CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1507 |
1.1518 |
0.0011 |
0.1% |
1.1496 |
| High |
1.1518 |
1.1519 |
0.0001 |
0.0% |
1.1572 |
| Low |
1.1501 |
1.1481 |
-0.0021 |
-0.2% |
1.1468 |
| Close |
1.1504 |
1.1510 |
0.0006 |
0.0% |
1.1486 |
| Range |
0.0017 |
0.0039 |
0.0022 |
126.5% |
0.0104 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
31 |
64 |
33 |
106.5% |
147 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1619 |
1.1603 |
1.1531 |
|
| R3 |
1.1580 |
1.1564 |
1.1520 |
|
| R2 |
1.1542 |
1.1542 |
1.1517 |
|
| R1 |
1.1526 |
1.1526 |
1.1513 |
1.1514 |
| PP |
1.1503 |
1.1503 |
1.1503 |
1.1497 |
| S1 |
1.1487 |
1.1487 |
1.1506 |
1.1476 |
| S2 |
1.1465 |
1.1465 |
1.1502 |
|
| S3 |
1.1426 |
1.1449 |
1.1499 |
|
| S4 |
1.1388 |
1.1410 |
1.1488 |
|
|
| 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 |
1.1475 |
0.0097 |
0.8% |
0.0045 |
0.4% |
36% |
False |
False |
51 |
| 10 |
1.1572 |
1.1408 |
0.0164 |
1.4% |
0.0043 |
0.4% |
62% |
False |
False |
40 |
| 20 |
1.1860 |
1.1408 |
0.0452 |
3.9% |
0.0060 |
0.5% |
22% |
False |
False |
48 |
| 40 |
1.2030 |
1.1408 |
0.0622 |
5.4% |
0.0059 |
0.5% |
16% |
False |
False |
34 |
| 60 |
1.2197 |
1.1408 |
0.0789 |
6.9% |
0.0060 |
0.5% |
13% |
False |
False |
37 |
| 80 |
1.2197 |
1.1302 |
0.0895 |
7.8% |
0.0050 |
0.4% |
23% |
False |
False |
28 |
| 100 |
1.2197 |
1.1216 |
0.0981 |
8.5% |
0.0047 |
0.4% |
30% |
False |
False |
22 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0042 |
0.4% |
35% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1683 |
|
2.618 |
1.1620 |
|
1.618 |
1.1581 |
|
1.000 |
1.1558 |
|
0.618 |
1.1543 |
|
HIGH |
1.1519 |
|
0.618 |
1.1504 |
|
0.500 |
1.1500 |
|
0.382 |
1.1495 |
|
LOW |
1.1481 |
|
0.618 |
1.1457 |
|
1.000 |
1.1442 |
|
1.618 |
1.1418 |
|
2.618 |
1.1380 |
|
4.250 |
1.1317 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1506 |
1.1505 |
| PP |
1.1503 |
1.1501 |
| S1 |
1.1500 |
1.1497 |
|