CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1848 |
1.1851 |
0.0003 |
0.0% |
1.1990 |
| High |
1.1916 |
1.1907 |
-0.0009 |
-0.1% |
1.1991 |
| Low |
1.1740 |
1.1822 |
0.0082 |
0.7% |
1.1740 |
| Close |
1.1857 |
1.1892 |
0.0035 |
0.3% |
1.1857 |
| Range |
0.0176 |
0.0085 |
-0.0091 |
-51.6% |
0.0251 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
23,209 |
13,456 |
-9,753 |
-42.0% |
98,942 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2128 |
1.2095 |
1.1939 |
|
| R3 |
1.2043 |
1.2010 |
1.1915 |
|
| R2 |
1.1958 |
1.1958 |
1.1908 |
|
| R1 |
1.1925 |
1.1925 |
1.1900 |
1.1942 |
| PP |
1.1873 |
1.1873 |
1.1873 |
1.1882 |
| S1 |
1.1840 |
1.1840 |
1.1884 |
1.1857 |
| S2 |
1.1788 |
1.1788 |
1.1876 |
|
| S3 |
1.1703 |
1.1755 |
1.1869 |
|
| S4 |
1.1618 |
1.1670 |
1.1845 |
|
|
| 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 |
1.1991 |
1.1740 |
0.0251 |
2.1% |
0.0113 |
1.0% |
61% |
False |
False |
22,479 |
| 10 |
1.2097 |
1.1740 |
0.0357 |
3.0% |
0.0121 |
1.0% |
43% |
False |
False |
25,609 |
| 20 |
1.2097 |
1.1459 |
0.0639 |
5.4% |
0.0105 |
0.9% |
68% |
False |
False |
23,516 |
| 40 |
1.2097 |
1.1205 |
0.0893 |
7.5% |
0.0085 |
0.7% |
77% |
False |
False |
11,943 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.0% |
0.0071 |
0.6% |
78% |
False |
False |
7,968 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0064 |
0.5% |
81% |
False |
False |
5,982 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0056 |
0.5% |
81% |
False |
False |
4,787 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0053 |
0.4% |
81% |
False |
False |
3,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2268 |
|
2.618 |
1.2129 |
|
1.618 |
1.2044 |
|
1.000 |
1.1992 |
|
0.618 |
1.1959 |
|
HIGH |
1.1907 |
|
0.618 |
1.1874 |
|
0.500 |
1.1864 |
|
0.382 |
1.1854 |
|
LOW |
1.1822 |
|
0.618 |
1.1769 |
|
1.000 |
1.1737 |
|
1.618 |
1.1684 |
|
2.618 |
1.1599 |
|
4.250 |
1.1460 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1883 |
1.1871 |
| PP |
1.1873 |
1.1849 |
| S1 |
1.1864 |
1.1828 |
|