CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1323 |
1.1322 |
-0.0001 |
0.0% |
1.1408 |
| High |
1.1340 |
1.1335 |
-0.0005 |
0.0% |
1.1439 |
| Low |
1.1297 |
1.1300 |
0.0003 |
0.0% |
1.1297 |
| Close |
1.1315 |
1.1305 |
-0.0010 |
-0.1% |
1.1315 |
| Range |
0.0043 |
0.0036 |
-0.0008 |
-17.4% |
0.0142 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
10,802 |
322 |
-10,480 |
-97.0% |
195,923 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1420 |
1.1398 |
1.1324 |
|
| R3 |
1.1384 |
1.1362 |
1.1314 |
|
| R2 |
1.1349 |
1.1349 |
1.1311 |
|
| R1 |
1.1327 |
1.1327 |
1.1308 |
1.1320 |
| PP |
1.1313 |
1.1313 |
1.1313 |
1.1310 |
| S1 |
1.1291 |
1.1291 |
1.1301 |
1.1284 |
| S2 |
1.1278 |
1.1278 |
1.1298 |
|
| S3 |
1.1242 |
1.1256 |
1.1295 |
|
| S4 |
1.1207 |
1.1220 |
1.1285 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1776 |
1.1687 |
1.1393 |
|
| R3 |
1.1634 |
1.1545 |
1.1354 |
|
| R2 |
1.1492 |
1.1492 |
1.1341 |
|
| R1 |
1.1403 |
1.1403 |
1.1328 |
1.1377 |
| PP |
1.1350 |
1.1350 |
1.1350 |
1.1337 |
| S1 |
1.1261 |
1.1261 |
1.1301 |
1.1235 |
| S2 |
1.1208 |
1.1208 |
1.1288 |
|
| S3 |
1.1066 |
1.1119 |
1.1275 |
|
| S4 |
1.0924 |
1.0977 |
1.1236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1439 |
1.1297 |
0.0142 |
1.3% |
0.0050 |
0.4% |
5% |
False |
False |
34,101 |
| 10 |
1.1465 |
1.1294 |
0.0172 |
1.5% |
0.0056 |
0.5% |
6% |
False |
False |
29,462 |
| 20 |
1.1469 |
1.1262 |
0.0207 |
1.8% |
0.0059 |
0.5% |
21% |
False |
False |
26,960 |
| 40 |
1.1753 |
1.1262 |
0.0491 |
4.3% |
0.0072 |
0.6% |
9% |
False |
False |
25,164 |
| 60 |
1.2097 |
1.1262 |
0.0835 |
7.4% |
0.0083 |
0.7% |
5% |
False |
False |
24,653 |
| 80 |
1.2097 |
1.1262 |
0.0835 |
7.4% |
0.0081 |
0.7% |
5% |
False |
False |
20,737 |
| 100 |
1.2097 |
1.1150 |
0.0947 |
8.4% |
0.0075 |
0.7% |
16% |
False |
False |
16,596 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0070 |
0.6% |
26% |
False |
False |
13,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1486 |
|
2.618 |
1.1428 |
|
1.618 |
1.1392 |
|
1.000 |
1.1371 |
|
0.618 |
1.1357 |
|
HIGH |
1.1335 |
|
0.618 |
1.1321 |
|
0.500 |
1.1317 |
|
0.382 |
1.1313 |
|
LOW |
1.1300 |
|
0.618 |
1.1278 |
|
1.000 |
1.1264 |
|
1.618 |
1.1242 |
|
2.618 |
1.1207 |
|
4.250 |
1.1149 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1317 |
1.1343 |
| PP |
1.1313 |
1.1330 |
| S1 |
1.1309 |
1.1317 |
|