CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 07-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
1.1730 |
1.1700 |
-0.0030 |
-0.3% |
1.1865 |
High |
1.1754 |
1.1700 |
-0.0054 |
-0.5% |
1.1959 |
Low |
1.1710 |
1.1698 |
-0.0013 |
-0.1% |
1.1798 |
Close |
1.1754 |
1.1698 |
-0.0056 |
-0.5% |
1.1810 |
Range |
0.0044 |
0.0003 |
-0.0041 |
-94.3% |
0.0161 |
ATR |
0.0059 |
0.0058 |
0.0000 |
-0.3% |
0.0000 |
Volume |
3 |
1 |
-2 |
-66.7% |
14 |
|
Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1706 |
1.1704 |
1.1699 |
|
R3 |
1.1703 |
1.1702 |
1.1698 |
|
R2 |
1.1701 |
1.1701 |
1.1698 |
|
R1 |
1.1699 |
1.1699 |
1.1698 |
1.1699 |
PP |
1.1698 |
1.1698 |
1.1698 |
1.1698 |
S1 |
1.1697 |
1.1697 |
1.1697 |
1.1696 |
S2 |
1.1696 |
1.1696 |
1.1697 |
|
S3 |
1.1693 |
1.1694 |
1.1697 |
|
S4 |
1.1691 |
1.1692 |
1.1696 |
|
|
Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2339 |
1.2235 |
1.1898 |
|
R3 |
1.2178 |
1.2074 |
1.1854 |
|
R2 |
1.2017 |
1.2017 |
1.1839 |
|
R1 |
1.1913 |
1.1913 |
1.1824 |
1.1884 |
PP |
1.1856 |
1.1856 |
1.1856 |
1.1841 |
S1 |
1.1752 |
1.1752 |
1.1795 |
1.1723 |
S2 |
1.1695 |
1.1695 |
1.1780 |
|
S3 |
1.1534 |
1.1591 |
1.1765 |
|
S4 |
1.1373 |
1.1430 |
1.1721 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1959 |
1.1698 |
0.0262 |
2.2% |
0.0051 |
0.4% |
0% |
False |
True |
4 |
10 |
1.1959 |
1.1698 |
0.0262 |
2.2% |
0.0034 |
0.3% |
0% |
False |
True |
2 |
20 |
1.2047 |
1.1698 |
0.0349 |
3.0% |
0.0025 |
0.2% |
0% |
False |
True |
2 |
40 |
1.2267 |
1.1691 |
0.0576 |
4.9% |
0.0036 |
0.3% |
1% |
False |
False |
1 |
60 |
1.2267 |
1.1435 |
0.0833 |
7.1% |
0.0030 |
0.3% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1711 |
2.618 |
1.1707 |
1.618 |
1.1704 |
1.000 |
1.1703 |
0.618 |
1.1702 |
HIGH |
1.1700 |
0.618 |
1.1699 |
0.500 |
1.1699 |
0.382 |
1.1698 |
LOW |
1.1698 |
0.618 |
1.1696 |
1.000 |
1.1695 |
1.618 |
1.1693 |
2.618 |
1.1691 |
4.250 |
1.1687 |
|
|
Fisher Pivots for day following 07-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1699 |
1.1744 |
PP |
1.1698 |
1.1728 |
S1 |
1.1698 |
1.1713 |
|