 |
0.6% |
37% |
False |
False |
28,487 |
| 10 |
1.1469 |
1.1262 |
0.0207 |
1.8% |
0.0063 |
0.6% |
26% |
False |
False |
24,458 |
| 20 |
1.1588 |
1.1262 |
0.0326 |
2.9% |
0.0068 |
0.6% |
17% |
False |
False |
24,312 |
| 40 |
1.1916 |
1.1262 |
0.0654 |
5.8% |
0.0082 |
0.7% |
8% |
False |
False |
23,091 |
| 60 |
1.2097 |
1.1262 |
0.0835 |
7.4% |
0.0087 |
0.8% |
6% |
False |
False |
22,661 |
| 80 |
1.2097 |
1.1205 |
0.0893 |
7.9% |
0.0081 |
0.7% |
12% |
False |
False |
17,059 |
| 100 |
1.2097 |
1.1150 |
0.0947 |
8.4% |
0.0073 |
0.6% |
18% |
False |
False |
13,651 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0068 |
0.6% |
27% |
False |
False |
11,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1691 |
|
2.618 |
1.1569 |
|
1.618 |
1.1494 |
|
1.000 |
1.1448 |
|
0.618 |
1.1419 |
|
HIGH |
1.1373 |
|
0.618 |
1.1344 |
|
0.500 |
1.1335 |
|
0.382 |
1.1326 |
|
LOW |
1.1298 |
|
0.618 |
1.1251 |
|
1.000 |
1.1223 |
|
1.618 |
1.1176 |
|
2.618 |
1.1101 |
|
4.250 |
1.0979 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1335 |
1.1336 |
| PP |
1.1329 |
1.1329 |
| S1 |
1.1322 |
1.1323 |
|