CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1682 |
1.1704 |
0.0022 |
0.2% |
1.1790 |
| High |
1.1706 |
1.1704 |
-0.0003 |
0.0% |
1.1790 |
| Low |
1.1678 |
1.1674 |
-0.0004 |
0.0% |
1.1678 |
| Close |
1.1682 |
1.1674 |
-0.0008 |
-0.1% |
1.1682 |
| Range |
0.0029 |
0.0030 |
0.0002 |
5.3% |
0.0113 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
10 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1774 |
1.1754 |
1.1690 |
|
| R3 |
1.1744 |
1.1724 |
1.1682 |
|
| R2 |
1.1714 |
1.1714 |
1.1679 |
|
| R1 |
1.1694 |
1.1694 |
1.1676 |
1.1689 |
| PP |
1.1684 |
1.1684 |
1.1684 |
1.1681 |
| S1 |
1.1664 |
1.1664 |
1.1671 |
1.1659 |
| S2 |
1.1654 |
1.1654 |
1.1668 |
|
| S3 |
1.1624 |
1.1634 |
1.1665 |
|
| S4 |
1.1594 |
1.1604 |
1.1657 |
|
|
| 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 |
1.1754 |
1.1674 |
0.0080 |
0.7% |
0.0021 |
0.2% |
0% |
False |
True |
1 |
| 10 |
1.1959 |
1.1674 |
0.0286 |
2.4% |
0.0032 |
0.3% |
0% |
False |
True |
2 |
| 20 |
1.1959 |
1.1674 |
0.0286 |
2.4% |
0.0025 |
0.2% |
0% |
False |
True |
2 |
| 40 |
1.2267 |
1.1674 |
0.0594 |
5.1% |
0.0036 |
0.3% |
0% |
False |
True |
1 |
| 60 |
1.2267 |
1.1614 |
0.0653 |
5.6% |
0.0030 |
0.3% |
9% |
False |
False |
|
| 80 |
1.2267 |
1.1380 |
0.0888 |
7.6% |
0.0028 |
0.2% |
33% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1831 |
|
2.618 |
1.1782 |
|
1.618 |
1.1752 |
|
1.000 |
1.1734 |
|
0.618 |
1.1722 |
|
HIGH |
1.1704 |
|
0.618 |
1.1692 |
|
0.500 |
1.1689 |
|
0.382 |
1.1685 |
|
LOW |
1.1674 |
|
0.618 |
1.1655 |
|
1.000 |
1.1644 |
|
1.618 |
1.1625 |
|
2.618 |
1.1595 |
|
4.250 |
1.1546 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1689 |
1.1690 |
| PP |
1.1684 |
1.1684 |
| S1 |
1.1679 |
1.1679 |
|