CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1370 |
1.1399 |
0.0029 |
0.3% |
1.1472 |
| High |
1.1410 |
1.1469 |
0.0059 |
0.5% |
1.1501 |
| Low |
1.1367 |
1.1363 |
-0.0004 |
0.0% |
1.1293 |
| Close |
1.1397 |
1.1377 |
-0.0021 |
-0.2% |
1.1385 |
| Range |
0.0043 |
0.0106 |
0.0063 |
145.3% |
0.0209 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.1% |
0.0000 |
| Volume |
14,506 |
27,714 |
13,208 |
91.1% |
130,819 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1719 |
1.1653 |
1.1435 |
|
| R3 |
1.1614 |
1.1548 |
1.1406 |
|
| R2 |
1.1508 |
1.1508 |
1.1396 |
|
| R1 |
1.1442 |
1.1442 |
1.1386 |
1.1423 |
| PP |
1.1403 |
1.1403 |
1.1403 |
1.1393 |
| S1 |
1.1337 |
1.1337 |
1.1367 |
1.1317 |
| S2 |
1.1297 |
1.1297 |
1.1357 |
|
| S3 |
1.1192 |
1.1231 |
1.1347 |
|
| S4 |
1.1086 |
1.1126 |
1.1318 |
|
|
| 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 |
1.1469 |
1.1323 |
0.0146 |
1.3% |
0.0074 |
0.6% |
37% |
True |
False |
22,837 |
| 10 |
1.1507 |
1.1293 |
0.0214 |
1.9% |
0.0073 |
0.6% |
39% |
False |
False |
24,671 |
| 20 |
1.1753 |
1.1293 |
0.0460 |
4.0% |
0.0082 |
0.7% |
18% |
False |
False |
23,644 |
| 40 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0094 |
0.8% |
10% |
False |
False |
23,573 |
| 60 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0090 |
0.8% |
10% |
False |
False |
19,819 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0080 |
0.7% |
24% |
False |
False |
14,873 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0072 |
0.6% |
32% |
False |
False |
11,901 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0067 |
0.6% |
32% |
False |
False |
9,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1917 |
|
2.618 |
1.1745 |
|
1.618 |
1.1639 |
|
1.000 |
1.1574 |
|
0.618 |
1.1534 |
|
HIGH |
1.1469 |
|
0.618 |
1.1428 |
|
0.500 |
1.1416 |
|
0.382 |
1.1403 |
|
LOW |
1.1363 |
|
0.618 |
1.1298 |
|
1.000 |
1.1258 |
|
1.618 |
1.1192 |
|
2.618 |
1.1087 |
|
4.250 |
1.0915 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1416 |
1.1407 |
| PP |
1.1403 |
1.1397 |
| S1 |
1.1390 |
1.1387 |
|