CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 08-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2024 |
08-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1657 |
1.1608 |
-0.0049 |
-0.4% |
1.1769 |
| High |
1.1657 |
1.1608 |
-0.0049 |
-0.4% |
1.1860 |
| Low |
1.1590 |
1.1570 |
-0.0020 |
-0.2% |
1.1688 |
| Close |
1.1594 |
1.1590 |
-0.0004 |
0.0% |
1.1704 |
| Range |
0.0067 |
0.0038 |
-0.0029 |
-43.3% |
0.0172 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
34 |
12 |
-22 |
-64.7% |
135 |
|
| Daily Pivots for day following 08-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1703 |
1.1685 |
1.1611 |
|
| R3 |
1.1665 |
1.1647 |
1.1600 |
|
| R2 |
1.1627 |
1.1627 |
1.1597 |
|
| R1 |
1.1609 |
1.1609 |
1.1593 |
1.1599 |
| PP |
1.1589 |
1.1589 |
1.1589 |
1.1585 |
| S1 |
1.1571 |
1.1571 |
1.1587 |
1.1561 |
| S2 |
1.1551 |
1.1551 |
1.1583 |
|
| S3 |
1.1513 |
1.1533 |
1.1580 |
|
| S4 |
1.1475 |
1.1495 |
1.1569 |
|
|
| 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 |
1.1570 |
0.0285 |
2.5% |
0.0073 |
0.6% |
7% |
False |
True |
54 |
| 10 |
1.1860 |
1.1570 |
0.0290 |
2.5% |
0.0072 |
0.6% |
7% |
False |
True |
31 |
| 20 |
1.1971 |
1.1570 |
0.0401 |
3.5% |
0.0066 |
0.6% |
5% |
False |
True |
32 |
| 40 |
1.2197 |
1.1570 |
0.0627 |
5.4% |
0.0066 |
0.6% |
3% |
False |
True |
38 |
| 60 |
1.2197 |
1.1341 |
0.0856 |
7.4% |
0.0053 |
0.5% |
29% |
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% |
42% |
False |
False |
16 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0040 |
0.3% |
42% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1770 |
|
2.618 |
1.1707 |
|
1.618 |
1.1669 |
|
1.000 |
1.1646 |
|
0.618 |
1.1631 |
|
HIGH |
1.1608 |
|
0.618 |
1.1593 |
|
0.500 |
1.1589 |
|
0.382 |
1.1585 |
|
LOW |
1.1570 |
|
0.618 |
1.1547 |
|
1.000 |
1.1532 |
|
1.618 |
1.1509 |
|
2.618 |
1.1471 |
|
4.250 |
1.1409 |
|
|
| Fisher Pivots for day following 08-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1590 |
1.1614 |
| PP |
1.1589 |
1.1606 |
| S1 |
1.1589 |
1.1598 |
|