CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1695 |
1.1682 |
-0.0013 |
-0.1% |
1.1790 |
| High |
1.1695 |
1.1706 |
0.0012 |
0.1% |
1.1790 |
| Low |
1.1695 |
1.1678 |
-0.0017 |
-0.1% |
1.1678 |
| Close |
1.1695 |
1.1682 |
-0.0013 |
-0.1% |
1.1682 |
| Range |
0.0000 |
0.0029 |
0.0029 |
|
0.0113 |
| ATR |
0.0054 |
0.0053 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1774 |
1.1756 |
1.1697 |
|
| R3 |
1.1745 |
1.1728 |
1.1689 |
|
| R2 |
1.1717 |
1.1717 |
1.1687 |
|
| R1 |
1.1699 |
1.1699 |
1.1684 |
1.1696 |
| PP |
1.1688 |
1.1688 |
1.1688 |
1.1687 |
| S1 |
1.1671 |
1.1671 |
1.1679 |
1.1667 |
| S2 |
1.1660 |
1.1660 |
1.1676 |
|
| S3 |
1.1631 |
1.1642 |
1.1674 |
|
| S4 |
1.1603 |
1.1614 |
1.1666 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2054 |
1.1980 |
1.1743 |
|
| R3 |
1.1941 |
1.1868 |
1.1712 |
|
| R2 |
1.1829 |
1.1829 |
1.1702 |
|
| R1 |
1.1755 |
1.1755 |
1.1692 |
1.1736 |
| PP |
1.1716 |
1.1716 |
1.1716 |
1.1707 |
| S1 |
1.1643 |
1.1643 |
1.1671 |
1.1623 |
| S2 |
1.1604 |
1.1604 |
1.1661 |
|
| S3 |
1.1491 |
1.1530 |
1.1651 |
|
| S4 |
1.1379 |
1.1418 |
1.1620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1790 |
1.1678 |
0.0113 |
1.0% |
0.0025 |
0.2% |
4% |
False |
True |
2 |
| 10 |
1.1959 |
1.1678 |
0.0282 |
2.4% |
0.0029 |
0.2% |
1% |
False |
True |
2 |
| 20 |
1.2039 |
1.1678 |
0.0361 |
3.1% |
0.0025 |
0.2% |
1% |
False |
True |
2 |
| 40 |
1.2267 |
1.1678 |
0.0590 |
5.0% |
0.0035 |
0.3% |
1% |
False |
True |
1 |
| 60 |
1.2267 |
1.1614 |
0.0653 |
5.6% |
0.0030 |
0.3% |
10% |
False |
False |
|
| 80 |
1.2267 |
1.1380 |
0.0888 |
7.6% |
0.0028 |
0.2% |
34% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1827 |
|
2.618 |
1.1781 |
|
1.618 |
1.1752 |
|
1.000 |
1.1735 |
|
0.618 |
1.1724 |
|
HIGH |
1.1706 |
|
0.618 |
1.1695 |
|
0.500 |
1.1692 |
|
0.382 |
1.1688 |
|
LOW |
1.1678 |
|
0.618 |
1.1660 |
|
1.000 |
1.1649 |
|
1.618 |
1.1631 |
|
2.618 |
1.1603 |
|
4.250 |
1.1556 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1692 |
1.1692 |
| PP |
1.1688 |
1.1688 |
| S1 |
1.1685 |
1.1685 |
|