CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1572 |
1.1550 |
-0.0022 |
-0.2% |
1.1687 |
| High |
1.1572 |
1.1550 |
-0.0022 |
-0.2% |
1.1695 |
| Low |
1.1560 |
1.1413 |
-0.0148 |
-1.3% |
1.1567 |
| Close |
1.1568 |
1.1413 |
-0.0155 |
-1.3% |
1.1576 |
| Range |
0.0012 |
0.0138 |
0.0126 |
1,045.8% |
0.0128 |
| ATR |
0.0067 |
0.0073 |
0.0006 |
9.4% |
0.0000 |
| Volume |
12 |
221 |
209 |
1,741.7% |
201 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1871 |
1.1779 |
1.1488 |
|
| R3 |
1.1733 |
1.1642 |
1.1450 |
|
| R2 |
1.1596 |
1.1596 |
1.1438 |
|
| R1 |
1.1504 |
1.1504 |
1.1425 |
1.1481 |
| PP |
1.1458 |
1.1458 |
1.1458 |
1.1447 |
| S1 |
1.1367 |
1.1367 |
1.1400 |
1.1344 |
| S2 |
1.1321 |
1.1321 |
1.1387 |
|
| S3 |
1.1183 |
1.1229 |
1.1375 |
|
| S4 |
1.1046 |
1.1092 |
1.1337 |
|
|
| 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 |
1.1657 |
1.1413 |
0.0245 |
2.1% |
0.0059 |
0.5% |
0% |
False |
True |
61 |
| 10 |
1.1860 |
1.1413 |
0.0448 |
3.9% |
0.0077 |
0.7% |
0% |
False |
True |
56 |
| 20 |
1.1860 |
1.1413 |
0.0448 |
3.9% |
0.0062 |
0.5% |
0% |
False |
True |
38 |
| 40 |
1.2197 |
1.1413 |
0.0784 |
6.9% |
0.0064 |
0.6% |
0% |
False |
True |
27 |
| 60 |
1.2197 |
1.1413 |
0.0784 |
6.9% |
0.0056 |
0.5% |
0% |
False |
True |
30 |
| 80 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0047 |
0.4% |
15% |
False |
False |
23 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0045 |
0.4% |
25% |
False |
False |
19 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.2% |
0.0041 |
0.4% |
25% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2134 |
|
2.618 |
1.1910 |
|
1.618 |
1.1772 |
|
1.000 |
1.1688 |
|
0.618 |
1.1635 |
|
HIGH |
1.1550 |
|
0.618 |
1.1497 |
|
0.500 |
1.1481 |
|
0.382 |
1.1465 |
|
LOW |
1.1413 |
|
0.618 |
1.1328 |
|
1.000 |
1.1275 |
|
1.618 |
1.1190 |
|
2.618 |
1.1053 |
|
4.250 |
1.0828 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1481 |
1.1509 |
| PP |
1.1458 |
1.1477 |
| S1 |
1.1435 |
1.1445 |
|