CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1436 |
1.1442 |
0.0007 |
0.1% |
1.1687 |
| High |
1.1442 |
1.1518 |
0.0076 |
0.7% |
1.1695 |
| Low |
1.1408 |
1.1441 |
0.0033 |
0.3% |
1.1567 |
| Close |
1.1441 |
1.1512 |
0.0071 |
0.6% |
1.1576 |
| Range |
0.0034 |
0.0077 |
0.0044 |
129.9% |
0.0128 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.7% |
0.0000 |
| Volume |
17 |
59 |
42 |
247.1% |
201 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1721 |
1.1693 |
1.1554 |
|
| R3 |
1.1644 |
1.1616 |
1.1533 |
|
| R2 |
1.1567 |
1.1567 |
1.1526 |
|
| R1 |
1.1539 |
1.1539 |
1.1519 |
1.1553 |
| PP |
1.1490 |
1.1490 |
1.1490 |
1.1497 |
| S1 |
1.1462 |
1.1462 |
1.1504 |
1.1476 |
| S2 |
1.1413 |
1.1413 |
1.1497 |
|
| S3 |
1.1336 |
1.1385 |
1.1490 |
|
| S4 |
1.1259 |
1.1308 |
1.1469 |
|
|
| 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 |
1.1605 |
1.1408 |
0.0197 |
1.7% |
0.0060 |
0.5% |
53% |
False |
False |
67 |
| 10 |
1.1855 |
1.1408 |
0.0447 |
3.9% |
0.0067 |
0.6% |
23% |
False |
False |
61 |
| 20 |
1.1860 |
1.1408 |
0.0452 |
3.9% |
0.0059 |
0.5% |
23% |
False |
False |
36 |
| 40 |
1.2197 |
1.1408 |
0.0789 |
6.8% |
0.0064 |
0.6% |
13% |
False |
False |
29 |
| 60 |
1.2197 |
1.1408 |
0.0789 |
6.8% |
0.0057 |
0.5% |
13% |
False |
False |
32 |
| 80 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0048 |
0.4% |
26% |
False |
False |
24 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0046 |
0.4% |
35% |
False |
False |
19 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0041 |
0.4% |
35% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1845 |
|
2.618 |
1.1719 |
|
1.618 |
1.1642 |
|
1.000 |
1.1595 |
|
0.618 |
1.1565 |
|
HIGH |
1.1518 |
|
0.618 |
1.1488 |
|
0.500 |
1.1479 |
|
0.382 |
1.1470 |
|
LOW |
1.1441 |
|
0.618 |
1.1393 |
|
1.000 |
1.1364 |
|
1.618 |
1.1316 |
|
2.618 |
1.1239 |
|
4.250 |
1.1113 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1501 |
1.1501 |
| PP |
1.1490 |
1.1490 |
| S1 |
1.1479 |
1.1479 |
|