CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 08-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2024 |
08-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
1.1700 |
1.1695 |
-0.0006 |
0.0% |
1.1865 |
High |
1.1700 |
1.1695 |
-0.0006 |
0.0% |
1.1959 |
Low |
1.1698 |
1.1695 |
-0.0003 |
0.0% |
1.1798 |
Close |
1.1698 |
1.1695 |
-0.0003 |
0.0% |
1.1810 |
Range |
0.0003 |
0.0000 |
-0.0003 |
-100.0% |
0.0161 |
ATR |
0.0058 |
0.0054 |
-0.0004 |
-6.8% |
0.0000 |
Volume |
1 |
0 |
-1 |
-100.0% |
14 |
|
Daily Pivots for day following 08-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1695 |
1.1695 |
1.1695 |
|
R3 |
1.1695 |
1.1695 |
1.1695 |
|
R2 |
1.1695 |
1.1695 |
1.1695 |
|
R1 |
1.1695 |
1.1695 |
1.1695 |
1.1695 |
PP |
1.1695 |
1.1695 |
1.1695 |
1.1695 |
S1 |
1.1695 |
1.1695 |
1.1695 |
1.1695 |
S2 |
1.1695 |
1.1695 |
1.1695 |
|
S3 |
1.1695 |
1.1695 |
1.1695 |
|
S4 |
1.1695 |
1.1695 |
1.1695 |
|
|
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 |
1.1695 |
0.0265 |
2.3% |
0.0051 |
0.4% |
0% |
False |
True |
4 |
10 |
1.1959 |
1.1695 |
0.0265 |
2.3% |
0.0034 |
0.3% |
0% |
False |
True |
2 |
20 |
1.2039 |
1.1695 |
0.0344 |
2.9% |
0.0024 |
0.2% |
0% |
False |
True |
2 |
40 |
1.2267 |
1.1695 |
0.0573 |
4.9% |
0.0035 |
0.3% |
0% |
False |
True |
1 |
60 |
1.2267 |
1.1467 |
0.0801 |
6.8% |
0.0029 |
0.2% |
28% |
False |
False |
|
80 |
1.2267 |
1.1380 |
0.0888 |
7.6% |
0.0028 |
0.2% |
35% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1695 |
2.618 |
1.1695 |
1.618 |
1.1695 |
1.000 |
1.1695 |
0.618 |
1.1695 |
HIGH |
1.1695 |
0.618 |
1.1695 |
0.500 |
1.1695 |
0.382 |
1.1695 |
LOW |
1.1695 |
0.618 |
1.1695 |
1.000 |
1.1695 |
1.618 |
1.1695 |
2.618 |
1.1695 |
4.250 |
1.1695 |
|
|
Fisher Pivots for day following 08-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1695 |
1.1724 |
PP |
1.1695 |
1.1714 |
S1 |
1.1695 |
1.1704 |
|