CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1660 |
1.1717 |
0.0057 |
0.5% |
1.1634 |
| High |
1.1722 |
1.1744 |
0.0022 |
0.2% |
1.1753 |
| Low |
1.1616 |
1.1572 |
-0.0044 |
-0.4% |
1.1572 |
| Close |
1.1715 |
1.1592 |
-0.0124 |
-1.1% |
1.1592 |
| Range |
0.0107 |
0.0173 |
0.0066 |
62.0% |
0.0181 |
| ATR |
0.0092 |
0.0098 |
0.0006 |
6.3% |
0.0000 |
| Volume |
20,671 |
27,313 |
6,642 |
32.1% |
117,911 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2153 |
1.2045 |
1.1686 |
|
| R3 |
1.1981 |
1.1872 |
1.1639 |
|
| R2 |
1.1808 |
1.1808 |
1.1623 |
|
| R1 |
1.1700 |
1.1700 |
1.1607 |
1.1668 |
| PP |
1.1636 |
1.1636 |
1.1636 |
1.1620 |
| S1 |
1.1527 |
1.1527 |
1.1576 |
1.1495 |
| S2 |
1.1463 |
1.1463 |
1.1560 |
|
| S3 |
1.1291 |
1.1355 |
1.1544 |
|
| S4 |
1.1118 |
1.1182 |
1.1497 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2182 |
1.2068 |
1.1691 |
|
| R3 |
1.2001 |
1.1887 |
1.1641 |
|
| R2 |
1.1820 |
1.1820 |
1.1625 |
|
| R1 |
1.1706 |
1.1706 |
1.1608 |
1.1672 |
| PP |
1.1639 |
1.1639 |
1.1639 |
1.1622 |
| S1 |
1.1525 |
1.1525 |
1.1575 |
1.1491 |
| S2 |
1.1458 |
1.1458 |
1.1558 |
|
| S3 |
1.1277 |
1.1344 |
1.1542 |
|
| S4 |
1.1096 |
1.1163 |
1.1492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1753 |
1.1572 |
0.0181 |
1.6% |
0.0102 |
0.9% |
11% |
False |
True |
23,582 |
| 10 |
1.1753 |
1.1523 |
0.0230 |
2.0% |
0.0096 |
0.8% |
30% |
False |
False |
22,571 |
| 20 |
1.1916 |
1.1523 |
0.0393 |
3.4% |
0.0096 |
0.8% |
18% |
False |
False |
21,871 |
| 40 |
1.2097 |
1.1459 |
0.0639 |
5.5% |
0.0097 |
0.8% |
21% |
False |
False |
21,835 |
| 60 |
1.2097 |
1.1205 |
0.0893 |
7.7% |
0.0085 |
0.7% |
43% |
False |
False |
14,642 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.2% |
0.0075 |
0.6% |
47% |
False |
False |
10,985 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0068 |
0.6% |
53% |
False |
False |
8,794 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0061 |
0.5% |
53% |
False |
False |
7,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2477 |
|
2.618 |
1.2196 |
|
1.618 |
1.2023 |
|
1.000 |
1.1917 |
|
0.618 |
1.1851 |
|
HIGH |
1.1744 |
|
0.618 |
1.1678 |
|
0.500 |
1.1658 |
|
0.382 |
1.1637 |
|
LOW |
1.1572 |
|
0.618 |
1.1465 |
|
1.000 |
1.1399 |
|
1.618 |
1.1292 |
|
2.618 |
1.1120 |
|
4.250 |
1.0838 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1658 |
1.1662 |
| PP |
1.1636 |
1.1639 |
| S1 |
1.1614 |
1.1615 |
|