CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1472 |
1.1459 |
-0.0014 |
-0.1% |
1.1584 |
| High |
1.1501 |
1.1462 |
-0.0039 |
-0.3% |
1.1588 |
| Low |
1.1441 |
1.1299 |
-0.0142 |
-1.2% |
1.1455 |
| Close |
1.1458 |
1.1301 |
-0.0157 |
-1.4% |
1.1467 |
| Range |
0.0061 |
0.0163 |
0.0103 |
169.4% |
0.0133 |
| ATR |
0.0085 |
0.0090 |
0.0006 |
6.6% |
0.0000 |
| Volume |
16,748 |
43,603 |
26,855 |
160.3% |
110,851 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1843 |
1.1735 |
1.1390 |
|
| R3 |
1.1680 |
1.1572 |
1.1345 |
|
| R2 |
1.1517 |
1.1517 |
1.1330 |
|
| R1 |
1.1409 |
1.1409 |
1.1315 |
1.1381 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1340 |
| S1 |
1.1246 |
1.1246 |
1.1286 |
1.1218 |
| S2 |
1.1191 |
1.1191 |
1.1271 |
|
| S3 |
1.1028 |
1.1083 |
1.1256 |
|
| S4 |
1.0865 |
1.0920 |
1.1211 |
|
|
| 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 |
1.1299 |
0.0259 |
2.3% |
0.0080 |
0.7% |
1% |
False |
True |
26,301 |
| 10 |
1.1753 |
1.1299 |
0.0454 |
4.0% |
0.0094 |
0.8% |
0% |
False |
True |
25,780 |
| 20 |
1.1753 |
1.1299 |
0.0454 |
4.0% |
0.0086 |
0.8% |
0% |
False |
True |
23,235 |
| 40 |
1.2097 |
1.1299 |
0.0798 |
7.1% |
0.0096 |
0.8% |
0% |
False |
True |
23,410 |
| 60 |
1.2097 |
1.1299 |
0.0798 |
7.1% |
0.0087 |
0.8% |
0% |
False |
True |
17,491 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.4% |
0.0077 |
0.7% |
16% |
False |
False |
13,124 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0071 |
0.6% |
25% |
False |
False |
10,502 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0065 |
0.6% |
25% |
False |
False |
8,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2155 |
|
2.618 |
1.1889 |
|
1.618 |
1.1726 |
|
1.000 |
1.1625 |
|
0.618 |
1.1563 |
|
HIGH |
1.1462 |
|
0.618 |
1.1400 |
|
0.500 |
1.1381 |
|
0.382 |
1.1361 |
|
LOW |
1.1299 |
|
0.618 |
1.1198 |
|
1.000 |
1.1136 |
|
1.618 |
1.1035 |
|
2.618 |
1.0872 |
|
4.250 |
1.0606 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1381 |
1.1400 |
| PP |
1.1354 |
1.1367 |
| S1 |
1.1327 |
1.1334 |
|