CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1627 |
1.1550 |
-0.0077 |
-0.7% |
1.1615 |
| High |
1.1627 |
1.1550 |
-0.0077 |
-0.7% |
1.1640 |
| Low |
1.1622 |
1.1549 |
-0.0073 |
-0.6% |
1.1597 |
| Close |
1.1622 |
1.1549 |
-0.0073 |
-0.6% |
1.1599 |
| Range |
0.0006 |
0.0002 |
-0.0004 |
-72.7% |
0.0043 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
5.7% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1554 |
1.1553 |
1.1549 |
|
| R3 |
1.1552 |
1.1551 |
1.1549 |
|
| R2 |
1.1551 |
1.1551 |
1.1549 |
|
| R1 |
1.1550 |
1.1550 |
1.1549 |
1.1549 |
| PP |
1.1549 |
1.1549 |
1.1549 |
1.1549 |
| S1 |
1.1548 |
1.1548 |
1.1548 |
1.1548 |
| S2 |
1.1548 |
1.1548 |
1.1548 |
|
| S3 |
1.1546 |
1.1547 |
1.1548 |
|
| S4 |
1.1545 |
1.1545 |
1.1548 |
|
|
| 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 |
1.1627 |
1.1549 |
0.0079 |
0.7% |
0.0001 |
0.0% |
0% |
False |
True |
|
| 10 |
1.1641 |
1.1549 |
0.0092 |
0.8% |
0.0016 |
0.1% |
0% |
False |
True |
1 |
| 20 |
1.1959 |
1.1524 |
0.0436 |
3.8% |
0.0032 |
0.3% |
6% |
False |
False |
2 |
| 40 |
1.2124 |
1.1524 |
0.0601 |
5.2% |
0.0030 |
0.3% |
4% |
False |
False |
1 |
| 60 |
1.2267 |
1.1524 |
0.0744 |
6.4% |
0.0032 |
0.3% |
3% |
False |
False |
1 |
| 80 |
1.2267 |
1.1411 |
0.0856 |
7.4% |
0.0029 |
0.2% |
16% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1556 |
|
2.618 |
1.1554 |
|
1.618 |
1.1552 |
|
1.000 |
1.1552 |
|
0.618 |
1.1551 |
|
HIGH |
1.1550 |
|
0.618 |
1.1549 |
|
0.500 |
1.1549 |
|
0.382 |
1.1549 |
|
LOW |
1.1549 |
|
0.618 |
1.1548 |
|
1.000 |
1.1547 |
|
1.618 |
1.1546 |
|
2.618 |
1.1545 |
|
4.250 |
1.1542 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1549 |
1.1588 |
| PP |
1.1549 |
1.1575 |
| S1 |
1.1549 |
1.1562 |
|