CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1532 |
1.1602 |
0.0070 |
0.6% |
1.1790 |
| High |
1.1561 |
1.1641 |
0.0080 |
0.7% |
1.1790 |
| Low |
1.1524 |
1.1602 |
0.0078 |
0.7% |
1.1678 |
| Close |
1.1552 |
1.1624 |
0.0072 |
0.6% |
1.1682 |
| Range |
0.0037 |
0.0039 |
0.0002 |
5.4% |
0.0113 |
| ATR |
0.0055 |
0.0058 |
0.0002 |
4.3% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
10 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1739 |
1.1720 |
1.1645 |
|
| R3 |
1.1700 |
1.1681 |
1.1634 |
|
| R2 |
1.1661 |
1.1661 |
1.1631 |
|
| R1 |
1.1642 |
1.1642 |
1.1627 |
1.1652 |
| PP |
1.1622 |
1.1622 |
1.1622 |
1.1627 |
| S1 |
1.1603 |
1.1603 |
1.1620 |
1.1613 |
| S2 |
1.1583 |
1.1583 |
1.1616 |
|
| S3 |
1.1544 |
1.1564 |
1.1613 |
|
| S4 |
1.1505 |
1.1525 |
1.1602 |
|
|
| 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% |
0.0054 |
0.5% |
55% |
False |
False |
1 |
| 10 |
1.1959 |
1.1524 |
0.0436 |
3.7% |
0.0053 |
0.5% |
23% |
False |
False |
3 |
| 20 |
1.1959 |
1.1524 |
0.0436 |
3.7% |
0.0032 |
0.3% |
23% |
False |
False |
1 |
| 40 |
1.2267 |
1.1524 |
0.0744 |
6.4% |
0.0037 |
0.3% |
13% |
False |
False |
1 |
| 60 |
1.2267 |
1.1524 |
0.0744 |
6.4% |
0.0033 |
0.3% |
13% |
False |
False |
1 |
| 80 |
1.2267 |
1.1380 |
0.0888 |
7.6% |
0.0030 |
0.3% |
27% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1806 |
|
2.618 |
1.1743 |
|
1.618 |
1.1704 |
|
1.000 |
1.1680 |
|
0.618 |
1.1665 |
|
HIGH |
1.1641 |
|
0.618 |
1.1626 |
|
0.500 |
1.1621 |
|
0.382 |
1.1616 |
|
LOW |
1.1602 |
|
0.618 |
1.1577 |
|
1.000 |
1.1563 |
|
1.618 |
1.1538 |
|
2.618 |
1.1499 |
|
4.250 |
1.1436 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1623 |
1.1616 |
| PP |
1.1622 |
1.1608 |
| S1 |
1.1621 |
1.1600 |
|