CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1335 |
1.1350 |
0.0015 |
0.1% |
1.1377 |
| High |
1.1372 |
1.1410 |
0.0038 |
0.3% |
1.1409 |
| Low |
1.1306 |
1.1344 |
0.0038 |
0.3% |
1.1262 |
| Close |
1.1349 |
1.1409 |
0.0061 |
0.5% |
1.1340 |
| Range |
0.0066 |
0.0067 |
0.0001 |
0.8% |
0.0147 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
21,381 |
27,267 |
5,886 |
27.5% |
129,854 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1587 |
1.1565 |
1.1446 |
|
| R3 |
1.1521 |
1.1498 |
1.1427 |
|
| R2 |
1.1454 |
1.1454 |
1.1421 |
|
| R1 |
1.1432 |
1.1432 |
1.1415 |
1.1443 |
| PP |
1.1388 |
1.1388 |
1.1388 |
1.1393 |
| S1 |
1.1365 |
1.1365 |
1.1403 |
1.1376 |
| S2 |
1.1321 |
1.1321 |
1.1397 |
|
| S3 |
1.1255 |
1.1299 |
1.1391 |
|
| S4 |
1.1188 |
1.1232 |
1.1372 |
|
|
| 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 |
1.1410 |
1.1262 |
0.0148 |
1.3% |
0.0068 |
0.6% |
99% |
True |
False |
26,323 |
| 10 |
1.1414 |
1.1262 |
0.0152 |
1.3% |
0.0060 |
0.5% |
97% |
False |
False |
24,400 |
| 20 |
1.1507 |
1.1262 |
0.0245 |
2.1% |
0.0066 |
0.6% |
60% |
False |
False |
24,536 |
| 40 |
1.1867 |
1.1262 |
0.0605 |
5.3% |
0.0078 |
0.7% |
24% |
False |
False |
23,495 |
| 60 |
1.2097 |
1.1262 |
0.0835 |
7.3% |
0.0087 |
0.8% |
18% |
False |
False |
23,739 |
| 80 |
1.2097 |
1.1205 |
0.0893 |
7.8% |
0.0082 |
0.7% |
23% |
False |
False |
17,921 |
| 100 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0074 |
0.6% |
27% |
False |
False |
14,340 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0069 |
0.6% |
36% |
False |
False |
11,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1693 |
|
2.618 |
1.1584 |
|
1.618 |
1.1518 |
|
1.000 |
1.1477 |
|
0.618 |
1.1451 |
|
HIGH |
1.1410 |
|
0.618 |
1.1385 |
|
0.500 |
1.1377 |
|
0.382 |
1.1369 |
|
LOW |
1.1344 |
|
0.618 |
1.1302 |
|
1.000 |
1.1277 |
|
1.618 |
1.1236 |
|
2.618 |
1.1169 |
|
4.250 |
1.1061 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1398 |
1.1390 |
| PP |
1.1388 |
1.1371 |
| S1 |
1.1377 |
1.1352 |
|