CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 21-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
1.1615 |
1.1622 |
0.0007 |
0.1% |
1.1704 |
High |
1.1630 |
1.1622 |
-0.0008 |
-0.1% |
1.1704 |
Low |
1.1597 |
1.1622 |
0.0025 |
0.2% |
1.1524 |
Close |
1.1597 |
1.1622 |
0.0025 |
0.2% |
1.1609 |
Range |
0.0033 |
0.0000 |
-0.0033 |
-100.0% |
0.0180 |
ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
6 |
0 |
-6 |
-100.0% |
9 |
|
Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1622 |
1.1622 |
1.1622 |
|
R3 |
1.1622 |
1.1622 |
1.1622 |
|
R2 |
1.1622 |
1.1622 |
1.1622 |
|
R1 |
1.1622 |
1.1622 |
1.1622 |
1.1622 |
PP |
1.1622 |
1.1622 |
1.1622 |
1.1622 |
S1 |
1.1622 |
1.1622 |
1.1622 |
1.1622 |
S2 |
1.1622 |
1.1622 |
1.1622 |
|
S3 |
1.1622 |
1.1622 |
1.1622 |
|
S4 |
1.1622 |
1.1622 |
1.1622 |
|
|
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 |
1.1641 |
1.1524 |
0.0117 |
1.0% |
0.0030 |
0.3% |
84% |
False |
False |
2 |
10 |
1.1706 |
1.1524 |
0.0183 |
1.6% |
0.0035 |
0.3% |
54% |
False |
False |
1 |
20 |
1.1959 |
1.1524 |
0.0436 |
3.7% |
0.0034 |
0.3% |
23% |
False |
False |
1 |
40 |
1.2267 |
1.1524 |
0.0744 |
6.4% |
0.0038 |
0.3% |
13% |
False |
False |
1 |
60 |
1.2267 |
1.1524 |
0.0744 |
6.4% |
0.0034 |
0.3% |
13% |
False |
False |
1 |
80 |
1.2267 |
1.1380 |
0.0888 |
7.6% |
0.0029 |
0.3% |
27% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1622 |
2.618 |
1.1622 |
1.618 |
1.1622 |
1.000 |
1.1622 |
0.618 |
1.1622 |
HIGH |
1.1622 |
0.618 |
1.1622 |
0.500 |
1.1622 |
0.382 |
1.1622 |
LOW |
1.1622 |
0.618 |
1.1622 |
1.000 |
1.1622 |
1.618 |
1.1622 |
2.618 |
1.1622 |
4.250 |
1.1622 |
|
|
Fisher Pivots for day following 21-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1622 |
1.1616 |
PP |
1.1622 |
1.1611 |
S1 |
1.1622 |
1.1605 |
|