CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1584 |
1.1535 |
-0.0049 |
-0.4% |
1.1634 |
| High |
1.1588 |
1.1556 |
-0.0032 |
-0.3% |
1.1753 |
| Low |
1.1520 |
1.1489 |
-0.0032 |
-0.3% |
1.1572 |
| Close |
1.1538 |
1.1539 |
0.0001 |
0.0% |
1.1592 |
| Range |
0.0068 |
0.0068 |
-0.0001 |
-0.7% |
0.0181 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
20,397 |
19,297 |
-1,100 |
-5.4% |
117,911 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1730 |
1.1702 |
1.1576 |
|
| R3 |
1.1663 |
1.1635 |
1.1558 |
|
| R2 |
1.1595 |
1.1595 |
1.1551 |
|
| R1 |
1.1567 |
1.1567 |
1.1545 |
1.1581 |
| PP |
1.1528 |
1.1528 |
1.1528 |
1.1535 |
| S1 |
1.1500 |
1.1500 |
1.1533 |
1.1514 |
| S2 |
1.1460 |
1.1460 |
1.1527 |
|
| S3 |
1.1393 |
1.1432 |
1.1520 |
|
| S4 |
1.1325 |
1.1365 |
1.1502 |
|
|
| 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 |
1.1489 |
0.0264 |
2.3% |
0.0108 |
0.9% |
19% |
False |
True |
25,260 |
| 10 |
1.1753 |
1.1489 |
0.0264 |
2.3% |
0.0095 |
0.8% |
19% |
False |
True |
22,744 |
| 20 |
1.1899 |
1.1489 |
0.0410 |
3.6% |
0.0090 |
0.8% |
12% |
False |
True |
22,022 |
| 40 |
1.2097 |
1.1459 |
0.0639 |
5.5% |
0.0097 |
0.8% |
13% |
False |
False |
22,769 |
| 60 |
1.2097 |
1.1205 |
0.0893 |
7.7% |
0.0086 |
0.7% |
37% |
False |
False |
15,303 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.2% |
0.0076 |
0.7% |
41% |
False |
False |
11,481 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0069 |
0.6% |
48% |
False |
False |
9,190 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0062 |
0.5% |
48% |
False |
False |
7,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1843 |
|
2.618 |
1.1733 |
|
1.618 |
1.1665 |
|
1.000 |
1.1624 |
|
0.618 |
1.1598 |
|
HIGH |
1.1556 |
|
0.618 |
1.1530 |
|
0.500 |
1.1522 |
|
0.382 |
1.1514 |
|
LOW |
1.1489 |
|
0.618 |
1.1447 |
|
1.000 |
1.1421 |
|
1.618 |
1.1379 |
|
2.618 |
1.1312 |
|
4.250 |
1.1202 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1533 |
1.1616 |
| PP |
1.1528 |
1.1591 |
| S1 |
1.1522 |
1.1565 |
|