CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1517 |
1.1495 |
-0.0023 |
-0.2% |
1.1448 |
| High |
1.1525 |
1.1499 |
-0.0026 |
-0.2% |
1.1577 |
| Low |
1.1494 |
1.1423 |
-0.0071 |
-0.6% |
1.1408 |
| Close |
1.1502 |
1.1427 |
-0.0075 |
-0.7% |
1.1520 |
| Range |
0.0031 |
0.0076 |
0.0046 |
149.2% |
0.0169 |
| ATR |
0.0059 |
0.0061 |
0.0001 |
2.4% |
0.0000 |
| Volume |
43,427 |
51,989 |
8,562 |
19.7% |
9,254 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1678 |
1.1628 |
1.1469 |
|
| R3 |
1.1602 |
1.1552 |
1.1448 |
|
| R2 |
1.1526 |
1.1526 |
1.1441 |
|
| R1 |
1.1476 |
1.1476 |
1.1434 |
1.1463 |
| PP |
1.1450 |
1.1450 |
1.1450 |
1.1443 |
| S1 |
1.1400 |
1.1400 |
1.1420 |
1.1387 |
| S2 |
1.1374 |
1.1374 |
1.1413 |
|
| S3 |
1.1298 |
1.1324 |
1.1406 |
|
| S4 |
1.1222 |
1.1248 |
1.1385 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2009 |
1.1933 |
1.1612 |
|
| R3 |
1.1840 |
1.1764 |
1.1566 |
|
| R2 |
1.1671 |
1.1671 |
1.1550 |
|
| R1 |
1.1595 |
1.1595 |
1.1535 |
1.1633 |
| PP |
1.1502 |
1.1502 |
1.1502 |
1.1520 |
| S1 |
1.1426 |
1.1426 |
1.1504 |
1.1464 |
| S2 |
1.1333 |
1.1333 |
1.1489 |
|
| S3 |
1.1164 |
1.1257 |
1.1473 |
|
| S4 |
1.0995 |
1.1088 |
1.1427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1577 |
1.1423 |
0.0154 |
1.3% |
0.0057 |
0.5% |
3% |
False |
True |
28,057 |
| 10 |
1.1577 |
1.1376 |
0.0201 |
1.8% |
0.0061 |
0.5% |
25% |
False |
False |
14,298 |
| 20 |
1.1577 |
1.1376 |
0.0201 |
1.8% |
0.0055 |
0.5% |
25% |
False |
False |
7,188 |
| 40 |
1.1860 |
1.1376 |
0.0484 |
4.2% |
0.0057 |
0.5% |
11% |
False |
False |
3,611 |
| 60 |
1.2197 |
1.1376 |
0.0821 |
7.2% |
0.0060 |
0.5% |
6% |
False |
False |
2,414 |
| 80 |
1.2197 |
1.1376 |
0.0821 |
7.2% |
0.0056 |
0.5% |
6% |
False |
False |
1,820 |
| 100 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0049 |
0.4% |
17% |
False |
False |
1,456 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0047 |
0.4% |
27% |
False |
False |
1,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1822 |
|
2.618 |
1.1698 |
|
1.618 |
1.1622 |
|
1.000 |
1.1575 |
|
0.618 |
1.1546 |
|
HIGH |
1.1499 |
|
0.618 |
1.1470 |
|
0.500 |
1.1461 |
|
0.382 |
1.1452 |
|
LOW |
1.1423 |
|
0.618 |
1.1376 |
|
1.000 |
1.1347 |
|
1.618 |
1.1300 |
|
2.618 |
1.1224 |
|
4.250 |
1.1100 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1461 |
1.1487 |
| PP |
1.1450 |
1.1467 |
| S1 |
1.1438 |
1.1447 |
|