CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1482 |
1.1507 |
0.0026 |
0.2% |
1.1496 |
| High |
1.1509 |
1.1518 |
0.0009 |
0.1% |
1.1572 |
| Low |
1.1475 |
1.1501 |
0.0026 |
0.2% |
1.1468 |
| Close |
1.1490 |
1.1504 |
0.0015 |
0.1% |
1.1486 |
| Range |
0.0034 |
0.0017 |
-0.0017 |
-50.0% |
0.0104 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
51 |
31 |
-20 |
-39.2% |
147 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1559 |
1.1548 |
1.1513 |
|
| R3 |
1.1542 |
1.1531 |
1.1509 |
|
| R2 |
1.1525 |
1.1525 |
1.1507 |
|
| R1 |
1.1514 |
1.1514 |
1.1506 |
1.1511 |
| PP |
1.1508 |
1.1508 |
1.1508 |
1.1506 |
| S1 |
1.1497 |
1.1497 |
1.1502 |
1.1494 |
| S2 |
1.1491 |
1.1491 |
1.1501 |
|
| S3 |
1.1474 |
1.1480 |
1.1499 |
|
| S4 |
1.1457 |
1.1463 |
1.1495 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1821 |
1.1757 |
1.1543 |
|
| R3 |
1.1717 |
1.1653 |
1.1515 |
|
| R2 |
1.1613 |
1.1613 |
1.1505 |
|
| R1 |
1.1549 |
1.1549 |
1.1496 |
1.1529 |
| PP |
1.1509 |
1.1509 |
1.1509 |
1.1499 |
| S1 |
1.1445 |
1.1445 |
1.1476 |
1.1425 |
| S2 |
1.1405 |
1.1405 |
1.1467 |
|
| S3 |
1.1301 |
1.1341 |
1.1457 |
|
| S4 |
1.1197 |
1.1237 |
1.1429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1572 |
1.1475 |
0.0097 |
0.8% |
0.0038 |
0.3% |
30% |
False |
False |
41 |
| 10 |
1.1572 |
1.1408 |
0.0164 |
1.4% |
0.0053 |
0.5% |
59% |
False |
False |
55 |
| 20 |
1.1860 |
1.1408 |
0.0452 |
3.9% |
0.0059 |
0.5% |
21% |
False |
False |
45 |
| 40 |
1.2166 |
1.1408 |
0.0758 |
6.6% |
0.0060 |
0.5% |
13% |
False |
False |
33 |
| 60 |
1.2197 |
1.1408 |
0.0789 |
6.9% |
0.0061 |
0.5% |
12% |
False |
False |
36 |
| 80 |
1.2197 |
1.1270 |
0.0927 |
8.1% |
0.0050 |
0.4% |
25% |
False |
False |
27 |
| 100 |
1.2197 |
1.1210 |
0.0987 |
8.6% |
0.0047 |
0.4% |
30% |
False |
False |
22 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.1% |
0.0042 |
0.4% |
34% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1590 |
|
2.618 |
1.1563 |
|
1.618 |
1.1546 |
|
1.000 |
1.1535 |
|
0.618 |
1.1529 |
|
HIGH |
1.1518 |
|
0.618 |
1.1512 |
|
0.500 |
1.1510 |
|
0.382 |
1.1507 |
|
LOW |
1.1501 |
|
0.618 |
1.1490 |
|
1.000 |
1.1484 |
|
1.618 |
1.1473 |
|
2.618 |
1.1456 |
|
4.250 |
1.1429 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1510 |
1.1503 |
| PP |
1.1508 |
1.1501 |
| S1 |
1.1506 |
1.1500 |
|