CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1518 |
1.1516 |
-0.0003 |
0.0% |
1.1496 |
| High |
1.1519 |
1.1522 |
0.0003 |
0.0% |
1.1572 |
| Low |
1.1481 |
1.1435 |
-0.0046 |
-0.4% |
1.1468 |
| Close |
1.1510 |
1.1437 |
-0.0073 |
-0.6% |
1.1486 |
| Range |
0.0039 |
0.0088 |
0.0049 |
127.3% |
0.0104 |
| ATR |
0.0058 |
0.0061 |
0.0002 |
3.5% |
0.0000 |
| Volume |
64 |
402 |
338 |
528.1% |
147 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1727 |
1.1670 |
1.1485 |
|
| R3 |
1.1640 |
1.1582 |
1.1461 |
|
| R2 |
1.1552 |
1.1552 |
1.1453 |
|
| R1 |
1.1495 |
1.1495 |
1.1445 |
1.1480 |
| PP |
1.1465 |
1.1465 |
1.1465 |
1.1457 |
| S1 |
1.1407 |
1.1407 |
1.1429 |
1.1392 |
| S2 |
1.1377 |
1.1377 |
1.1421 |
|
| S3 |
1.1290 |
1.1320 |
1.1413 |
|
| S4 |
1.1202 |
1.1232 |
1.1389 |
|
|
| 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 |
1.1525 |
1.1435 |
0.0091 |
0.8% |
0.0044 |
0.4% |
3% |
False |
True |
114 |
| 10 |
1.1572 |
1.1435 |
0.0138 |
1.2% |
0.0049 |
0.4% |
2% |
False |
True |
78 |
| 20 |
1.1855 |
1.1408 |
0.0447 |
3.9% |
0.0059 |
0.5% |
6% |
False |
False |
67 |
| 40 |
1.2022 |
1.1408 |
0.0614 |
5.4% |
0.0059 |
0.5% |
5% |
False |
False |
44 |
| 60 |
1.2197 |
1.1408 |
0.0789 |
6.9% |
0.0060 |
0.5% |
4% |
False |
False |
44 |
| 80 |
1.2197 |
1.1302 |
0.0895 |
7.8% |
0.0051 |
0.4% |
15% |
False |
False |
33 |
| 100 |
1.2197 |
1.1216 |
0.0981 |
8.6% |
0.0048 |
0.4% |
23% |
False |
False |
26 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0043 |
0.4% |
28% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1894 |
|
2.618 |
1.1751 |
|
1.618 |
1.1664 |
|
1.000 |
1.1610 |
|
0.618 |
1.1576 |
|
HIGH |
1.1522 |
|
0.618 |
1.1489 |
|
0.500 |
1.1478 |
|
0.382 |
1.1468 |
|
LOW |
1.1435 |
|
0.618 |
1.1380 |
|
1.000 |
1.1347 |
|
1.618 |
1.1293 |
|
2.618 |
1.1205 |
|
4.250 |
1.1063 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1478 |
1.1478 |
| PP |
1.1465 |
1.1465 |
| S1 |
1.1451 |
1.1451 |
|