CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1851 |
1.1868 |
0.0017 |
0.1% |
1.1791 |
| High |
1.1873 |
1.1885 |
0.0012 |
0.1% |
1.2097 |
| Low |
1.1781 |
1.1813 |
0.0032 |
0.3% |
1.1758 |
| Close |
1.1848 |
1.1839 |
-0.0009 |
-0.1% |
1.1980 |
| Range |
0.0092 |
0.0072 |
-0.0020 |
-21.9% |
0.0340 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
26,328 |
25,671 |
-657 |
-2.5% |
118,571 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2060 |
1.2021 |
1.1878 |
|
| R3 |
1.1989 |
1.1950 |
1.1859 |
|
| R2 |
1.1917 |
1.1917 |
1.1852 |
|
| R1 |
1.1878 |
1.1878 |
1.1846 |
1.1862 |
| PP |
1.1846 |
1.1846 |
1.1846 |
1.1837 |
| S1 |
1.1807 |
1.1807 |
1.1832 |
1.1790 |
| S2 |
1.1774 |
1.1774 |
1.1826 |
|
| S3 |
1.1703 |
1.1735 |
1.1819 |
|
| S4 |
1.1631 |
1.1664 |
1.1800 |
|
|
| 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% |
0.0121 |
1.0% |
18% |
False |
False |
31,727 |
| 10 |
1.2097 |
1.1669 |
0.0429 |
3.6% |
0.0112 |
0.9% |
40% |
False |
False |
26,092 |
| 20 |
1.2097 |
1.1459 |
0.0639 |
5.4% |
0.0098 |
0.8% |
60% |
False |
False |
21,799 |
| 40 |
1.2097 |
1.1205 |
0.0893 |
7.5% |
0.0079 |
0.7% |
71% |
False |
False |
11,027 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.0% |
0.0068 |
0.6% |
73% |
False |
False |
7,357 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0061 |
0.5% |
76% |
False |
False |
5,525 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0054 |
0.5% |
76% |
False |
False |
4,421 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0051 |
0.4% |
76% |
False |
False |
3,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2188 |
|
2.618 |
1.2072 |
|
1.618 |
1.2000 |
|
1.000 |
1.1956 |
|
0.618 |
1.1929 |
|
HIGH |
1.1885 |
|
0.618 |
1.1857 |
|
0.500 |
1.1849 |
|
0.382 |
1.1840 |
|
LOW |
1.1813 |
|
0.618 |
1.1769 |
|
1.000 |
1.1742 |
|
1.618 |
1.1697 |
|
2.618 |
1.1626 |
|
4.250 |
1.1509 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1849 |
1.1886 |
| PP |
1.1846 |
1.1870 |
| S1 |
1.1842 |
1.1855 |
|