CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1524 |
1.1494 |
-0.0030 |
-0.3% |
1.1496 |
| High |
1.1572 |
1.1525 |
-0.0047 |
-0.4% |
1.1572 |
| Low |
1.1483 |
1.1480 |
-0.0003 |
0.0% |
1.1468 |
| Close |
1.1489 |
1.1486 |
-0.0003 |
0.0% |
1.1486 |
| Range |
0.0090 |
0.0045 |
-0.0045 |
-49.7% |
0.0104 |
| ATR |
0.0066 |
0.0065 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
90 |
23 |
-67 |
-74.4% |
147 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1632 |
1.1604 |
1.1511 |
|
| R3 |
1.1587 |
1.1559 |
1.1498 |
|
| R2 |
1.1542 |
1.1542 |
1.1494 |
|
| R1 |
1.1514 |
1.1514 |
1.1490 |
1.1506 |
| PP |
1.1497 |
1.1497 |
1.1497 |
1.1493 |
| S1 |
1.1469 |
1.1469 |
1.1482 |
1.1461 |
| S2 |
1.1452 |
1.1452 |
1.1478 |
|
| S3 |
1.1407 |
1.1424 |
1.1474 |
|
| S4 |
1.1362 |
1.1379 |
1.1461 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1821 |
1.1757 |
1.1543 |
|
| R3 |
1.1717 |
1.1653 |
1.1515 |
|
| R2 |
1.1613 |
1.1613 |
1.1505 |
|
| R1 |
1.1549 |
1.1549 |
1.1496 |
1.1529 |
| PP |
1.1509 |
1.1509 |
1.1509 |
1.1499 |
| S1 |
1.1445 |
1.1445 |
1.1476 |
1.1425 |
| S2 |
1.1405 |
1.1405 |
1.1467 |
|
| S3 |
1.1301 |
1.1341 |
1.1457 |
|
| S4 |
1.1197 |
1.1237 |
1.1429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1572 |
1.1461 |
0.0111 |
1.0% |
0.0047 |
0.4% |
23% |
False |
False |
35 |
| 10 |
1.1605 |
1.1408 |
0.0197 |
1.7% |
0.0053 |
0.5% |
40% |
False |
False |
51 |
| 20 |
1.1860 |
1.1408 |
0.0452 |
3.9% |
0.0062 |
0.5% |
17% |
False |
False |
41 |
| 40 |
1.2197 |
1.1408 |
0.0789 |
6.9% |
0.0064 |
0.6% |
10% |
False |
False |
32 |
| 60 |
1.2197 |
1.1408 |
0.0789 |
6.9% |
0.0060 |
0.5% |
10% |
False |
False |
35 |
| 80 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0049 |
0.4% |
23% |
False |
False |
26 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0048 |
0.4% |
32% |
False |
False |
21 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0042 |
0.4% |
32% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1716 |
|
2.618 |
1.1643 |
|
1.618 |
1.1598 |
|
1.000 |
1.1570 |
|
0.618 |
1.1553 |
|
HIGH |
1.1525 |
|
0.618 |
1.1508 |
|
0.500 |
1.1503 |
|
0.382 |
1.1497 |
|
LOW |
1.1480 |
|
0.618 |
1.1452 |
|
1.000 |
1.1435 |
|
1.618 |
1.1407 |
|
2.618 |
1.1362 |
|
4.250 |
1.1289 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1503 |
1.1526 |
| PP |
1.1497 |
1.1513 |
| S1 |
1.1492 |
1.1499 |
|