CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 21-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1381 |
1.1370 |
-0.0011 |
-0.1% |
1.1472 |
| High |
1.1414 |
1.1410 |
-0.0004 |
0.0% |
1.1501 |
| Low |
1.1346 |
1.1367 |
0.0022 |
0.2% |
1.1293 |
| Close |
1.1374 |
1.1397 |
0.0024 |
0.2% |
1.1385 |
| Range |
0.0068 |
0.0043 |
-0.0025 |
-36.8% |
0.0209 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
27,308 |
14,506 |
-12,802 |
-46.9% |
130,819 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1502 |
1.1421 |
|
| R3 |
1.1477 |
1.1459 |
1.1409 |
|
| R2 |
1.1434 |
1.1434 |
1.1405 |
|
| R1 |
1.1416 |
1.1416 |
1.1401 |
1.1425 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1396 |
| S1 |
1.1373 |
1.1373 |
1.1393 |
1.1382 |
| S2 |
1.1348 |
1.1348 |
1.1389 |
|
| S3 |
1.1305 |
1.1330 |
1.1385 |
|
| S4 |
1.1262 |
1.1287 |
1.1373 |
|
|
| 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 |
1.1420 |
1.1293 |
0.0127 |
1.1% |
0.0062 |
0.5% |
82% |
False |
False |
22,456 |
| 10 |
1.1558 |
1.1293 |
0.0265 |
2.3% |
0.0071 |
0.6% |
39% |
False |
False |
24,379 |
| 20 |
1.1753 |
1.1293 |
0.0460 |
4.0% |
0.0083 |
0.7% |
23% |
False |
False |
23,561 |
| 40 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0093 |
0.8% |
13% |
False |
False |
23,508 |
| 60 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0089 |
0.8% |
13% |
False |
False |
19,359 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0080 |
0.7% |
26% |
False |
False |
14,527 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0072 |
0.6% |
34% |
False |
False |
11,624 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0066 |
0.6% |
34% |
False |
False |
9,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1593 |
|
2.618 |
1.1523 |
|
1.618 |
1.1480 |
|
1.000 |
1.1453 |
|
0.618 |
1.1437 |
|
HIGH |
1.1410 |
|
0.618 |
1.1394 |
|
0.500 |
1.1389 |
|
0.382 |
1.1383 |
|
LOW |
1.1367 |
|
0.618 |
1.1340 |
|
1.000 |
1.1324 |
|
1.618 |
1.1297 |
|
2.618 |
1.1254 |
|
4.250 |
1.1184 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1394 |
1.1391 |
| PP |
1.1391 |
1.1385 |
| S1 |
1.1389 |
1.1380 |
|