CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1704 |
1.1547 |
-0.0157 |
-1.3% |
1.1790 |
| High |
1.1704 |
1.1677 |
-0.0027 |
-0.2% |
1.1790 |
| Low |
1.1674 |
1.1543 |
-0.0131 |
-1.1% |
1.1678 |
| Close |
1.1674 |
1.1525 |
-0.0149 |
-1.3% |
1.1682 |
| Range |
0.0030 |
0.0134 |
0.0104 |
345.0% |
0.0113 |
| ATR |
0.0051 |
0.0057 |
0.0006 |
11.6% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
10 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1982 |
1.1887 |
1.1598 |
|
| R3 |
1.1848 |
1.1753 |
1.1561 |
|
| R2 |
1.1715 |
1.1715 |
1.1549 |
|
| R1 |
1.1620 |
1.1620 |
1.1537 |
1.1601 |
| PP |
1.1581 |
1.1581 |
1.1581 |
1.1572 |
| S1 |
1.1486 |
1.1486 |
1.1512 |
1.1467 |
| S2 |
1.1448 |
1.1448 |
1.1500 |
|
| S3 |
1.1314 |
1.1353 |
1.1488 |
|
| S4 |
1.1181 |
1.1219 |
1.1451 |
|
|
| 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 |
1.1706 |
1.1543 |
0.0163 |
1.4% |
0.0039 |
0.3% |
-11% |
False |
True |
|
| 10 |
1.1959 |
1.1543 |
0.0416 |
3.6% |
0.0045 |
0.4% |
-4% |
False |
True |
2 |
| 20 |
1.1959 |
1.1543 |
0.0416 |
3.6% |
0.0030 |
0.3% |
-4% |
False |
True |
1 |
| 40 |
1.2267 |
1.1543 |
0.0724 |
6.3% |
0.0036 |
0.3% |
-3% |
False |
True |
1 |
| 60 |
1.2267 |
1.1543 |
0.0724 |
6.3% |
0.0032 |
0.3% |
-3% |
False |
True |
|
| 80 |
1.2267 |
1.1380 |
0.0888 |
7.7% |
0.0029 |
0.3% |
16% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2244 |
|
2.618 |
1.2026 |
|
1.618 |
1.1893 |
|
1.000 |
1.1810 |
|
0.618 |
1.1759 |
|
HIGH |
1.1677 |
|
0.618 |
1.1626 |
|
0.500 |
1.1610 |
|
0.382 |
1.1594 |
|
LOW |
1.1543 |
|
0.618 |
1.1460 |
|
1.000 |
1.1410 |
|
1.618 |
1.1327 |
|
2.618 |
1.1193 |
|
4.250 |
1.0976 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1610 |
1.1625 |
| PP |
1.1581 |
1.1591 |
| S1 |
1.1553 |
1.1558 |
|