CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 21-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1496 |
1.1510 |
0.0014 |
0.1% |
1.1572 |
| High |
1.1509 |
1.1510 |
0.0001 |
0.0% |
1.1572 |
| Low |
1.1468 |
1.1505 |
0.0037 |
0.3% |
1.1408 |
| Close |
1.1486 |
1.1510 |
0.0024 |
0.2% |
1.1497 |
| Range |
0.0041 |
0.0005 |
-0.0036 |
-88.9% |
0.0164 |
| ATR |
0.0067 |
0.0064 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
24 |
10 |
-14 |
-58.3% |
340 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1520 |
1.1512 |
|
| R3 |
1.1517 |
1.1516 |
1.1511 |
|
| R2 |
1.1513 |
1.1513 |
1.1510 |
|
| R1 |
1.1511 |
1.1511 |
1.1510 |
1.1512 |
| PP |
1.1508 |
1.1508 |
1.1508 |
1.1508 |
| S1 |
1.1507 |
1.1507 |
1.1509 |
1.1507 |
| S2 |
1.1504 |
1.1504 |
1.1509 |
|
| S3 |
1.1499 |
1.1502 |
1.1508 |
|
| S4 |
1.1495 |
1.1498 |
1.1507 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1984 |
1.1904 |
1.1587 |
|
| R3 |
1.1820 |
1.1740 |
1.1542 |
|
| R2 |
1.1656 |
1.1656 |
1.1527 |
|
| R1 |
1.1576 |
1.1576 |
1.1512 |
1.1534 |
| PP |
1.1492 |
1.1492 |
1.1492 |
1.1471 |
| S1 |
1.1412 |
1.1412 |
1.1481 |
1.1370 |
| S2 |
1.1328 |
1.1328 |
1.1466 |
|
| S3 |
1.1164 |
1.1248 |
1.1451 |
|
| S4 |
1.1000 |
1.1084 |
1.1406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1518 |
1.1408 |
0.0110 |
1.0% |
0.0042 |
0.4% |
93% |
False |
False |
28 |
| 10 |
1.1657 |
1.1408 |
0.0249 |
2.2% |
0.0050 |
0.4% |
41% |
False |
False |
44 |
| 20 |
1.1860 |
1.1408 |
0.0452 |
3.9% |
0.0061 |
0.5% |
22% |
False |
False |
37 |
| 40 |
1.2197 |
1.1408 |
0.0789 |
6.9% |
0.0062 |
0.5% |
13% |
False |
False |
30 |
| 60 |
1.2197 |
1.1408 |
0.0789 |
6.9% |
0.0059 |
0.5% |
13% |
False |
False |
33 |
| 80 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0048 |
0.4% |
26% |
False |
False |
25 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0047 |
0.4% |
35% |
False |
False |
20 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0041 |
0.4% |
35% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1529 |
|
2.618 |
1.1521 |
|
1.618 |
1.1517 |
|
1.000 |
1.1514 |
|
0.618 |
1.1512 |
|
HIGH |
1.1510 |
|
0.618 |
1.1508 |
|
0.500 |
1.1507 |
|
0.382 |
1.1507 |
|
LOW |
1.1505 |
|
0.618 |
1.1502 |
|
1.000 |
1.1501 |
|
1.618 |
1.1498 |
|
2.618 |
1.1493 |
|
4.250 |
1.1486 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1509 |
1.1502 |
| PP |
1.1508 |
1.1495 |
| S1 |
1.1507 |
1.1488 |
|