CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1492 |
1.1472 |
-0.0020 |
-0.2% |
1.1584 |
| High |
1.1496 |
1.1501 |
0.0005 |
0.0% |
1.1588 |
| Low |
1.1455 |
1.1441 |
-0.0015 |
-0.1% |
1.1455 |
| Close |
1.1467 |
1.1458 |
-0.0009 |
-0.1% |
1.1467 |
| Range |
0.0041 |
0.0061 |
0.0020 |
47.6% |
0.0133 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
22,555 |
16,748 |
-5,807 |
-25.7% |
110,851 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1613 |
1.1491 |
|
| R3 |
1.1587 |
1.1553 |
1.1474 |
|
| R2 |
1.1527 |
1.1527 |
1.1469 |
|
| R1 |
1.1492 |
1.1492 |
1.1463 |
1.1479 |
| PP |
1.1466 |
1.1466 |
1.1466 |
1.1460 |
| S1 |
1.1432 |
1.1432 |
1.1452 |
1.1419 |
| S2 |
1.1406 |
1.1406 |
1.1446 |
|
| S3 |
1.1345 |
1.1371 |
1.1441 |
|
| S4 |
1.1285 |
1.1311 |
1.1424 |
|
|
| 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 |
1.1558 |
1.1441 |
0.0117 |
1.0% |
0.0061 |
0.5% |
15% |
False |
True |
21,440 |
| 10 |
1.1753 |
1.1441 |
0.0312 |
2.7% |
0.0083 |
0.7% |
5% |
False |
True |
23,023 |
| 20 |
1.1812 |
1.1441 |
0.0372 |
3.2% |
0.0085 |
0.7% |
5% |
False |
True |
22,839 |
| 40 |
1.2097 |
1.1441 |
0.0657 |
5.7% |
0.0095 |
0.8% |
3% |
False |
True |
23,054 |
| 60 |
1.2097 |
1.1392 |
0.0705 |
6.2% |
0.0085 |
0.7% |
9% |
False |
False |
16,765 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0076 |
0.7% |
32% |
False |
False |
12,579 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.3% |
0.0070 |
0.6% |
40% |
False |
False |
10,066 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.3% |
0.0063 |
0.6% |
40% |
False |
False |
8,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1758 |
|
2.618 |
1.1659 |
|
1.618 |
1.1599 |
|
1.000 |
1.1562 |
|
0.618 |
1.1538 |
|
HIGH |
1.1501 |
|
0.618 |
1.1478 |
|
0.500 |
1.1471 |
|
0.382 |
1.1464 |
|
LOW |
1.1441 |
|
0.618 |
1.1403 |
|
1.000 |
1.1380 |
|
1.618 |
1.1343 |
|
2.618 |
1.1282 |
|
4.250 |
1.1183 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1471 |
1.1474 |
| PP |
1.1466 |
1.1468 |
| S1 |
1.1462 |
1.1463 |
|