CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1990 |
1.1851 |
-0.0139 |
-1.2% |
1.1791 |
| High |
1.1991 |
1.1873 |
-0.0119 |
-1.0% |
1.2097 |
| Low |
1.1848 |
1.1781 |
-0.0067 |
-0.6% |
1.1758 |
| Close |
1.1865 |
1.1848 |
-0.0017 |
-0.1% |
1.1980 |
| Range |
0.0144 |
0.0092 |
-0.0052 |
-36.2% |
0.0340 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
23,734 |
26,328 |
2,594 |
10.9% |
118,571 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2108 |
1.2069 |
1.1898 |
|
| R3 |
1.2017 |
1.1978 |
1.1873 |
|
| R2 |
1.1925 |
1.1925 |
1.1864 |
|
| R1 |
1.1886 |
1.1886 |
1.1856 |
1.1860 |
| PP |
1.1834 |
1.1834 |
1.1834 |
1.1821 |
| S1 |
1.1795 |
1.1795 |
1.1839 |
1.1769 |
| S2 |
1.1742 |
1.1742 |
1.1831 |
|
| S3 |
1.1651 |
1.1703 |
1.1822 |
|
| S4 |
1.1559 |
1.1612 |
1.1797 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2963 |
1.2811 |
1.2167 |
|
| R3 |
1.2624 |
1.2472 |
1.2073 |
|
| R2 |
1.2284 |
1.2284 |
1.2042 |
|
| R1 |
1.2132 |
1.2132 |
1.2011 |
1.2208 |
| PP |
1.1945 |
1.1945 |
1.1945 |
1.1983 |
| S1 |
1.1793 |
1.1793 |
1.1949 |
1.1869 |
| S2 |
1.1605 |
1.1605 |
1.1918 |
|
| S3 |
1.1266 |
1.1453 |
1.1887 |
|
| S4 |
1.0926 |
1.1114 |
1.1793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2097 |
1.1781 |
0.0316 |
2.7% |
0.0146 |
1.2% |
21% |
False |
True |
31,958 |
| 10 |
1.2097 |
1.1635 |
0.0463 |
3.9% |
0.0116 |
1.0% |
46% |
False |
False |
25,404 |
| 20 |
1.2097 |
1.1459 |
0.0639 |
5.4% |
0.0097 |
0.8% |
61% |
False |
False |
20,537 |
| 40 |
1.2097 |
1.1205 |
0.0893 |
7.5% |
0.0077 |
0.7% |
72% |
False |
False |
10,386 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.0% |
0.0067 |
0.6% |
74% |
False |
False |
6,929 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0060 |
0.5% |
77% |
False |
False |
5,205 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0054 |
0.5% |
77% |
False |
False |
4,164 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0051 |
0.4% |
77% |
False |
False |
3,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2261 |
|
2.618 |
1.2112 |
|
1.618 |
1.2021 |
|
1.000 |
1.1964 |
|
0.618 |
1.1929 |
|
HIGH |
1.1873 |
|
0.618 |
1.1838 |
|
0.500 |
1.1827 |
|
0.382 |
1.1816 |
|
LOW |
1.1781 |
|
0.618 |
1.1724 |
|
1.000 |
1.1690 |
|
1.618 |
1.1633 |
|
2.618 |
1.1541 |
|
4.250 |
1.1392 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1841 |
1.1921 |
| PP |
1.1834 |
1.1896 |
| S1 |
1.1827 |
1.1872 |
|