CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 26-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1384 |
1.1377 |
-0.0007 |
-0.1% |
1.1381 |
| High |
1.1414 |
1.1404 |
-0.0011 |
-0.1% |
1.1469 |
| Low |
1.1365 |
1.1360 |
-0.0005 |
0.0% |
1.1346 |
| Close |
1.1374 |
1.1377 |
0.0003 |
0.0% |
1.1374 |
| Range |
0.0050 |
0.0044 |
-0.0006 |
-11.1% |
0.0123 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
17,513 |
15,103 |
-2,410 |
-13.8% |
87,041 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1512 |
1.1489 |
1.1401 |
|
| R3 |
1.1468 |
1.1445 |
1.1389 |
|
| R2 |
1.1424 |
1.1424 |
1.1385 |
|
| R1 |
1.1401 |
1.1401 |
1.1381 |
1.1399 |
| PP |
1.1380 |
1.1380 |
1.1380 |
1.1379 |
| S1 |
1.1357 |
1.1357 |
1.1373 |
1.1355 |
| S2 |
1.1336 |
1.1336 |
1.1369 |
|
| S3 |
1.1292 |
1.1313 |
1.1365 |
|
| S4 |
1.1248 |
1.1269 |
1.1353 |
|
|
| 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% |
0.0062 |
0.5% |
26% |
False |
False |
20,428 |
| 10 |
1.1501 |
1.1293 |
0.0209 |
1.8% |
0.0073 |
0.6% |
41% |
False |
False |
23,296 |
| 20 |
1.1753 |
1.1293 |
0.0460 |
4.0% |
0.0078 |
0.7% |
18% |
False |
False |
23,086 |
| 40 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0089 |
0.8% |
11% |
False |
False |
23,496 |
| 60 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0090 |
0.8% |
11% |
False |
False |
20,355 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0080 |
0.7% |
24% |
False |
False |
15,280 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0072 |
0.6% |
33% |
False |
False |
12,227 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0067 |
0.6% |
33% |
False |
False |
10,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1591 |
|
2.618 |
1.1519 |
|
1.618 |
1.1475 |
|
1.000 |
1.1448 |
|
0.618 |
1.1431 |
|
HIGH |
1.1404 |
|
0.618 |
1.1387 |
|
0.500 |
1.1382 |
|
0.382 |
1.1376 |
|
LOW |
1.1360 |
|
0.618 |
1.1332 |
|
1.000 |
1.1316 |
|
1.618 |
1.1288 |
|
2.618 |
1.1244 |
|
4.250 |
1.1173 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1382 |
1.1414 |
| PP |
1.1380 |
1.1402 |
| S1 |
1.1379 |
1.1389 |
|