CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1442 |
1.1503 |
0.0061 |
0.5% |
1.1572 |
| High |
1.1518 |
1.1515 |
-0.0003 |
0.0% |
1.1572 |
| Low |
1.1441 |
1.1461 |
0.0021 |
0.2% |
1.1408 |
| Close |
1.1512 |
1.1497 |
-0.0015 |
-0.1% |
1.1497 |
| Range |
0.0077 |
0.0054 |
-0.0023 |
-29.9% |
0.0164 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
59 |
31 |
-28 |
-47.5% |
340 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1653 |
1.1629 |
1.1526 |
|
| R3 |
1.1599 |
1.1575 |
1.1511 |
|
| R2 |
1.1545 |
1.1545 |
1.1506 |
|
| R1 |
1.1521 |
1.1521 |
1.1501 |
1.1506 |
| PP |
1.1491 |
1.1491 |
1.1491 |
1.1483 |
| S1 |
1.1467 |
1.1467 |
1.1492 |
1.1452 |
| S2 |
1.1437 |
1.1437 |
1.1487 |
|
| S3 |
1.1383 |
1.1413 |
1.1482 |
|
| S4 |
1.1329 |
1.1359 |
1.1467 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1984 |
1.1904 |
1.1587 |
|
| R3 |
1.1820 |
1.1740 |
1.1542 |
|
| R2 |
1.1656 |
1.1656 |
1.1527 |
|
| R1 |
1.1576 |
1.1576 |
1.1512 |
1.1534 |
| PP |
1.1492 |
1.1492 |
1.1492 |
1.1471 |
| S1 |
1.1412 |
1.1412 |
1.1481 |
1.1370 |
| S2 |
1.1328 |
1.1328 |
1.1466 |
|
| S3 |
1.1164 |
1.1248 |
1.1451 |
|
| S4 |
1.1000 |
1.1084 |
1.1406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1572 |
1.1408 |
0.0164 |
1.4% |
0.0063 |
0.5% |
54% |
False |
False |
68 |
| 10 |
1.1695 |
1.1408 |
0.0287 |
2.5% |
0.0055 |
0.5% |
31% |
False |
False |
54 |
| 20 |
1.1860 |
1.1408 |
0.0452 |
3.9% |
0.0060 |
0.5% |
20% |
False |
False |
37 |
| 40 |
1.2197 |
1.1408 |
0.0789 |
6.9% |
0.0064 |
0.6% |
11% |
False |
False |
29 |
| 60 |
1.2197 |
1.1408 |
0.0789 |
6.9% |
0.0058 |
0.5% |
11% |
False |
False |
32 |
| 80 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0048 |
0.4% |
24% |
False |
False |
24 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0047 |
0.4% |
33% |
False |
False |
20 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0041 |
0.4% |
33% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1745 |
|
2.618 |
1.1656 |
|
1.618 |
1.1602 |
|
1.000 |
1.1569 |
|
0.618 |
1.1548 |
|
HIGH |
1.1515 |
|
0.618 |
1.1494 |
|
0.500 |
1.1488 |
|
0.382 |
1.1482 |
|
LOW |
1.1461 |
|
0.618 |
1.1428 |
|
1.000 |
1.1407 |
|
1.618 |
1.1374 |
|
2.618 |
1.1320 |
|
4.250 |
1.1232 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1494 |
1.1485 |
| PP |
1.1491 |
1.1474 |
| S1 |
1.1488 |
1.1463 |
|