CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1661 |
1.1660 |
-0.0001 |
0.0% |
1.1581 |
| High |
1.1753 |
1.1722 |
-0.0031 |
-0.3% |
1.1685 |
| Low |
1.1627 |
1.1616 |
-0.0011 |
-0.1% |
1.1523 |
| Close |
1.1684 |
1.1715 |
0.0032 |
0.3% |
1.1632 |
| Range |
0.0126 |
0.0107 |
-0.0020 |
-15.5% |
0.0163 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.2% |
0.0000 |
| Volume |
38,623 |
20,671 |
-17,952 |
-46.5% |
107,804 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2004 |
1.1966 |
1.1774 |
|
| R3 |
1.1897 |
1.1859 |
1.1744 |
|
| R2 |
1.1791 |
1.1791 |
1.1735 |
|
| R1 |
1.1753 |
1.1753 |
1.1725 |
1.1772 |
| PP |
1.1684 |
1.1684 |
1.1684 |
1.1694 |
| S1 |
1.1646 |
1.1646 |
1.1705 |
1.1665 |
| S2 |
1.1578 |
1.1578 |
1.1695 |
|
| S3 |
1.1471 |
1.1540 |
1.1686 |
|
| S4 |
1.1365 |
1.1433 |
1.1656 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2101 |
1.2029 |
1.1721 |
|
| R3 |
1.1938 |
1.1866 |
1.1676 |
|
| R2 |
1.1776 |
1.1776 |
1.1661 |
|
| R1 |
1.1704 |
1.1704 |
1.1646 |
1.1740 |
| PP |
1.1613 |
1.1613 |
1.1613 |
1.1631 |
| S1 |
1.1541 |
1.1541 |
1.1617 |
1.1577 |
| S2 |
1.1451 |
1.1451 |
1.1602 |
|
| S3 |
1.1288 |
1.1379 |
1.1587 |
|
| S4 |
1.1126 |
1.1216 |
1.1542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1753 |
1.1574 |
0.0179 |
1.5% |
0.0086 |
0.7% |
79% |
False |
False |
23,165 |
| 10 |
1.1753 |
1.1523 |
0.0230 |
2.0% |
0.0083 |
0.7% |
84% |
False |
False |
21,984 |
| 20 |
1.1916 |
1.1523 |
0.0393 |
3.4% |
0.0091 |
0.8% |
49% |
False |
False |
21,789 |
| 40 |
1.2097 |
1.1459 |
0.0639 |
5.5% |
0.0094 |
0.8% |
40% |
False |
False |
21,163 |
| 60 |
1.2097 |
1.1205 |
0.0893 |
7.6% |
0.0082 |
0.7% |
57% |
False |
False |
14,187 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.1% |
0.0073 |
0.6% |
60% |
False |
False |
10,644 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.1% |
0.0066 |
0.6% |
64% |
False |
False |
8,521 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.1% |
0.0060 |
0.5% |
64% |
False |
False |
7,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2175 |
|
2.618 |
1.2001 |
|
1.618 |
1.1894 |
|
1.000 |
1.1829 |
|
0.618 |
1.1788 |
|
HIGH |
1.1722 |
|
0.618 |
1.1681 |
|
0.500 |
1.1669 |
|
0.382 |
1.1656 |
|
LOW |
1.1616 |
|
0.618 |
1.1550 |
|
1.000 |
1.1509 |
|
1.618 |
1.1443 |
|
2.618 |
1.1337 |
|
4.250 |
1.1163 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1700 |
1.1705 |
| PP |
1.1684 |
1.1694 |
| S1 |
1.1669 |
1.1684 |
|