CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1836 |
1.1687 |
-0.0150 |
-1.3% |
1.1769 |
| High |
1.1855 |
1.1695 |
-0.0160 |
-1.3% |
1.1860 |
| Low |
1.1688 |
1.1640 |
-0.0048 |
-0.4% |
1.1688 |
| Close |
1.1704 |
1.1648 |
-0.0056 |
-0.5% |
1.1704 |
| Range |
0.0167 |
0.0055 |
-0.0112 |
-67.1% |
0.0172 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
102 |
87 |
-15 |
-14.7% |
135 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1826 |
1.1792 |
1.1678 |
|
| R3 |
1.1771 |
1.1737 |
1.1663 |
|
| R2 |
1.1716 |
1.1716 |
1.1658 |
|
| R1 |
1.1682 |
1.1682 |
1.1653 |
1.1672 |
| PP |
1.1661 |
1.1661 |
1.1661 |
1.1656 |
| S1 |
1.1627 |
1.1627 |
1.1643 |
1.1617 |
| S2 |
1.1606 |
1.1606 |
1.1638 |
|
| S3 |
1.1551 |
1.1572 |
1.1633 |
|
| S4 |
1.1496 |
1.1517 |
1.1618 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2267 |
1.2157 |
1.1799 |
|
| R3 |
1.2095 |
1.1985 |
1.1751 |
|
| R2 |
1.1923 |
1.1923 |
1.1736 |
|
| R1 |
1.1813 |
1.1813 |
1.1720 |
1.1782 |
| PP |
1.1751 |
1.1751 |
1.1751 |
1.1735 |
| S1 |
1.1641 |
1.1641 |
1.1688 |
1.1610 |
| S2 |
1.1579 |
1.1579 |
1.1672 |
|
| S3 |
1.1407 |
1.1469 |
1.1657 |
|
| S4 |
1.1235 |
1.1297 |
1.1609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1860 |
1.1640 |
0.0220 |
1.9% |
0.0089 |
0.8% |
4% |
False |
True |
44 |
| 10 |
1.1860 |
1.1640 |
0.0220 |
1.9% |
0.0070 |
0.6% |
4% |
False |
True |
28 |
| 20 |
1.2002 |
1.1640 |
0.0362 |
3.1% |
0.0064 |
0.5% |
2% |
False |
True |
29 |
| 40 |
1.2197 |
1.1577 |
0.0620 |
5.3% |
0.0066 |
0.6% |
11% |
False |
False |
36 |
| 60 |
1.2197 |
1.1326 |
0.0871 |
7.5% |
0.0051 |
0.4% |
37% |
False |
False |
25 |
| 80 |
1.2197 |
1.1270 |
0.0927 |
8.0% |
0.0046 |
0.4% |
41% |
False |
False |
19 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0042 |
0.4% |
48% |
False |
False |
15 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0040 |
0.3% |
48% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1929 |
|
2.618 |
1.1839 |
|
1.618 |
1.1784 |
|
1.000 |
1.1750 |
|
0.618 |
1.1729 |
|
HIGH |
1.1695 |
|
0.618 |
1.1674 |
|
0.500 |
1.1668 |
|
0.382 |
1.1661 |
|
LOW |
1.1640 |
|
0.618 |
1.1606 |
|
1.000 |
1.1585 |
|
1.618 |
1.1551 |
|
2.618 |
1.1496 |
|
4.250 |
1.1406 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1668 |
1.1748 |
| PP |
1.1661 |
1.1714 |
| S1 |
1.1655 |
1.1681 |
|