CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1459 |
1.1314 |
-0.0145 |
-1.3% |
1.1584 |
| High |
1.1462 |
1.1341 |
-0.0121 |
-1.1% |
1.1588 |
| Low |
1.1299 |
1.1293 |
-0.0007 |
-0.1% |
1.1455 |
| Close |
1.1301 |
1.1329 |
0.0028 |
0.2% |
1.1467 |
| Range |
0.0163 |
0.0049 |
-0.0115 |
-70.2% |
0.0133 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
43,603 |
25,809 |
-17,794 |
-40.8% |
110,851 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1466 |
1.1446 |
1.1355 |
|
| R3 |
1.1418 |
1.1397 |
1.1342 |
|
| R2 |
1.1369 |
1.1369 |
1.1337 |
|
| R1 |
1.1349 |
1.1349 |
1.1333 |
1.1359 |
| PP |
1.1321 |
1.1321 |
1.1321 |
1.1326 |
| S1 |
1.1300 |
1.1300 |
1.1324 |
1.1311 |
| S2 |
1.1272 |
1.1272 |
1.1320 |
|
| S3 |
1.1224 |
1.1252 |
1.1315 |
|
| S4 |
1.1175 |
1.1203 |
1.1302 |
|
|
| 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 |
1.1507 |
1.1293 |
0.0214 |
1.9% |
0.0073 |
0.6% |
17% |
False |
True |
26,506 |
| 10 |
1.1744 |
1.1293 |
0.0452 |
4.0% |
0.0086 |
0.8% |
8% |
False |
True |
24,499 |
| 20 |
1.1753 |
1.1293 |
0.0460 |
4.1% |
0.0083 |
0.7% |
8% |
False |
True |
23,205 |
| 40 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0095 |
0.8% |
4% |
False |
True |
23,185 |
| 60 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0087 |
0.8% |
4% |
False |
True |
17,920 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.4% |
0.0077 |
0.7% |
19% |
False |
False |
13,447 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0071 |
0.6% |
28% |
False |
False |
10,760 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0065 |
0.6% |
28% |
False |
False |
8,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1547 |
|
2.618 |
1.1468 |
|
1.618 |
1.1419 |
|
1.000 |
1.1390 |
|
0.618 |
1.1371 |
|
HIGH |
1.1341 |
|
0.618 |
1.1322 |
|
0.500 |
1.1317 |
|
0.382 |
1.1311 |
|
LOW |
1.1293 |
|
0.618 |
1.1263 |
|
1.000 |
1.1244 |
|
1.618 |
1.1214 |
|
2.618 |
1.1166 |
|
4.250 |
1.1086 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1325 |
1.1397 |
| PP |
1.1321 |
1.1374 |
| S1 |
1.1317 |
1.1351 |
|