CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1547 |
1.1532 |
-0.0015 |
-0.1% |
1.1790 |
| High |
1.1677 |
1.1561 |
-0.0116 |
-1.0% |
1.1790 |
| Low |
1.1543 |
1.1524 |
-0.0020 |
-0.2% |
1.1678 |
| Close |
1.1525 |
1.1552 |
0.0027 |
0.2% |
1.1682 |
| Range |
0.0134 |
0.0037 |
-0.0097 |
-72.3% |
0.0113 |
| ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
10 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1656 |
1.1641 |
1.1572 |
|
| R3 |
1.1619 |
1.1604 |
1.1562 |
|
| R2 |
1.1582 |
1.1582 |
1.1558 |
|
| R1 |
1.1567 |
1.1567 |
1.1555 |
1.1575 |
| PP |
1.1545 |
1.1545 |
1.1545 |
1.1549 |
| S1 |
1.1530 |
1.1530 |
1.1548 |
1.1538 |
| S2 |
1.1508 |
1.1508 |
1.1545 |
|
| S3 |
1.1471 |
1.1493 |
1.1541 |
|
| S4 |
1.1434 |
1.1456 |
1.1531 |
|
|
| 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 |
1.1524 |
0.0183 |
1.6% |
0.0046 |
0.4% |
15% |
False |
True |
|
| 10 |
1.1959 |
1.1524 |
0.0436 |
3.8% |
0.0049 |
0.4% |
6% |
False |
True |
2 |
| 20 |
1.1959 |
1.1524 |
0.0436 |
3.8% |
0.0030 |
0.3% |
6% |
False |
True |
1 |
| 40 |
1.2267 |
1.1524 |
0.0744 |
6.4% |
0.0036 |
0.3% |
4% |
False |
True |
1 |
| 60 |
1.2267 |
1.1524 |
0.0744 |
6.4% |
0.0033 |
0.3% |
4% |
False |
True |
|
| 80 |
1.2267 |
1.1380 |
0.0888 |
7.7% |
0.0030 |
0.3% |
19% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1718 |
|
2.618 |
1.1657 |
|
1.618 |
1.1620 |
|
1.000 |
1.1598 |
|
0.618 |
1.1583 |
|
HIGH |
1.1561 |
|
0.618 |
1.1546 |
|
0.500 |
1.1542 |
|
0.382 |
1.1538 |
|
LOW |
1.1524 |
|
0.618 |
1.1501 |
|
1.000 |
1.1487 |
|
1.618 |
1.1464 |
|
2.618 |
1.1427 |
|
4.250 |
1.1366 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1548 |
1.1614 |
| PP |
1.1545 |
1.1593 |
| S1 |
1.1542 |
1.1572 |
|