CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 27-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
1.1604 |
1.1617 |
0.0014 |
0.1% |
1.1615 |
High |
1.1604 |
1.1617 |
0.0014 |
0.1% |
1.1640 |
Low |
1.1604 |
1.1617 |
0.0014 |
0.1% |
1.1597 |
Close |
1.1604 |
1.1617 |
0.0014 |
0.1% |
1.1599 |
Range |
|
|
|
|
|
ATR |
0.0045 |
0.0043 |
-0.0002 |
-5.0% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1617 |
1.1617 |
1.1617 |
|
R3 |
1.1617 |
1.1617 |
1.1617 |
|
R2 |
1.1617 |
1.1617 |
1.1617 |
|
R1 |
1.1617 |
1.1617 |
1.1617 |
1.1617 |
PP |
1.1617 |
1.1617 |
1.1617 |
1.1617 |
S1 |
1.1617 |
1.1617 |
1.1617 |
1.1617 |
S2 |
1.1617 |
1.1617 |
1.1617 |
|
S3 |
1.1617 |
1.1617 |
1.1617 |
|
S4 |
1.1617 |
1.1617 |
1.1617 |
|
|
Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1741 |
1.1713 |
1.1622 |
|
R3 |
1.1698 |
1.1670 |
1.1610 |
|
R2 |
1.1655 |
1.1655 |
1.1606 |
|
R1 |
1.1627 |
1.1627 |
1.1602 |
1.1619 |
PP |
1.1612 |
1.1612 |
1.1612 |
1.1608 |
S1 |
1.1584 |
1.1584 |
1.1595 |
1.1576 |
S2 |
1.1569 |
1.1569 |
1.1591 |
|
S3 |
1.1526 |
1.1541 |
1.1587 |
|
S4 |
1.1483 |
1.1498 |
1.1575 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1640 |
1.1599 |
0.0042 |
0.4% |
0.0008 |
0.1% |
45% |
False |
False |
|
10 |
1.1677 |
1.1524 |
0.0153 |
1.3% |
0.0032 |
0.3% |
61% |
False |
False |
1 |
20 |
1.1959 |
1.1524 |
0.0436 |
3.7% |
0.0032 |
0.3% |
21% |
False |
False |
2 |
40 |
1.2267 |
1.1524 |
0.0744 |
6.4% |
0.0032 |
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 |
1.1617 |
2.618 |
1.1617 |
1.618 |
1.1617 |
1.000 |
1.1617 |
0.618 |
1.1617 |
HIGH |
1.1617 |
0.618 |
1.1617 |
0.500 |
1.1617 |
0.382 |
1.1617 |
LOW |
1.1617 |
0.618 |
1.1617 |
1.000 |
1.1617 |
1.618 |
1.1617 |
2.618 |
1.1617 |
4.250 |
1.1617 |
|
|
Fisher Pivots for day following 27-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1617 |
1.1614 |
PP |
1.1617 |
1.1611 |
S1 |
1.1617 |
1.1608 |
|