CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1248 |
1.1224 |
-0.0024 |
-0.2% |
1.1427 |
| High |
1.1259 |
1.1227 |
-0.0032 |
-0.3% |
1.1445 |
| Low |
1.1222 |
1.1161 |
-0.0061 |
-0.5% |
1.1191 |
| Close |
1.1229 |
1.1170 |
-0.0059 |
-0.5% |
1.1232 |
| Range |
0.0037 |
0.0066 |
0.0029 |
78.4% |
0.0254 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.1% |
0.0000 |
| Volume |
18,430 |
25,168 |
6,738 |
36.6% |
165,584 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1384 |
1.1343 |
1.1206 |
|
| R3 |
1.1318 |
1.1277 |
1.1188 |
|
| R2 |
1.1252 |
1.1252 |
1.1182 |
|
| R1 |
1.1211 |
1.1211 |
1.1176 |
1.1198 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1179 |
| S1 |
1.1145 |
1.1145 |
1.1164 |
1.1132 |
| S2 |
1.1120 |
1.1120 |
1.1158 |
|
| S3 |
1.1054 |
1.1079 |
1.1152 |
|
| S4 |
1.0988 |
1.1013 |
1.1134 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2051 |
1.1896 |
1.1372 |
|
| R3 |
1.1797 |
1.1642 |
1.1302 |
|
| R2 |
1.1543 |
1.1543 |
1.1279 |
|
| R1 |
1.1388 |
1.1388 |
1.1255 |
1.1339 |
| PP |
1.1289 |
1.1289 |
1.1289 |
1.1265 |
| S1 |
1.1134 |
1.1134 |
1.1209 |
1.1085 |
| S2 |
1.1035 |
1.1035 |
1.1185 |
|
| S3 |
1.0781 |
1.0880 |
1.1162 |
|
| S4 |
1.0527 |
1.0626 |
1.1092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1419 |
1.1161 |
0.0258 |
2.3% |
0.0088 |
0.8% |
4% |
False |
True |
32,244 |
| 10 |
1.1525 |
1.1161 |
0.0364 |
3.3% |
0.0071 |
0.6% |
3% |
False |
True |
33,166 |
| 20 |
1.1577 |
1.1161 |
0.0417 |
3.7% |
0.0067 |
0.6% |
2% |
False |
True |
18,985 |
| 40 |
1.1860 |
1.1161 |
0.0700 |
6.3% |
0.0063 |
0.6% |
1% |
False |
True |
9,515 |
| 60 |
1.2166 |
1.1161 |
0.1006 |
9.0% |
0.0063 |
0.6% |
1% |
False |
True |
6,350 |
| 80 |
1.2197 |
1.1161 |
0.1036 |
9.3% |
0.0063 |
0.6% |
1% |
False |
True |
4,773 |
| 100 |
1.2197 |
1.1161 |
0.1036 |
9.3% |
0.0053 |
0.5% |
1% |
False |
True |
3,818 |
| 120 |
1.2197 |
1.1161 |
0.1036 |
9.3% |
0.0051 |
0.5% |
1% |
False |
True |
3,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1507 |
|
2.618 |
1.1399 |
|
1.618 |
1.1333 |
|
1.000 |
1.1293 |
|
0.618 |
1.1267 |
|
HIGH |
1.1227 |
|
0.618 |
1.1201 |
|
0.500 |
1.1194 |
|
0.382 |
1.1186 |
|
LOW |
1.1161 |
|
0.618 |
1.1120 |
|
1.000 |
1.1095 |
|
1.618 |
1.1054 |
|
2.618 |
1.0988 |
|
4.250 |
1.0880 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1194 |
1.1210 |
| PP |
1.1186 |
1.1197 |
| S1 |
1.1178 |
1.1183 |
|