CME Swiss Franc Future June 2024
Trading Metrics calculated at close of trading on 05-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
1.1448 |
1.1427 |
-0.0021 |
-0.2% |
1.1482 |
High |
1.1477 |
1.1462 |
-0.0015 |
-0.1% |
1.1522 |
Low |
1.1410 |
1.1408 |
-0.0002 |
0.0% |
1.1376 |
Close |
1.1428 |
1.1446 |
0.0018 |
0.2% |
1.1453 |
Range |
0.0067 |
0.0054 |
-0.0013 |
-18.8% |
0.0146 |
ATR |
0.0062 |
0.0062 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
748 |
347 |
-401 |
-53.6% |
890 |
|
Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1601 |
1.1577 |
1.1475 |
|
R3 |
1.1547 |
1.1523 |
1.1460 |
|
R2 |
1.1493 |
1.1493 |
1.1455 |
|
R1 |
1.1469 |
1.1469 |
1.1450 |
1.1481 |
PP |
1.1439 |
1.1439 |
1.1439 |
1.1444 |
S1 |
1.1415 |
1.1415 |
1.1441 |
1.1427 |
S2 |
1.1385 |
1.1385 |
1.1436 |
|
S3 |
1.1331 |
1.1361 |
1.1431 |
|
S4 |
1.1277 |
1.1307 |
1.1416 |
|
|
Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1888 |
1.1817 |
1.1533 |
|
R3 |
1.1742 |
1.1671 |
1.1493 |
|
R2 |
1.1596 |
1.1596 |
1.1480 |
|
R1 |
1.1525 |
1.1525 |
1.1466 |
1.1488 |
PP |
1.1450 |
1.1450 |
1.1450 |
1.1432 |
S1 |
1.1379 |
1.1379 |
1.1440 |
1.1342 |
S2 |
1.1304 |
1.1304 |
1.1426 |
|
S3 |
1.1158 |
1.1233 |
1.1413 |
|
S4 |
1.1012 |
1.1087 |
1.1373 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1522 |
1.1376 |
0.0146 |
1.3% |
0.0065 |
0.6% |
48% |
False |
False |
380 |
10 |
1.1572 |
1.1376 |
0.0196 |
1.7% |
0.0052 |
0.5% |
35% |
False |
False |
210 |
20 |
1.1657 |
1.1376 |
0.0281 |
2.5% |
0.0053 |
0.5% |
25% |
False |
False |
129 |
40 |
1.2002 |
1.1376 |
0.0626 |
5.5% |
0.0058 |
0.5% |
11% |
False |
False |
79 |
60 |
1.2197 |
1.1376 |
0.0821 |
7.2% |
0.0061 |
0.5% |
8% |
False |
False |
67 |
80 |
1.2197 |
1.1326 |
0.0871 |
7.6% |
0.0052 |
0.5% |
14% |
False |
False |
51 |
100 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0048 |
0.4% |
19% |
False |
False |
41 |
120 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0044 |
0.4% |
29% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1692 |
2.618 |
1.1603 |
1.618 |
1.1549 |
1.000 |
1.1516 |
0.618 |
1.1495 |
HIGH |
1.1462 |
0.618 |
1.1441 |
0.500 |
1.1435 |
0.382 |
1.1429 |
LOW |
1.1408 |
0.618 |
1.1375 |
1.000 |
1.1354 |
1.618 |
1.1321 |
2.618 |
1.1267 |
4.250 |
1.1179 |
|
|
Fisher Pivots for day following 05-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1442 |
1.1439 |
PP |
1.1439 |
1.1433 |
S1 |
1.1435 |
1.1426 |
|