CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1602 |
1.1609 |
0.0008 |
0.1% |
1.1704 |
| High |
1.1641 |
1.1622 |
-0.0019 |
-0.2% |
1.1704 |
| Low |
1.1602 |
1.1580 |
-0.0022 |
-0.2% |
1.1524 |
| Close |
1.1624 |
1.1609 |
-0.0015 |
-0.1% |
1.1609 |
| Range |
0.0039 |
0.0043 |
0.0004 |
9.0% |
0.0180 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
9 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1731 |
1.1713 |
1.1632 |
|
| R3 |
1.1689 |
1.1670 |
1.1621 |
|
| R2 |
1.1646 |
1.1646 |
1.1617 |
|
| R1 |
1.1628 |
1.1628 |
1.1613 |
1.1630 |
| PP |
1.1604 |
1.1604 |
1.1604 |
1.1605 |
| S1 |
1.1585 |
1.1585 |
1.1605 |
1.1588 |
| S2 |
1.1561 |
1.1561 |
1.1601 |
|
| S3 |
1.1519 |
1.1543 |
1.1597 |
|
| S4 |
1.1476 |
1.1500 |
1.1586 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2152 |
1.2061 |
1.1708 |
|
| R3 |
1.1972 |
1.1881 |
1.1659 |
|
| R2 |
1.1792 |
1.1792 |
1.1642 |
|
| R1 |
1.1701 |
1.1701 |
1.1626 |
1.1656 |
| PP |
1.1612 |
1.1612 |
1.1612 |
1.1590 |
| S1 |
1.1521 |
1.1521 |
1.1593 |
1.1476 |
| S2 |
1.1432 |
1.1432 |
1.1576 |
|
| S3 |
1.1252 |
1.1341 |
1.1560 |
|
| S4 |
1.1072 |
1.1161 |
1.1510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1704 |
1.1524 |
0.0180 |
1.6% |
0.0056 |
0.5% |
48% |
False |
False |
1 |
| 10 |
1.1790 |
1.1524 |
0.0267 |
2.3% |
0.0041 |
0.4% |
32% |
False |
False |
1 |
| 20 |
1.1959 |
1.1524 |
0.0436 |
3.8% |
0.0033 |
0.3% |
20% |
False |
False |
1 |
| 40 |
1.2267 |
1.1524 |
0.0744 |
6.4% |
0.0038 |
0.3% |
11% |
False |
False |
1 |
| 60 |
1.2267 |
1.1524 |
0.0744 |
6.4% |
0.0033 |
0.3% |
11% |
False |
False |
1 |
| 80 |
1.2267 |
1.1380 |
0.0888 |
7.6% |
0.0030 |
0.3% |
26% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1803 |
|
2.618 |
1.1733 |
|
1.618 |
1.1691 |
|
1.000 |
1.1665 |
|
0.618 |
1.1648 |
|
HIGH |
1.1622 |
|
0.618 |
1.1606 |
|
0.500 |
1.1601 |
|
0.382 |
1.1596 |
|
LOW |
1.1580 |
|
0.618 |
1.1553 |
|
1.000 |
1.1537 |
|
1.618 |
1.1511 |
|
2.618 |
1.1468 |
|
4.250 |
1.1399 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1606 |
1.1600 |
| PP |
1.1604 |
1.1591 |
| S1 |
1.1601 |
1.1582 |
|