CME Swiss Franc Future March 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 |
1.1405 |
1.1399 |
-0.0007 |
-0.1% |
1.1381 |
| High |
1.1407 |
1.1409 |
0.0003 |
0.0% |
1.1469 |
| Low |
1.1366 |
1.1322 |
-0.0044 |
-0.4% |
1.1346 |
| Close |
1.1397 |
1.1324 |
-0.0073 |
-0.6% |
1.1374 |
| Range |
0.0041 |
0.0088 |
0.0047 |
113.4% |
0.0123 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.5% |
0.0000 |
| Volume |
17,998 |
42,169 |
24,171 |
134.3% |
87,041 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1614 |
1.1556 |
1.1372 |
|
| R3 |
1.1526 |
1.1469 |
1.1348 |
|
| R2 |
1.1439 |
1.1439 |
1.1340 |
|
| R1 |
1.1381 |
1.1381 |
1.1332 |
1.1366 |
| PP |
1.1351 |
1.1351 |
1.1351 |
1.1344 |
| S1 |
1.1294 |
1.1294 |
1.1315 |
1.1279 |
| S2 |
1.1264 |
1.1264 |
1.1307 |
|
| S3 |
1.1176 |
1.1206 |
1.1299 |
|
| S4 |
1.1089 |
1.1119 |
1.1275 |
|
|
| 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 |
1.1414 |
1.1322 |
0.0093 |
0.8% |
0.0051 |
0.5% |
2% |
False |
True |
22,477 |
| 10 |
1.1469 |
1.1322 |
0.0147 |
1.3% |
0.0063 |
0.6% |
1% |
False |
True |
22,657 |
| 20 |
1.1744 |
1.1293 |
0.0452 |
4.0% |
0.0074 |
0.7% |
7% |
False |
False |
23,578 |
| 40 |
1.1916 |
1.1293 |
0.0623 |
5.5% |
0.0082 |
0.7% |
5% |
False |
False |
22,825 |
| 60 |
1.2097 |
1.1293 |
0.0805 |
7.1% |
0.0088 |
0.8% |
4% |
False |
False |
21,667 |
| 80 |
1.2097 |
1.1186 |
0.0911 |
8.0% |
0.0080 |
0.7% |
15% |
False |
False |
16,276 |
| 100 |
1.2097 |
1.1101 |
0.0996 |
8.8% |
0.0073 |
0.6% |
22% |
False |
False |
13,024 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0067 |
0.6% |
28% |
False |
False |
10,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1781 |
|
2.618 |
1.1638 |
|
1.618 |
1.1551 |
|
1.000 |
1.1497 |
|
0.618 |
1.1463 |
|
HIGH |
1.1409 |
|
0.618 |
1.1376 |
|
0.500 |
1.1365 |
|
0.382 |
1.1355 |
|
LOW |
1.1322 |
|
0.618 |
1.1267 |
|
1.000 |
1.1234 |
|
1.618 |
1.1180 |
|
2.618 |
1.1092 |
|
4.250 |
1.0950 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1365 |
1.1365 |
| PP |
1.1351 |
1.1351 |
| S1 |
1.1337 |
1.1337 |
|