CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1316 |
1.1335 |
0.0020 |
0.2% |
1.1377 |
| High |
1.1346 |
1.1372 |
0.0027 |
0.2% |
1.1409 |
| Low |
1.1294 |
1.1306 |
0.0013 |
0.1% |
1.1262 |
| Close |
1.1333 |
1.1349 |
0.0016 |
0.1% |
1.1340 |
| Range |
0.0052 |
0.0066 |
0.0014 |
26.9% |
0.0147 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
20,305 |
21,381 |
1,076 |
5.3% |
129,854 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1540 |
1.1510 |
1.1385 |
|
| R3 |
1.1474 |
1.1444 |
1.1367 |
|
| R2 |
1.1408 |
1.1408 |
1.1361 |
|
| R1 |
1.1378 |
1.1378 |
1.1355 |
1.1393 |
| PP |
1.1342 |
1.1342 |
1.1342 |
1.1350 |
| S1 |
1.1312 |
1.1312 |
1.1342 |
1.1327 |
| S2 |
1.1276 |
1.1276 |
1.1336 |
|
| S3 |
1.1210 |
1.1246 |
1.1330 |
|
| S4 |
1.1144 |
1.1180 |
1.1312 |
|
|
| 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% |
0.0073 |
0.6% |
59% |
False |
False |
29,304 |
| 10 |
1.1469 |
1.1262 |
0.0207 |
1.8% |
0.0064 |
0.6% |
42% |
False |
False |
24,445 |
| 20 |
1.1558 |
1.1262 |
0.0296 |
2.6% |
0.0067 |
0.6% |
29% |
False |
False |
24,412 |
| 40 |
1.1899 |
1.1262 |
0.0637 |
5.6% |
0.0079 |
0.7% |
14% |
False |
False |
23,217 |
| 60 |
1.2097 |
1.1262 |
0.0835 |
7.4% |
0.0087 |
0.8% |
10% |
False |
False |
23,317 |
| 80 |
1.2097 |
1.1205 |
0.0893 |
7.9% |
0.0082 |
0.7% |
16% |
False |
False |
17,580 |
| 100 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0074 |
0.7% |
21% |
False |
False |
14,067 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0069 |
0.6% |
30% |
False |
False |
11,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1653 |
|
2.618 |
1.1545 |
|
1.618 |
1.1479 |
|
1.000 |
1.1438 |
|
0.618 |
1.1413 |
|
HIGH |
1.1372 |
|
0.618 |
1.1347 |
|
0.500 |
1.1339 |
|
0.382 |
1.1331 |
|
LOW |
1.1306 |
|
0.618 |
1.1265 |
|
1.000 |
1.1240 |
|
1.618 |
1.1199 |
|
2.618 |
1.1133 |
|
4.250 |
1.1026 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1345 |
1.1343 |
| PP |
1.1342 |
1.1338 |
| S1 |
1.1339 |
1.1333 |
|