CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1399 |
1.1384 |
-0.0015 |
-0.1% |
1.1381 |
| High |
1.1469 |
1.1414 |
-0.0055 |
-0.5% |
1.1469 |
| Low |
1.1363 |
1.1365 |
0.0002 |
0.0% |
1.1346 |
| Close |
1.1377 |
1.1374 |
-0.0003 |
0.0% |
1.1374 |
| Range |
0.0106 |
0.0050 |
-0.0056 |
-53.1% |
0.0123 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
27,714 |
17,513 |
-10,201 |
-36.8% |
87,041 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1533 |
1.1503 |
1.1401 |
|
| R3 |
1.1483 |
1.1453 |
1.1388 |
|
| R2 |
1.1434 |
1.1434 |
1.1383 |
|
| R1 |
1.1404 |
1.1404 |
1.1379 |
1.1394 |
| PP |
1.1384 |
1.1384 |
1.1384 |
1.1379 |
| S1 |
1.1354 |
1.1354 |
1.1369 |
1.1345 |
| S2 |
1.1335 |
1.1335 |
1.1365 |
|
| S3 |
1.1285 |
1.1305 |
1.1360 |
|
| S4 |
1.1236 |
1.1255 |
1.1347 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1765 |
1.1693 |
1.1442 |
|
| R3 |
1.1642 |
1.1570 |
1.1408 |
|
| R2 |
1.1519 |
1.1519 |
1.1397 |
|
| R1 |
1.1447 |
1.1447 |
1.1385 |
1.1421 |
| PP |
1.1396 |
1.1396 |
1.1396 |
1.1383 |
| S1 |
1.1324 |
1.1324 |
1.1363 |
1.1298 |
| S2 |
1.1273 |
1.1273 |
1.1351 |
|
| S3 |
1.1150 |
1.1201 |
1.1340 |
|
| S4 |
1.1027 |
1.1078 |
1.1306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1469 |
1.1346 |
0.0123 |
1.1% |
0.0064 |
0.6% |
23% |
False |
False |
21,043 |
| 10 |
1.1501 |
1.1293 |
0.0209 |
1.8% |
0.0073 |
0.6% |
39% |
False |
False |
24,041 |
| 20 |
1.1753 |
1.1293 |
0.0460 |
4.0% |
0.0080 |
0.7% |
18% |
False |
False |
23,592 |
| 40 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0093 |
0.8% |
10% |
False |
False |
23,790 |
| 60 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0090 |
0.8% |
10% |
False |
False |
20,108 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0080 |
0.7% |
24% |
False |
False |
15,092 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0072 |
0.6% |
32% |
False |
False |
12,076 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0067 |
0.6% |
32% |
False |
False |
10,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1624 |
|
2.618 |
1.1544 |
|
1.618 |
1.1494 |
|
1.000 |
1.1464 |
|
0.618 |
1.1445 |
|
HIGH |
1.1414 |
|
0.618 |
1.1395 |
|
0.500 |
1.1389 |
|
0.382 |
1.1383 |
|
LOW |
1.1365 |
|
0.618 |
1.1334 |
|
1.000 |
1.1315 |
|
1.618 |
1.1284 |
|
2.618 |
1.1235 |
|
4.250 |
1.1154 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1389 |
1.1416 |
| PP |
1.1384 |
1.1402 |
| S1 |
1.1379 |
1.1388 |
|