CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1717 |
1.1584 |
-0.0133 |
-1.1% |
1.1634 |
| High |
1.1744 |
1.1588 |
-0.0156 |
-1.3% |
1.1753 |
| Low |
1.1572 |
1.1520 |
-0.0052 |
-0.4% |
1.1572 |
| Close |
1.1592 |
1.1538 |
-0.0054 |
-0.5% |
1.1592 |
| Range |
0.0173 |
0.0068 |
-0.0105 |
-60.6% |
0.0181 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
27,313 |
20,397 |
-6,916 |
-25.3% |
117,911 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1753 |
1.1713 |
1.1575 |
|
| R3 |
1.1685 |
1.1645 |
1.1557 |
|
| R2 |
1.1617 |
1.1617 |
1.1550 |
|
| R1 |
1.1577 |
1.1577 |
1.1544 |
1.1563 |
| PP |
1.1549 |
1.1549 |
1.1549 |
1.1542 |
| S1 |
1.1509 |
1.1509 |
1.1532 |
1.1495 |
| S2 |
1.1481 |
1.1481 |
1.1526 |
|
| S3 |
1.1413 |
1.1441 |
1.1519 |
|
| S4 |
1.1345 |
1.1373 |
1.1501 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2182 |
1.2068 |
1.1691 |
|
| R3 |
1.2001 |
1.1887 |
1.1641 |
|
| R2 |
1.1820 |
1.1820 |
1.1625 |
|
| R1 |
1.1706 |
1.1706 |
1.1608 |
1.1672 |
| PP |
1.1639 |
1.1639 |
1.1639 |
1.1622 |
| S1 |
1.1525 |
1.1525 |
1.1575 |
1.1491 |
| S2 |
1.1458 |
1.1458 |
1.1558 |
|
| S3 |
1.1277 |
1.1344 |
1.1542 |
|
| S4 |
1.1096 |
1.1163 |
1.1492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1753 |
1.1520 |
0.0233 |
2.0% |
0.0105 |
0.9% |
8% |
False |
True |
24,606 |
| 10 |
1.1753 |
1.1520 |
0.0233 |
2.0% |
0.0098 |
0.9% |
8% |
False |
True |
22,877 |
| 20 |
1.1907 |
1.1520 |
0.0387 |
3.3% |
0.0091 |
0.8% |
5% |
False |
True |
21,730 |
| 40 |
1.2097 |
1.1459 |
0.0639 |
5.5% |
0.0098 |
0.8% |
12% |
False |
False |
22,316 |
| 60 |
1.2097 |
1.1205 |
0.0893 |
7.7% |
0.0086 |
0.7% |
37% |
False |
False |
14,982 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.2% |
0.0075 |
0.7% |
41% |
False |
False |
11,240 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0068 |
0.6% |
48% |
False |
False |
8,998 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0061 |
0.5% |
48% |
False |
False |
7,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1877 |
|
2.618 |
1.1766 |
|
1.618 |
1.1698 |
|
1.000 |
1.1656 |
|
0.618 |
1.1630 |
|
HIGH |
1.1588 |
|
0.618 |
1.1562 |
|
0.500 |
1.1554 |
|
0.382 |
1.1546 |
|
LOW |
1.1520 |
|
0.618 |
1.1478 |
|
1.000 |
1.1452 |
|
1.618 |
1.1410 |
|
2.618 |
1.1342 |
|
4.250 |
1.1231 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1554 |
1.1632 |
| PP |
1.1549 |
1.1601 |
| S1 |
1.1543 |
1.1569 |
|