CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1510 |
1.1524 |
0.0014 |
0.1% |
1.1572 |
| High |
1.1510 |
1.1572 |
0.0063 |
0.5% |
1.1572 |
| Low |
1.1505 |
1.1483 |
-0.0023 |
-0.2% |
1.1408 |
| Close |
1.1510 |
1.1489 |
-0.0021 |
-0.2% |
1.1497 |
| Range |
0.0005 |
0.0090 |
0.0085 |
1,888.9% |
0.0164 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.8% |
0.0000 |
| Volume |
10 |
90 |
80 |
800.0% |
340 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1783 |
1.1725 |
1.1538 |
|
| R3 |
1.1693 |
1.1636 |
1.1513 |
|
| R2 |
1.1604 |
1.1604 |
1.1505 |
|
| R1 |
1.1546 |
1.1546 |
1.1497 |
1.1530 |
| PP |
1.1514 |
1.1514 |
1.1514 |
1.1506 |
| S1 |
1.1457 |
1.1457 |
1.1480 |
1.1441 |
| S2 |
1.1425 |
1.1425 |
1.1472 |
|
| S3 |
1.1335 |
1.1367 |
1.1464 |
|
| S4 |
1.1246 |
1.1278 |
1.1439 |
|
|
| 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 |
1.1441 |
0.0132 |
1.1% |
0.0053 |
0.5% |
37% |
True |
False |
42 |
| 10 |
1.1608 |
1.1408 |
0.0200 |
1.7% |
0.0052 |
0.5% |
40% |
False |
False |
50 |
| 20 |
1.1860 |
1.1408 |
0.0452 |
3.9% |
0.0063 |
0.5% |
18% |
False |
False |
40 |
| 40 |
1.2197 |
1.1408 |
0.0789 |
6.9% |
0.0063 |
0.5% |
10% |
False |
False |
31 |
| 60 |
1.2197 |
1.1408 |
0.0789 |
6.9% |
0.0060 |
0.5% |
10% |
False |
False |
34 |
| 80 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0049 |
0.4% |
24% |
False |
False |
26 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0048 |
0.4% |
33% |
False |
False |
21 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0042 |
0.4% |
33% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1952 |
|
2.618 |
1.1806 |
|
1.618 |
1.1717 |
|
1.000 |
1.1662 |
|
0.618 |
1.1627 |
|
HIGH |
1.1572 |
|
0.618 |
1.1538 |
|
0.500 |
1.1527 |
|
0.382 |
1.1517 |
|
LOW |
1.1483 |
|
0.618 |
1.1427 |
|
1.000 |
1.1393 |
|
1.618 |
1.1338 |
|
2.618 |
1.1248 |
|
4.250 |
1.1102 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1527 |
1.1520 |
| PP |
1.1514 |
1.1510 |
| S1 |
1.1501 |
1.1499 |
|