CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1608 |
1.1591 |
-0.0017 |
-0.1% |
1.1687 |
| High |
1.1608 |
1.1605 |
-0.0003 |
0.0% |
1.1695 |
| Low |
1.1570 |
1.1567 |
-0.0003 |
0.0% |
1.1567 |
| Close |
1.1590 |
1.1576 |
-0.0014 |
-0.1% |
1.1576 |
| Range |
0.0038 |
0.0038 |
0.0000 |
0.0% |
0.0128 |
| ATR |
0.0073 |
0.0071 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
12 |
29 |
17 |
141.7% |
201 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1697 |
1.1674 |
1.1597 |
|
| R3 |
1.1659 |
1.1636 |
1.1586 |
|
| R2 |
1.1621 |
1.1621 |
1.1583 |
|
| R1 |
1.1598 |
1.1598 |
1.1579 |
1.1591 |
| PP |
1.1583 |
1.1583 |
1.1583 |
1.1579 |
| S1 |
1.1560 |
1.1560 |
1.1573 |
1.1553 |
| S2 |
1.1545 |
1.1545 |
1.1569 |
|
| S3 |
1.1507 |
1.1522 |
1.1566 |
|
| S4 |
1.1469 |
1.1484 |
1.1555 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1997 |
1.1914 |
1.1646 |
|
| R3 |
1.1869 |
1.1786 |
1.1611 |
|
| R2 |
1.1741 |
1.1741 |
1.1599 |
|
| R1 |
1.1658 |
1.1658 |
1.1588 |
1.1636 |
| PP |
1.1613 |
1.1613 |
1.1613 |
1.1601 |
| S1 |
1.1530 |
1.1530 |
1.1564 |
1.1508 |
| S2 |
1.1485 |
1.1485 |
1.1553 |
|
| S3 |
1.1357 |
1.1402 |
1.1541 |
|
| S4 |
1.1229 |
1.1274 |
1.1506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1695 |
1.1567 |
0.0128 |
1.1% |
0.0048 |
0.4% |
7% |
False |
True |
40 |
| 10 |
1.1860 |
1.1567 |
0.0293 |
2.5% |
0.0067 |
0.6% |
3% |
False |
True |
33 |
| 20 |
1.1971 |
1.1567 |
0.0404 |
3.5% |
0.0063 |
0.5% |
2% |
False |
True |
32 |
| 40 |
1.2197 |
1.1567 |
0.0630 |
5.4% |
0.0066 |
0.6% |
1% |
False |
True |
38 |
| 60 |
1.2197 |
1.1508 |
0.0689 |
6.0% |
0.0053 |
0.5% |
10% |
False |
False |
27 |
| 80 |
1.2197 |
1.1270 |
0.0927 |
8.0% |
0.0046 |
0.4% |
33% |
False |
False |
20 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0044 |
0.4% |
41% |
False |
False |
16 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0040 |
0.3% |
41% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1767 |
|
2.618 |
1.1704 |
|
1.618 |
1.1666 |
|
1.000 |
1.1643 |
|
0.618 |
1.1628 |
|
HIGH |
1.1605 |
|
0.618 |
1.1590 |
|
0.500 |
1.1586 |
|
0.382 |
1.1582 |
|
LOW |
1.1567 |
|
0.618 |
1.1544 |
|
1.000 |
1.1529 |
|
1.618 |
1.1506 |
|
2.618 |
1.1468 |
|
4.250 |
1.1406 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1586 |
1.1612 |
| PP |
1.1583 |
1.1600 |
| S1 |
1.1579 |
1.1588 |
|