CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1800 |
1.1770 |
-0.0030 |
-0.3% |
1.1700 |
| High |
1.1860 |
1.1826 |
-0.0034 |
-0.3% |
1.1790 |
| Low |
1.1740 |
1.1731 |
-0.0010 |
-0.1% |
1.1640 |
| Close |
1.1793 |
1.1826 |
0.0033 |
0.3% |
1.1740 |
| Range |
0.0120 |
0.0096 |
-0.0025 |
-20.4% |
0.0150 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.3% |
0.0000 |
| Volume |
24 |
5 |
-19 |
-79.2% |
67 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2081 |
1.2049 |
1.1879 |
|
| R3 |
1.1985 |
1.1953 |
1.1852 |
|
| R2 |
1.1890 |
1.1890 |
1.1844 |
|
| R1 |
1.1858 |
1.1858 |
1.1835 |
1.1874 |
| PP |
1.1794 |
1.1794 |
1.1794 |
1.1802 |
| S1 |
1.1762 |
1.1762 |
1.1817 |
1.1778 |
| S2 |
1.1699 |
1.1699 |
1.1808 |
|
| S3 |
1.1603 |
1.1667 |
1.1800 |
|
| S4 |
1.1508 |
1.1571 |
1.1773 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2173 |
1.2107 |
1.1823 |
|
| R3 |
1.2023 |
1.1957 |
1.1781 |
|
| R2 |
1.1873 |
1.1873 |
1.1768 |
|
| R1 |
1.1807 |
1.1807 |
1.1754 |
1.1840 |
| PP |
1.1723 |
1.1723 |
1.1723 |
1.1740 |
| S1 |
1.1657 |
1.1657 |
1.1726 |
1.1690 |
| S2 |
1.1573 |
1.1573 |
1.1713 |
|
| S3 |
1.1423 |
1.1507 |
1.1699 |
|
| S4 |
1.1273 |
1.1357 |
1.1658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1860 |
1.1684 |
0.0176 |
1.5% |
0.0070 |
0.6% |
81% |
False |
False |
7 |
| 10 |
1.1860 |
1.1640 |
0.0220 |
1.9% |
0.0052 |
0.4% |
85% |
False |
False |
10 |
| 20 |
1.2022 |
1.1640 |
0.0382 |
3.2% |
0.0061 |
0.5% |
49% |
False |
False |
20 |
| 40 |
1.2197 |
1.1577 |
0.0620 |
5.2% |
0.0061 |
0.5% |
40% |
False |
False |
31 |
| 60 |
1.2197 |
1.1326 |
0.0871 |
7.4% |
0.0048 |
0.4% |
57% |
False |
False |
22 |
| 80 |
1.2197 |
1.1270 |
0.0927 |
7.8% |
0.0045 |
0.4% |
60% |
False |
False |
16 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.9% |
0.0040 |
0.3% |
65% |
False |
False |
13 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
8.9% |
0.0039 |
0.3% |
65% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2232 |
|
2.618 |
1.2076 |
|
1.618 |
1.1981 |
|
1.000 |
1.1922 |
|
0.618 |
1.1885 |
|
HIGH |
1.1826 |
|
0.618 |
1.1790 |
|
0.500 |
1.1778 |
|
0.382 |
1.1767 |
|
LOW |
1.1731 |
|
0.618 |
1.1671 |
|
1.000 |
1.1635 |
|
1.618 |
1.1576 |
|
2.618 |
1.1480 |
|
4.250 |
1.1325 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1810 |
1.1816 |
| PP |
1.1794 |
1.1806 |
| S1 |
1.1778 |
1.1795 |
|