CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1399 |
1.1381 |
-0.0018 |
-0.2% |
1.1472 |
| High |
1.1404 |
1.1414 |
0.0010 |
0.1% |
1.1501 |
| Low |
1.1348 |
1.1346 |
-0.0002 |
0.0% |
1.1293 |
| Close |
1.1385 |
1.1374 |
-0.0011 |
-0.1% |
1.1385 |
| Range |
0.0056 |
0.0068 |
0.0012 |
21.4% |
0.0209 |
| ATR |
0.0086 |
0.0084 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
18,178 |
27,308 |
9,130 |
50.2% |
130,819 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1582 |
1.1546 |
1.1411 |
|
| R3 |
1.1514 |
1.1478 |
1.1392 |
|
| R2 |
1.1446 |
1.1446 |
1.1386 |
|
| R1 |
1.1410 |
1.1410 |
1.1380 |
1.1394 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1370 |
| S1 |
1.1342 |
1.1342 |
1.1367 |
1.1326 |
| S2 |
1.1310 |
1.1310 |
1.1361 |
|
| S3 |
1.1242 |
1.1274 |
1.1355 |
|
| S4 |
1.1174 |
1.1206 |
1.1336 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2018 |
1.1910 |
1.1499 |
|
| R3 |
1.1810 |
1.1701 |
1.1442 |
|
| R2 |
1.1601 |
1.1601 |
1.1423 |
|
| R1 |
1.1493 |
1.1493 |
1.1404 |
1.1443 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1368 |
| S1 |
1.1284 |
1.1284 |
1.1365 |
1.1234 |
| S2 |
1.1184 |
1.1184 |
1.1346 |
|
| S3 |
1.0976 |
1.1076 |
1.1327 |
|
| S4 |
1.0767 |
1.0867 |
1.1270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1462 |
1.1293 |
0.0170 |
1.5% |
0.0086 |
0.8% |
48% |
False |
False |
28,275 |
| 10 |
1.1558 |
1.1293 |
0.0265 |
2.3% |
0.0074 |
0.6% |
31% |
False |
False |
24,858 |
| 20 |
1.1753 |
1.1293 |
0.0460 |
4.0% |
0.0086 |
0.8% |
18% |
False |
False |
23,867 |
| 40 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0094 |
0.8% |
10% |
False |
False |
23,647 |
| 60 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0089 |
0.8% |
10% |
False |
False |
19,117 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0080 |
0.7% |
24% |
False |
False |
14,346 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0072 |
0.6% |
32% |
False |
False |
11,479 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0065 |
0.6% |
32% |
False |
False |
9,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1703 |
|
2.618 |
1.1592 |
|
1.618 |
1.1524 |
|
1.000 |
1.1482 |
|
0.618 |
1.1456 |
|
HIGH |
1.1414 |
|
0.618 |
1.1388 |
|
0.500 |
1.1380 |
|
0.382 |
1.1371 |
|
LOW |
1.1346 |
|
0.618 |
1.1303 |
|
1.000 |
1.1278 |
|
1.618 |
1.1235 |
|
2.618 |
1.1167 |
|
4.250 |
1.1057 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1380 |
1.1373 |
| PP |
1.1378 |
1.1372 |
| S1 |
1.1376 |
1.1371 |
|