CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1408 |
1.1402 |
-0.0006 |
0.0% |
1.1340 |
| High |
1.1430 |
1.1439 |
0.0009 |
0.1% |
1.1465 |
| Low |
1.1378 |
1.1377 |
-0.0002 |
0.0% |
1.1294 |
| Close |
1.1396 |
1.1396 |
0.0000 |
0.0% |
1.1408 |
| Range |
0.0052 |
0.0063 |
0.0011 |
20.2% |
0.0172 |
| ATR |
0.0070 |
0.0070 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
25,739 |
44,778 |
19,039 |
74.0% |
126,065 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1591 |
1.1556 |
1.1430 |
|
| R3 |
1.1529 |
1.1494 |
1.1413 |
|
| R2 |
1.1466 |
1.1466 |
1.1407 |
|
| R1 |
1.1431 |
1.1431 |
1.1402 |
1.1418 |
| PP |
1.1404 |
1.1404 |
1.1404 |
1.1397 |
| S1 |
1.1369 |
1.1369 |
1.1390 |
1.1355 |
| S2 |
1.1341 |
1.1341 |
1.1385 |
|
| S3 |
1.1279 |
1.1306 |
1.1379 |
|
| S4 |
1.1216 |
1.1244 |
1.1362 |
|
|
| 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 |
1.1306 |
0.0159 |
1.4% |
0.0064 |
0.6% |
57% |
False |
False |
29,718 |
| 10 |
1.1465 |
1.1262 |
0.0203 |
1.8% |
0.0066 |
0.6% |
66% |
False |
False |
29,172 |
| 20 |
1.1469 |
1.1262 |
0.0207 |
1.8% |
0.0068 |
0.6% |
65% |
False |
False |
26,377 |
| 40 |
1.1812 |
1.1262 |
0.0550 |
4.8% |
0.0076 |
0.7% |
24% |
False |
False |
24,608 |
| 60 |
1.2097 |
1.1262 |
0.0835 |
7.3% |
0.0086 |
0.8% |
16% |
False |
False |
24,161 |
| 80 |
1.2097 |
1.1262 |
0.0835 |
7.3% |
0.0081 |
0.7% |
16% |
False |
False |
19,168 |
| 100 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0074 |
0.7% |
26% |
False |
False |
15,339 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0070 |
0.6% |
34% |
False |
False |
12,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1705 |
|
2.618 |
1.1603 |
|
1.618 |
1.1540 |
|
1.000 |
1.1502 |
|
0.618 |
1.1478 |
|
HIGH |
1.1439 |
|
0.618 |
1.1415 |
|
0.500 |
1.1408 |
|
0.382 |
1.1400 |
|
LOW |
1.1377 |
|
0.618 |
1.1338 |
|
1.000 |
1.1314 |
|
1.618 |
1.1275 |
|
2.618 |
1.1213 |
|
4.250 |
1.1111 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1408 |
1.1421 |
| PP |
1.1404 |
1.1413 |
| S1 |
1.1400 |
1.1404 |
|