CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1550 |
1.1436 |
-0.0115 |
-1.0% |
1.1687 |
| High |
1.1550 |
1.1442 |
-0.0109 |
-0.9% |
1.1695 |
| Low |
1.1413 |
1.1408 |
-0.0005 |
0.0% |
1.1567 |
| Close |
1.1413 |
1.1441 |
0.0028 |
0.2% |
1.1576 |
| Range |
0.0138 |
0.0034 |
-0.0104 |
-75.6% |
0.0128 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
221 |
17 |
-204 |
-92.3% |
201 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1531 |
1.1519 |
1.1459 |
|
| R3 |
1.1497 |
1.1486 |
1.1450 |
|
| R2 |
1.1464 |
1.1464 |
1.1447 |
|
| R1 |
1.1452 |
1.1452 |
1.1444 |
1.1458 |
| PP |
1.1430 |
1.1430 |
1.1430 |
1.1433 |
| S1 |
1.1419 |
1.1419 |
1.1437 |
1.1424 |
| S2 |
1.1397 |
1.1397 |
1.1434 |
|
| S3 |
1.1363 |
1.1385 |
1.1431 |
|
| S4 |
1.1330 |
1.1352 |
1.1422 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1997 |
1.1914 |
1.1646 |
|
| R3 |
1.1869 |
1.1786 |
1.1611 |
|
| R2 |
1.1741 |
1.1741 |
1.1599 |
|
| R1 |
1.1658 |
1.1658 |
1.1588 |
1.1636 |
| PP |
1.1613 |
1.1613 |
1.1613 |
1.1601 |
| S1 |
1.1530 |
1.1530 |
1.1564 |
1.1508 |
| S2 |
1.1485 |
1.1485 |
1.1553 |
|
| S3 |
1.1357 |
1.1402 |
1.1541 |
|
| S4 |
1.1229 |
1.1274 |
1.1506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1608 |
1.1408 |
0.0200 |
1.7% |
0.0052 |
0.5% |
16% |
False |
True |
58 |
| 10 |
1.1855 |
1.1408 |
0.0447 |
3.9% |
0.0068 |
0.6% |
7% |
False |
True |
55 |
| 20 |
1.1860 |
1.1408 |
0.0452 |
4.0% |
0.0059 |
0.5% |
7% |
False |
True |
34 |
| 40 |
1.2197 |
1.1408 |
0.0789 |
6.9% |
0.0063 |
0.5% |
4% |
False |
True |
27 |
| 60 |
1.2197 |
1.1408 |
0.0789 |
6.9% |
0.0056 |
0.5% |
4% |
False |
True |
31 |
| 80 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0047 |
0.4% |
18% |
False |
False |
23 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0046 |
0.4% |
28% |
False |
False |
19 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0041 |
0.4% |
28% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1584 |
|
2.618 |
1.1529 |
|
1.618 |
1.1496 |
|
1.000 |
1.1475 |
|
0.618 |
1.1462 |
|
HIGH |
1.1442 |
|
0.618 |
1.1429 |
|
0.500 |
1.1425 |
|
0.382 |
1.1421 |
|
LOW |
1.1408 |
|
0.618 |
1.1387 |
|
1.000 |
1.1375 |
|
1.618 |
1.1354 |
|
2.618 |
1.1320 |
|
4.250 |
1.1266 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1435 |
1.1490 |
| PP |
1.1430 |
1.1474 |
| S1 |
1.1425 |
1.1457 |
|