CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1350 |
1.1404 |
0.0054 |
0.5% |
1.1340 |
| High |
1.1410 |
1.1465 |
0.0055 |
0.5% |
1.1465 |
| Low |
1.1344 |
1.1395 |
0.0051 |
0.4% |
1.1294 |
| Close |
1.1409 |
1.1408 |
-0.0002 |
0.0% |
1.1408 |
| Range |
0.0067 |
0.0071 |
0.0004 |
6.0% |
0.0172 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
27,267 |
29,426 |
2,159 |
7.9% |
126,065 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1591 |
1.1446 |
|
| R3 |
1.1563 |
1.1521 |
1.1427 |
|
| R2 |
1.1493 |
1.1493 |
1.1420 |
|
| R1 |
1.1450 |
1.1450 |
1.1414 |
1.1472 |
| PP |
1.1422 |
1.1422 |
1.1422 |
1.1433 |
| S1 |
1.1380 |
1.1380 |
1.1401 |
1.1401 |
| S2 |
1.1352 |
1.1352 |
1.1395 |
|
| S3 |
1.1281 |
1.1309 |
1.1388 |
|
| S4 |
1.1211 |
1.1239 |
1.1369 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1903 |
1.1827 |
1.1502 |
|
| R3 |
1.1732 |
1.1655 |
1.1455 |
|
| R2 |
1.1560 |
1.1560 |
1.1439 |
|
| R1 |
1.1484 |
1.1484 |
1.1423 |
1.1522 |
| PP |
1.1389 |
1.1389 |
1.1389 |
1.1408 |
| S1 |
1.1312 |
1.1312 |
1.1392 |
1.1351 |
| S2 |
1.1217 |
1.1217 |
1.1376 |
|
| S3 |
1.1046 |
1.1141 |
1.1360 |
|
| S4 |
1.0874 |
1.0969 |
1.1313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1465 |
1.1294 |
0.0172 |
1.5% |
0.0066 |
0.6% |
66% |
True |
False |
25,213 |
| 10 |
1.1465 |
1.1262 |
0.0203 |
1.8% |
0.0062 |
0.5% |
72% |
True |
False |
25,591 |
| 20 |
1.1501 |
1.1262 |
0.0239 |
2.1% |
0.0068 |
0.6% |
61% |
False |
False |
24,816 |
| 40 |
1.1867 |
1.1262 |
0.0605 |
5.3% |
0.0079 |
0.7% |
24% |
False |
False |
23,884 |
| 60 |
1.2097 |
1.1262 |
0.0835 |
7.3% |
0.0087 |
0.8% |
17% |
False |
False |
24,079 |
| 80 |
1.2097 |
1.1205 |
0.0893 |
7.8% |
0.0082 |
0.7% |
23% |
False |
False |
18,288 |
| 100 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0073 |
0.6% |
27% |
False |
False |
14,634 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0069 |
0.6% |
35% |
False |
False |
12,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1765 |
|
2.618 |
1.1650 |
|
1.618 |
1.1579 |
|
1.000 |
1.1536 |
|
0.618 |
1.1509 |
|
HIGH |
1.1465 |
|
0.618 |
1.1438 |
|
0.500 |
1.1430 |
|
0.382 |
1.1421 |
|
LOW |
1.1395 |
|
0.618 |
1.1351 |
|
1.000 |
1.1324 |
|
1.618 |
1.1280 |
|
2.618 |
1.1210 |
|
4.250 |
1.1095 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1430 |
1.1400 |
| PP |
1.1422 |
1.1393 |
| S1 |
1.1415 |
1.1386 |
|