CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 08-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2024 |
08-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1546 |
1.1479 |
-0.0067 |
-0.6% |
1.1634 |
| High |
1.1558 |
1.1507 |
-0.0051 |
-0.4% |
1.1753 |
| Low |
1.1473 |
1.1457 |
-0.0016 |
-0.1% |
1.1572 |
| Close |
1.1483 |
1.1481 |
-0.0003 |
0.0% |
1.1592 |
| Range |
0.0085 |
0.0050 |
-0.0036 |
-41.8% |
0.0181 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
24,785 |
23,817 |
-968 |
-3.9% |
117,911 |
|
| Daily Pivots for day following 08-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1630 |
1.1605 |
1.1508 |
|
| R3 |
1.1580 |
1.1555 |
1.1494 |
|
| R2 |
1.1531 |
1.1531 |
1.1490 |
|
| R1 |
1.1506 |
1.1506 |
1.1485 |
1.1518 |
| PP |
1.1481 |
1.1481 |
1.1481 |
1.1488 |
| S1 |
1.1456 |
1.1456 |
1.1476 |
1.1469 |
| S2 |
1.1432 |
1.1432 |
1.1471 |
|
| S3 |
1.1382 |
1.1407 |
1.1467 |
|
| S4 |
1.1333 |
1.1357 |
1.1453 |
|
|
| 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 |
1.1744 |
1.1457 |
0.0287 |
2.5% |
0.0089 |
0.8% |
8% |
False |
True |
23,121 |
| 10 |
1.1753 |
1.1457 |
0.0296 |
2.6% |
0.0087 |
0.8% |
8% |
False |
True |
23,143 |
| 20 |
1.1867 |
1.1457 |
0.0410 |
3.6% |
0.0090 |
0.8% |
6% |
False |
True |
22,951 |
| 40 |
1.2097 |
1.1457 |
0.0640 |
5.6% |
0.0097 |
0.8% |
4% |
False |
True |
23,710 |
| 60 |
1.2097 |
1.1205 |
0.0893 |
7.8% |
0.0087 |
0.8% |
31% |
False |
False |
16,112 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.2% |
0.0075 |
0.7% |
35% |
False |
False |
12,088 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.3% |
0.0069 |
0.6% |
42% |
False |
False |
9,676 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.3% |
0.0063 |
0.5% |
42% |
False |
False |
8,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1717 |
|
2.618 |
1.1636 |
|
1.618 |
1.1587 |
|
1.000 |
1.1556 |
|
0.618 |
1.1537 |
|
HIGH |
1.1507 |
|
0.618 |
1.1488 |
|
0.500 |
1.1482 |
|
0.382 |
1.1476 |
|
LOW |
1.1457 |
|
0.618 |
1.1426 |
|
1.000 |
1.1408 |
|
1.618 |
1.1377 |
|
2.618 |
1.1327 |
|
4.250 |
1.1247 |
|
|
| Fisher Pivots for day following 08-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1482 |
1.1507 |
| PP |
1.1481 |
1.1498 |
| S1 |
1.1481 |
1.1489 |
|