CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 07-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1535 |
1.1546 |
0.0011 |
0.1% |
1.1634 |
| High |
1.1556 |
1.1558 |
0.0002 |
0.0% |
1.1753 |
| Low |
1.1489 |
1.1473 |
-0.0016 |
-0.1% |
1.1572 |
| Close |
1.1539 |
1.1483 |
-0.0056 |
-0.5% |
1.1592 |
| Range |
0.0068 |
0.0085 |
0.0018 |
25.9% |
0.0181 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
19,297 |
24,785 |
5,488 |
28.4% |
117,911 |
|
| Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1759 |
1.1706 |
1.1530 |
|
| R3 |
1.1674 |
1.1621 |
1.1506 |
|
| R2 |
1.1589 |
1.1589 |
1.1499 |
|
| R1 |
1.1536 |
1.1536 |
1.1491 |
1.1520 |
| PP |
1.1504 |
1.1504 |
1.1504 |
1.1496 |
| S1 |
1.1451 |
1.1451 |
1.1475 |
1.1435 |
| S2 |
1.1419 |
1.1419 |
1.1467 |
|
| S3 |
1.1334 |
1.1366 |
1.1460 |
|
| S4 |
1.1249 |
1.1281 |
1.1436 |
|
|
| 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 |
1.1744 |
1.1473 |
0.0272 |
2.4% |
0.0100 |
0.9% |
4% |
False |
True |
22,492 |
| 10 |
1.1753 |
1.1473 |
0.0280 |
2.4% |
0.0091 |
0.8% |
4% |
False |
True |
22,618 |
| 20 |
1.1867 |
1.1473 |
0.0395 |
3.4% |
0.0089 |
0.8% |
3% |
False |
True |
22,455 |
| 40 |
1.2097 |
1.1468 |
0.0630 |
5.5% |
0.0097 |
0.8% |
2% |
False |
False |
23,340 |
| 60 |
1.2097 |
1.1205 |
0.0893 |
7.8% |
0.0087 |
0.8% |
31% |
False |
False |
15,715 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.2% |
0.0075 |
0.7% |
35% |
False |
False |
11,791 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.3% |
0.0069 |
0.6% |
42% |
False |
False |
9,437 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.3% |
0.0062 |
0.5% |
42% |
False |
False |
7,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1919 |
|
2.618 |
1.1780 |
|
1.618 |
1.1695 |
|
1.000 |
1.1643 |
|
0.618 |
1.1610 |
|
HIGH |
1.1558 |
|
0.618 |
1.1525 |
|
0.500 |
1.1515 |
|
0.382 |
1.1505 |
|
LOW |
1.1473 |
|
0.618 |
1.1420 |
|
1.000 |
1.1388 |
|
1.618 |
1.1335 |
|
2.618 |
1.1250 |
|
4.250 |
1.1111 |
|
|
| Fisher Pivots for day following 07-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1515 |
1.1530 |
| PP |
1.1504 |
1.1515 |
| S1 |
1.1494 |
1.1499 |
|