CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1314 |
1.1328 |
0.0014 |
0.1% |
1.1584 |
| High |
1.1341 |
1.1420 |
0.0079 |
0.7% |
1.1588 |
| Low |
1.1293 |
1.1323 |
0.0031 |
0.3% |
1.1455 |
| Close |
1.1329 |
1.1399 |
0.0071 |
0.6% |
1.1467 |
| Range |
0.0049 |
0.0097 |
0.0048 |
99.0% |
0.0133 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.8% |
0.0000 |
| Volume |
25,809 |
26,481 |
672 |
2.6% |
110,851 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1670 |
1.1631 |
1.1452 |
|
| R3 |
1.1574 |
1.1535 |
1.1426 |
|
| R2 |
1.1477 |
1.1477 |
1.1417 |
|
| R1 |
1.1438 |
1.1438 |
1.1408 |
1.1458 |
| PP |
1.1381 |
1.1381 |
1.1381 |
1.1390 |
| S1 |
1.1342 |
1.1342 |
1.1390 |
1.1361 |
| S2 |
1.1284 |
1.1284 |
1.1381 |
|
| S3 |
1.1188 |
1.1245 |
1.1372 |
|
| S4 |
1.1091 |
1.1149 |
1.1346 |
|
|
| 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 |
1.1501 |
1.1293 |
0.0209 |
1.8% |
0.0082 |
0.7% |
51% |
False |
False |
27,039 |
| 10 |
1.1744 |
1.1293 |
0.0452 |
4.0% |
0.0085 |
0.7% |
24% |
False |
False |
25,080 |
| 20 |
1.1753 |
1.1293 |
0.0460 |
4.0% |
0.0084 |
0.7% |
23% |
False |
False |
23,532 |
| 40 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0096 |
0.8% |
13% |
False |
False |
23,515 |
| 60 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0088 |
0.8% |
13% |
False |
False |
18,361 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0078 |
0.7% |
26% |
False |
False |
13,778 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0072 |
0.6% |
35% |
False |
False |
11,024 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0065 |
0.6% |
35% |
False |
False |
9,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1830 |
|
2.618 |
1.1672 |
|
1.618 |
1.1576 |
|
1.000 |
1.1516 |
|
0.618 |
1.1479 |
|
HIGH |
1.1420 |
|
0.618 |
1.1383 |
|
0.500 |
1.1371 |
|
0.382 |
1.1360 |
|
LOW |
1.1323 |
|
0.618 |
1.1263 |
|
1.000 |
1.1227 |
|
1.618 |
1.1167 |
|
2.618 |
1.1070 |
|
4.250 |
1.0913 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1390 |
1.1392 |
| PP |
1.1381 |
1.1385 |
| S1 |
1.1371 |
1.1377 |
|