CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1389 |
1.1405 |
0.0017 |
0.1% |
1.1381 |
| High |
1.1408 |
1.1407 |
-0.0001 |
0.0% |
1.1469 |
| Low |
1.1374 |
1.1366 |
-0.0008 |
-0.1% |
1.1346 |
| Close |
1.1391 |
1.1397 |
0.0006 |
0.0% |
1.1374 |
| Range |
0.0034 |
0.0041 |
0.0007 |
20.6% |
0.0123 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
19,605 |
17,998 |
-1,607 |
-8.2% |
87,041 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1513 |
1.1496 |
1.1419 |
|
| R3 |
1.1472 |
1.1455 |
1.1408 |
|
| R2 |
1.1431 |
1.1431 |
1.1404 |
|
| R1 |
1.1414 |
1.1414 |
1.1400 |
1.1402 |
| PP |
1.1390 |
1.1390 |
1.1390 |
1.1384 |
| S1 |
1.1373 |
1.1373 |
1.1393 |
1.1361 |
| S2 |
1.1349 |
1.1349 |
1.1389 |
|
| S3 |
1.1308 |
1.1332 |
1.1385 |
|
| S4 |
1.1267 |
1.1291 |
1.1374 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1765 |
1.1693 |
1.1442 |
|
| R3 |
1.1642 |
1.1570 |
1.1408 |
|
| R2 |
1.1519 |
1.1519 |
1.1397 |
|
| R1 |
1.1447 |
1.1447 |
1.1385 |
1.1421 |
| PP |
1.1396 |
1.1396 |
1.1396 |
1.1383 |
| S1 |
1.1324 |
1.1324 |
1.1363 |
1.1298 |
| S2 |
1.1273 |
1.1273 |
1.1351 |
|
| S3 |
1.1150 |
1.1201 |
1.1340 |
|
| S4 |
1.1027 |
1.1078 |
1.1306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1469 |
1.1360 |
0.0109 |
1.0% |
0.0055 |
0.5% |
34% |
False |
False |
19,586 |
| 10 |
1.1469 |
1.1293 |
0.0176 |
1.5% |
0.0059 |
0.5% |
59% |
False |
False |
21,021 |
| 20 |
1.1753 |
1.1293 |
0.0460 |
4.0% |
0.0076 |
0.7% |
23% |
False |
False |
23,401 |
| 40 |
1.1991 |
1.1293 |
0.0699 |
6.1% |
0.0084 |
0.7% |
15% |
False |
False |
22,364 |
| 60 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0088 |
0.8% |
13% |
False |
False |
20,972 |
| 80 |
1.2097 |
1.1186 |
0.0911 |
8.0% |
0.0080 |
0.7% |
23% |
False |
False |
15,749 |
| 100 |
1.2097 |
1.1101 |
0.0996 |
8.7% |
0.0072 |
0.6% |
30% |
False |
False |
12,602 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0066 |
0.6% |
34% |
False |
False |
10,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1581 |
|
2.618 |
1.1514 |
|
1.618 |
1.1473 |
|
1.000 |
1.1448 |
|
0.618 |
1.1432 |
|
HIGH |
1.1407 |
|
0.618 |
1.1391 |
|
0.500 |
1.1386 |
|
0.382 |
1.1381 |
|
LOW |
1.1366 |
|
0.618 |
1.1340 |
|
1.000 |
1.1325 |
|
1.618 |
1.1299 |
|
2.618 |
1.1258 |
|
4.250 |
1.1191 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1393 |
1.1392 |
| PP |
1.1390 |
1.1388 |
| S1 |
1.1386 |
1.1384 |
|