CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1479 |
1.1492 |
0.0013 |
0.1% |
1.1584 |
| High |
1.1507 |
1.1496 |
-0.0011 |
-0.1% |
1.1588 |
| Low |
1.1457 |
1.1455 |
-0.0002 |
0.0% |
1.1455 |
| Close |
1.1481 |
1.1467 |
-0.0014 |
-0.1% |
1.1467 |
| Range |
0.0050 |
0.0041 |
-0.0009 |
-17.2% |
0.0133 |
| ATR |
0.0090 |
0.0087 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
23,817 |
22,555 |
-1,262 |
-5.3% |
110,851 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1596 |
1.1572 |
1.1489 |
|
| R3 |
1.1555 |
1.1531 |
1.1478 |
|
| R2 |
1.1514 |
1.1514 |
1.1474 |
|
| R1 |
1.1490 |
1.1490 |
1.1470 |
1.1481 |
| PP |
1.1473 |
1.1473 |
1.1473 |
1.1468 |
| S1 |
1.1449 |
1.1449 |
1.1463 |
1.1440 |
| S2 |
1.1432 |
1.1432 |
1.1459 |
|
| S3 |
1.1391 |
1.1408 |
1.1455 |
|
| S4 |
1.1350 |
1.1367 |
1.1444 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1902 |
1.1817 |
1.1540 |
|
| R3 |
1.1769 |
1.1684 |
1.1503 |
|
| R2 |
1.1636 |
1.1636 |
1.1491 |
|
| R1 |
1.1551 |
1.1551 |
1.1479 |
1.1527 |
| PP |
1.1503 |
1.1503 |
1.1503 |
1.1491 |
| S1 |
1.1418 |
1.1418 |
1.1454 |
1.1394 |
| S2 |
1.1370 |
1.1370 |
1.1442 |
|
| S3 |
1.1237 |
1.1285 |
1.1430 |
|
| S4 |
1.1104 |
1.1152 |
1.1393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1588 |
1.1455 |
0.0133 |
1.2% |
0.0062 |
0.5% |
9% |
False |
True |
22,170 |
| 10 |
1.1753 |
1.1455 |
0.0298 |
2.6% |
0.0082 |
0.7% |
4% |
False |
True |
22,876 |
| 20 |
1.1861 |
1.1455 |
0.0406 |
3.5% |
0.0086 |
0.8% |
3% |
False |
True |
22,966 |
| 40 |
1.2097 |
1.1455 |
0.0642 |
5.6% |
0.0096 |
0.8% |
2% |
False |
True |
23,694 |
| 60 |
1.2097 |
1.1239 |
0.0858 |
7.5% |
0.0087 |
0.8% |
27% |
False |
False |
16,487 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0075 |
0.7% |
33% |
False |
False |
12,370 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.3% |
0.0069 |
0.6% |
41% |
False |
False |
9,901 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.3% |
0.0063 |
0.5% |
41% |
False |
False |
8,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1670 |
|
2.618 |
1.1603 |
|
1.618 |
1.1562 |
|
1.000 |
1.1537 |
|
0.618 |
1.1521 |
|
HIGH |
1.1496 |
|
0.618 |
1.1480 |
|
0.500 |
1.1476 |
|
0.382 |
1.1471 |
|
LOW |
1.1455 |
|
0.618 |
1.1430 |
|
1.000 |
1.1414 |
|
1.618 |
1.1389 |
|
2.618 |
1.1348 |
|
4.250 |
1.1281 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1476 |
1.1506 |
| PP |
1.1473 |
1.1493 |
| S1 |
1.1470 |
1.1480 |
|