CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1687 |
1.1630 |
-0.0057 |
-0.5% |
1.1769 |
| High |
1.1695 |
1.1650 |
-0.0045 |
-0.4% |
1.1860 |
| Low |
1.1640 |
1.1610 |
-0.0030 |
-0.3% |
1.1688 |
| Close |
1.1648 |
1.1649 |
0.0001 |
0.0% |
1.1704 |
| Range |
0.0055 |
0.0040 |
-0.0015 |
-27.3% |
0.0172 |
| ATR |
0.0079 |
0.0077 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
87 |
39 |
-48 |
-55.2% |
135 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1756 |
1.1742 |
1.1671 |
|
| R3 |
1.1716 |
1.1702 |
1.1660 |
|
| R2 |
1.1676 |
1.1676 |
1.1656 |
|
| R1 |
1.1662 |
1.1662 |
1.1652 |
1.1669 |
| PP |
1.1636 |
1.1636 |
1.1636 |
1.1640 |
| S1 |
1.1622 |
1.1622 |
1.1645 |
1.1629 |
| S2 |
1.1596 |
1.1596 |
1.1641 |
|
| S3 |
1.1556 |
1.1582 |
1.1638 |
|
| S4 |
1.1516 |
1.1542 |
1.1627 |
|
|
| 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 |
1.1610 |
0.0250 |
2.1% |
0.0096 |
0.8% |
15% |
False |
True |
51 |
| 10 |
1.1860 |
1.1610 |
0.0250 |
2.1% |
0.0071 |
0.6% |
15% |
False |
True |
31 |
| 20 |
1.1971 |
1.1610 |
0.0361 |
3.1% |
0.0063 |
0.5% |
11% |
False |
True |
31 |
| 40 |
1.2197 |
1.1577 |
0.0620 |
5.3% |
0.0065 |
0.6% |
12% |
False |
False |
37 |
| 60 |
1.2197 |
1.1326 |
0.0871 |
7.5% |
0.0052 |
0.4% |
37% |
False |
False |
25 |
| 80 |
1.2197 |
1.1270 |
0.0927 |
8.0% |
0.0046 |
0.4% |
41% |
False |
False |
19 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0043 |
0.4% |
48% |
False |
False |
16 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0040 |
0.3% |
48% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1820 |
|
2.618 |
1.1755 |
|
1.618 |
1.1715 |
|
1.000 |
1.1690 |
|
0.618 |
1.1675 |
|
HIGH |
1.1650 |
|
0.618 |
1.1635 |
|
0.500 |
1.1630 |
|
0.382 |
1.1625 |
|
LOW |
1.1610 |
|
0.618 |
1.1585 |
|
1.000 |
1.1570 |
|
1.618 |
1.1545 |
|
2.618 |
1.1505 |
|
4.250 |
1.1440 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1642 |
1.1733 |
| PP |
1.1636 |
1.1705 |
| S1 |
1.1630 |
1.1677 |
|