CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1427 |
1.1374 |
-0.0053 |
-0.5% |
1.1520 |
| High |
1.1445 |
1.1387 |
-0.0059 |
-0.5% |
1.1551 |
| Low |
1.1365 |
1.1345 |
-0.0020 |
-0.2% |
1.1407 |
| Close |
1.1370 |
1.1369 |
-0.0001 |
0.0% |
1.1425 |
| Range |
0.0081 |
0.0042 |
-0.0039 |
-47.8% |
0.0144 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
22,545 |
25,417 |
2,872 |
12.7% |
160,456 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1493 |
1.1473 |
1.1392 |
|
| R3 |
1.1451 |
1.1431 |
1.1380 |
|
| R2 |
1.1409 |
1.1409 |
1.1376 |
|
| R1 |
1.1389 |
1.1389 |
1.1372 |
1.1378 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1361 |
| S1 |
1.1347 |
1.1347 |
1.1365 |
1.1336 |
| S2 |
1.1325 |
1.1325 |
1.1361 |
|
| S3 |
1.1283 |
1.1305 |
1.1357 |
|
| S4 |
1.1241 |
1.1263 |
1.1345 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1891 |
1.1801 |
1.1503 |
|
| R3 |
1.1748 |
1.1658 |
1.1464 |
|
| R2 |
1.1604 |
1.1604 |
1.1451 |
|
| R1 |
1.1514 |
1.1514 |
1.1438 |
1.1488 |
| PP |
1.1461 |
1.1461 |
1.1461 |
1.1447 |
| S1 |
1.1371 |
1.1371 |
1.1411 |
1.1344 |
| S2 |
1.1317 |
1.1317 |
1.1398 |
|
| S3 |
1.1174 |
1.1227 |
1.1385 |
|
| S4 |
1.1030 |
1.1084 |
1.1346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1525 |
1.1345 |
0.0180 |
1.6% |
0.0055 |
0.5% |
13% |
False |
True |
34,089 |
| 10 |
1.1577 |
1.1345 |
0.0233 |
2.0% |
0.0058 |
0.5% |
10% |
False |
True |
21,657 |
| 20 |
1.1577 |
1.1345 |
0.0233 |
2.0% |
0.0055 |
0.5% |
10% |
False |
True |
10,934 |
| 40 |
1.1860 |
1.1345 |
0.0516 |
4.5% |
0.0058 |
0.5% |
5% |
False |
True |
5,486 |
| 60 |
1.2197 |
1.1345 |
0.0852 |
7.5% |
0.0060 |
0.5% |
3% |
False |
True |
3,664 |
| 80 |
1.2197 |
1.1345 |
0.0852 |
7.5% |
0.0058 |
0.5% |
3% |
False |
True |
2,758 |
| 100 |
1.2197 |
1.1270 |
0.0927 |
8.2% |
0.0050 |
0.4% |
11% |
False |
False |
2,206 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.3% |
0.0048 |
0.4% |
21% |
False |
False |
1,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1565 |
|
2.618 |
1.1496 |
|
1.618 |
1.1454 |
|
1.000 |
1.1429 |
|
0.618 |
1.1412 |
|
HIGH |
1.1387 |
|
0.618 |
1.1370 |
|
0.500 |
1.1366 |
|
0.382 |
1.1361 |
|
LOW |
1.1345 |
|
0.618 |
1.1319 |
|
1.000 |
1.1303 |
|
1.618 |
1.1277 |
|
2.618 |
1.1235 |
|
4.250 |
1.1166 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1368 |
1.1398 |
| PP |
1.1367 |
1.1388 |
| S1 |
1.1366 |
1.1378 |
|