CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 01-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
1.1896 |
1.1930 |
0.0035 |
0.3% |
1.1788 |
High |
1.1896 |
1.1930 |
0.0035 |
0.3% |
1.1876 |
Low |
1.1896 |
1.1930 |
0.0035 |
0.3% |
1.1757 |
Close |
1.1896 |
1.1930 |
0.0035 |
0.3% |
1.1844 |
Range |
|
|
|
|
|
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1930 |
1.1930 |
1.1930 |
|
R3 |
1.1930 |
1.1930 |
1.1930 |
|
R2 |
1.1930 |
1.1930 |
1.1930 |
|
R1 |
1.1930 |
1.1930 |
1.1930 |
1.1930 |
PP |
1.1930 |
1.1930 |
1.1930 |
1.1930 |
S1 |
1.1930 |
1.1930 |
1.1930 |
1.1930 |
S2 |
1.1930 |
1.1930 |
1.1930 |
|
S3 |
1.1930 |
1.1930 |
1.1930 |
|
S4 |
1.1930 |
1.1930 |
1.1930 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2183 |
1.2132 |
1.1909 |
|
R3 |
1.2064 |
1.2013 |
1.1877 |
|
R2 |
1.1945 |
1.1945 |
1.1866 |
|
R1 |
1.1894 |
1.1894 |
1.1855 |
1.1920 |
PP |
1.1826 |
1.1826 |
1.1826 |
1.1838 |
S1 |
1.1775 |
1.1775 |
1.1833 |
1.1801 |
S2 |
1.1707 |
1.1707 |
1.1822 |
|
S3 |
1.1588 |
1.1656 |
1.1811 |
|
S4 |
1.1469 |
1.1537 |
1.1779 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1930 |
1.1790 |
0.0141 |
1.2% |
0.0017 |
0.1% |
100% |
True |
False |
|
10 |
1.1930 |
1.1757 |
0.0173 |
1.5% |
0.0011 |
0.1% |
100% |
True |
False |
|
20 |
1.2124 |
1.1757 |
0.0367 |
3.1% |
0.0024 |
0.2% |
47% |
False |
False |
1 |
40 |
1.2267 |
1.1688 |
0.0580 |
4.9% |
0.0032 |
0.3% |
42% |
False |
False |
|
60 |
1.2267 |
1.1435 |
0.0833 |
7.0% |
0.0026 |
0.2% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1930 |
2.618 |
1.1930 |
1.618 |
1.1930 |
1.000 |
1.1930 |
0.618 |
1.1930 |
HIGH |
1.1930 |
0.618 |
1.1930 |
0.500 |
1.1930 |
0.382 |
1.1930 |
LOW |
1.1930 |
0.618 |
1.1930 |
1.000 |
1.1930 |
1.618 |
1.1930 |
2.618 |
1.1930 |
4.250 |
1.1930 |
|
|
Fisher Pivots for day following 01-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1930 |
1.1922 |
PP |
1.1930 |
1.1913 |
S1 |
1.1930 |
1.1905 |
|