CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1868 |
1.1848 |
-0.0020 |
-0.2% |
1.1990 |
| High |
1.1885 |
1.1916 |
0.0031 |
0.3% |
1.1991 |
| Low |
1.1813 |
1.1740 |
-0.0073 |
-0.6% |
1.1740 |
| Close |
1.1839 |
1.1857 |
0.0018 |
0.2% |
1.1857 |
| Range |
0.0072 |
0.0176 |
0.0104 |
145.5% |
0.0251 |
| ATR |
0.0096 |
0.0101 |
0.0006 |
6.0% |
0.0000 |
| Volume |
25,671 |
23,209 |
-2,462 |
-9.6% |
98,942 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2364 |
1.2286 |
1.1954 |
|
| R3 |
1.2189 |
1.2111 |
1.1905 |
|
| R2 |
1.2013 |
1.2013 |
1.1889 |
|
| R1 |
1.1935 |
1.1935 |
1.1873 |
1.1974 |
| PP |
1.1838 |
1.1838 |
1.1838 |
1.1857 |
| S1 |
1.1760 |
1.1760 |
1.1841 |
1.1799 |
| S2 |
1.1662 |
1.1662 |
1.1825 |
|
| S3 |
1.1487 |
1.1584 |
1.1809 |
|
| S4 |
1.1311 |
1.1409 |
1.1760 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2616 |
1.2487 |
1.1995 |
|
| R3 |
1.2365 |
1.2236 |
1.1926 |
|
| R2 |
1.2114 |
1.2114 |
1.1903 |
|
| R1 |
1.1985 |
1.1985 |
1.1880 |
1.1924 |
| PP |
1.1863 |
1.1863 |
1.1863 |
1.1832 |
| S1 |
1.1734 |
1.1734 |
1.1834 |
1.1673 |
| S2 |
1.1612 |
1.1612 |
1.1811 |
|
| S3 |
1.1361 |
1.1483 |
1.1788 |
|
| S4 |
1.1110 |
1.1232 |
1.1719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2060 |
1.1740 |
0.0320 |
2.7% |
0.0123 |
1.0% |
37% |
False |
True |
26,905 |
| 10 |
1.2097 |
1.1687 |
0.0411 |
3.5% |
0.0122 |
1.0% |
42% |
False |
False |
26,270 |
| 20 |
1.2097 |
1.1459 |
0.0639 |
5.4% |
0.0104 |
0.9% |
62% |
False |
False |
22,901 |
| 40 |
1.2097 |
1.1205 |
0.0893 |
7.5% |
0.0083 |
0.7% |
73% |
False |
False |
11,607 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.0% |
0.0070 |
0.6% |
75% |
False |
False |
7,744 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0063 |
0.5% |
78% |
False |
False |
5,814 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0055 |
0.5% |
78% |
False |
False |
4,653 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0052 |
0.4% |
78% |
False |
False |
3,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2661 |
|
2.618 |
1.2375 |
|
1.618 |
1.2199 |
|
1.000 |
1.2091 |
|
0.618 |
1.2024 |
|
HIGH |
1.1916 |
|
0.618 |
1.1848 |
|
0.500 |
1.1828 |
|
0.382 |
1.1807 |
|
LOW |
1.1740 |
|
0.618 |
1.1632 |
|
1.000 |
1.1565 |
|
1.618 |
1.1456 |
|
2.618 |
1.1281 |
|
4.250 |
1.0994 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1847 |
1.1847 |
| PP |
1.1838 |
1.1838 |
| S1 |
1.1828 |
1.1828 |
|