CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1770 |
1.1836 |
0.0066 |
0.6% |
1.1769 |
| High |
1.1826 |
1.1855 |
0.0029 |
0.2% |
1.1860 |
| Low |
1.1731 |
1.1688 |
-0.0043 |
-0.4% |
1.1688 |
| Close |
1.1826 |
1.1704 |
-0.0122 |
-1.0% |
1.1704 |
| Range |
0.0096 |
0.0167 |
0.0072 |
74.9% |
0.0172 |
| ATR |
0.0074 |
0.0081 |
0.0007 |
9.0% |
0.0000 |
| Volume |
5 |
102 |
97 |
1,940.0% |
135 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2250 |
1.2144 |
1.1796 |
|
| R3 |
1.2083 |
1.1977 |
1.1750 |
|
| R2 |
1.1916 |
1.1916 |
1.1735 |
|
| R1 |
1.1810 |
1.1810 |
1.1719 |
1.1780 |
| PP |
1.1749 |
1.1749 |
1.1749 |
1.1734 |
| S1 |
1.1643 |
1.1643 |
1.1689 |
1.1613 |
| S2 |
1.1582 |
1.1582 |
1.1673 |
|
| S3 |
1.1415 |
1.1476 |
1.1658 |
|
| S4 |
1.1248 |
1.1309 |
1.1612 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2267 |
1.2157 |
1.1799 |
|
| R3 |
1.2095 |
1.1985 |
1.1751 |
|
| R2 |
1.1923 |
1.1923 |
1.1736 |
|
| R1 |
1.1813 |
1.1813 |
1.1720 |
1.1782 |
| PP |
1.1751 |
1.1751 |
1.1751 |
1.1735 |
| S1 |
1.1641 |
1.1641 |
1.1688 |
1.1610 |
| S2 |
1.1579 |
1.1579 |
1.1672 |
|
| S3 |
1.1407 |
1.1469 |
1.1657 |
|
| S4 |
1.1235 |
1.1297 |
1.1609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1860 |
1.1688 |
0.0172 |
1.5% |
0.0086 |
0.7% |
9% |
False |
True |
27 |
| 10 |
1.1860 |
1.1640 |
0.0220 |
1.9% |
0.0066 |
0.6% |
29% |
False |
False |
20 |
| 20 |
1.2022 |
1.1640 |
0.0382 |
3.3% |
0.0068 |
0.6% |
17% |
False |
False |
25 |
| 40 |
1.2197 |
1.1577 |
0.0620 |
5.3% |
0.0065 |
0.6% |
21% |
False |
False |
34 |
| 60 |
1.2197 |
1.1326 |
0.0871 |
7.4% |
0.0050 |
0.4% |
43% |
False |
False |
23 |
| 80 |
1.2197 |
1.1270 |
0.0927 |
7.9% |
0.0046 |
0.4% |
47% |
False |
False |
18 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0042 |
0.4% |
53% |
False |
False |
14 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0040 |
0.3% |
53% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2565 |
|
2.618 |
1.2292 |
|
1.618 |
1.2125 |
|
1.000 |
1.2022 |
|
0.618 |
1.1958 |
|
HIGH |
1.1855 |
|
0.618 |
1.1791 |
|
0.500 |
1.1772 |
|
0.382 |
1.1752 |
|
LOW |
1.1688 |
|
0.618 |
1.1585 |
|
1.000 |
1.1521 |
|
1.618 |
1.1418 |
|
2.618 |
1.1251 |
|
4.250 |
1.0978 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1772 |
1.1774 |
| PP |
1.1749 |
1.1751 |
| S1 |
1.1727 |
1.1727 |
|