CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 07-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1630 |
1.1657 |
0.0027 |
0.2% |
1.1769 |
| High |
1.1650 |
1.1657 |
0.0007 |
0.1% |
1.1860 |
| Low |
1.1610 |
1.1590 |
-0.0020 |
-0.2% |
1.1688 |
| Close |
1.1649 |
1.1594 |
-0.0055 |
-0.5% |
1.1704 |
| Range |
0.0040 |
0.0067 |
0.0027 |
67.5% |
0.0172 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
39 |
34 |
-5 |
-12.8% |
135 |
|
| Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1815 |
1.1771 |
1.1630 |
|
| R3 |
1.1748 |
1.1704 |
1.1612 |
|
| R2 |
1.1681 |
1.1681 |
1.1606 |
|
| R1 |
1.1637 |
1.1637 |
1.1600 |
1.1625 |
| PP |
1.1614 |
1.1614 |
1.1614 |
1.1608 |
| S1 |
1.1570 |
1.1570 |
1.1587 |
1.1558 |
| S2 |
1.1547 |
1.1547 |
1.1581 |
|
| S3 |
1.1480 |
1.1503 |
1.1575 |
|
| S4 |
1.1413 |
1.1436 |
1.1557 |
|
|
| 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 |
1.1855 |
1.1590 |
0.0265 |
2.3% |
0.0085 |
0.7% |
1% |
False |
True |
53 |
| 10 |
1.1860 |
1.1590 |
0.0270 |
2.3% |
0.0073 |
0.6% |
1% |
False |
True |
30 |
| 20 |
1.1971 |
1.1590 |
0.0381 |
3.3% |
0.0065 |
0.6% |
1% |
False |
True |
32 |
| 40 |
1.2197 |
1.1582 |
0.0615 |
5.3% |
0.0066 |
0.6% |
2% |
False |
False |
37 |
| 60 |
1.2197 |
1.1326 |
0.0871 |
7.5% |
0.0053 |
0.5% |
31% |
False |
False |
26 |
| 80 |
1.2197 |
1.1270 |
0.0927 |
8.0% |
0.0046 |
0.4% |
35% |
False |
False |
20 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0043 |
0.4% |
43% |
False |
False |
16 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0040 |
0.3% |
43% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1942 |
|
2.618 |
1.1832 |
|
1.618 |
1.1765 |
|
1.000 |
1.1724 |
|
0.618 |
1.1698 |
|
HIGH |
1.1657 |
|
0.618 |
1.1631 |
|
0.500 |
1.1624 |
|
0.382 |
1.1616 |
|
LOW |
1.1590 |
|
0.618 |
1.1549 |
|
1.000 |
1.1523 |
|
1.618 |
1.1482 |
|
2.618 |
1.1415 |
|
4.250 |
1.1305 |
|
|
| Fisher Pivots for day following 07-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1624 |
1.1643 |
| PP |
1.1614 |
1.1626 |
| S1 |
1.1604 |
1.1610 |
|