CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1328 |
1.1399 |
0.0071 |
0.6% |
1.1472 |
| High |
1.1420 |
1.1404 |
-0.0016 |
-0.1% |
1.1501 |
| Low |
1.1323 |
1.1348 |
0.0025 |
0.2% |
1.1293 |
| Close |
1.1399 |
1.1385 |
-0.0015 |
-0.1% |
1.1385 |
| Range |
0.0097 |
0.0056 |
-0.0041 |
-42.0% |
0.0209 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
26,481 |
18,178 |
-8,303 |
-31.4% |
130,819 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1547 |
1.1522 |
1.1415 |
|
| R3 |
1.1491 |
1.1466 |
1.1400 |
|
| R2 |
1.1435 |
1.1435 |
1.1395 |
|
| R1 |
1.1410 |
1.1410 |
1.1390 |
1.1394 |
| PP |
1.1379 |
1.1379 |
1.1379 |
1.1371 |
| S1 |
1.1354 |
1.1354 |
1.1379 |
1.1338 |
| S2 |
1.1323 |
1.1323 |
1.1374 |
|
| S3 |
1.1267 |
1.1298 |
1.1369 |
|
| S4 |
1.1211 |
1.1242 |
1.1354 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2018 |
1.1910 |
1.1499 |
|
| R3 |
1.1810 |
1.1701 |
1.1442 |
|
| R2 |
1.1601 |
1.1601 |
1.1423 |
|
| R1 |
1.1493 |
1.1493 |
1.1404 |
1.1443 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1368 |
| S1 |
1.1284 |
1.1284 |
1.1365 |
1.1234 |
| S2 |
1.1184 |
1.1184 |
1.1346 |
|
| S3 |
1.0976 |
1.1076 |
1.1327 |
|
| S4 |
1.0767 |
1.0867 |
1.1270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1501 |
1.1293 |
0.0209 |
1.8% |
0.0085 |
0.7% |
44% |
False |
False |
26,163 |
| 10 |
1.1588 |
1.1293 |
0.0296 |
2.6% |
0.0074 |
0.6% |
31% |
False |
False |
24,167 |
| 20 |
1.1753 |
1.1293 |
0.0460 |
4.0% |
0.0085 |
0.7% |
20% |
False |
False |
23,369 |
| 40 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0094 |
0.8% |
11% |
False |
False |
23,500 |
| 60 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0088 |
0.8% |
11% |
False |
False |
18,662 |
| 80 |
1.2097 |
1.1150 |
0.0947 |
8.3% |
0.0079 |
0.7% |
25% |
False |
False |
14,005 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0072 |
0.6% |
33% |
False |
False |
11,206 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0065 |
0.6% |
33% |
False |
False |
9,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1642 |
|
2.618 |
1.1550 |
|
1.618 |
1.1494 |
|
1.000 |
1.1460 |
|
0.618 |
1.1438 |
|
HIGH |
1.1404 |
|
0.618 |
1.1382 |
|
0.500 |
1.1376 |
|
0.382 |
1.1369 |
|
LOW |
1.1348 |
|
0.618 |
1.1313 |
|
1.000 |
1.1292 |
|
1.618 |
1.1257 |
|
2.618 |
1.1201 |
|
4.250 |
1.1110 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1382 |
1.1375 |
| PP |
1.1379 |
1.1366 |
| S1 |
1.1376 |
1.1356 |
|