CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1851 |
1.1881 |
0.0030 |
0.3% |
1.1990 |
| High |
1.1907 |
1.1899 |
-0.0008 |
-0.1% |
1.1991 |
| Low |
1.1822 |
1.1805 |
-0.0017 |
-0.1% |
1.1740 |
| Close |
1.1892 |
1.1817 |
-0.0076 |
-0.6% |
1.1857 |
| Range |
0.0085 |
0.0094 |
0.0009 |
10.0% |
0.0251 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
13,456 |
16,131 |
2,675 |
19.9% |
98,942 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2121 |
1.2062 |
1.1868 |
|
| R3 |
1.2027 |
1.1969 |
1.1842 |
|
| R2 |
1.1934 |
1.1934 |
1.1834 |
|
| R1 |
1.1875 |
1.1875 |
1.1825 |
1.1858 |
| PP |
1.1840 |
1.1840 |
1.1840 |
1.1831 |
| S1 |
1.1782 |
1.1782 |
1.1808 |
1.1764 |
| S2 |
1.1747 |
1.1747 |
1.1799 |
|
| S3 |
1.1653 |
1.1688 |
1.1791 |
|
| S4 |
1.1560 |
1.1595 |
1.1765 |
|
|
| 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 |
1.1916 |
1.1740 |
0.0176 |
1.5% |
0.0103 |
0.9% |
44% |
False |
False |
20,959 |
| 10 |
1.2097 |
1.1740 |
0.0357 |
3.0% |
0.0122 |
1.0% |
21% |
False |
False |
24,710 |
| 20 |
1.2097 |
1.1468 |
0.0630 |
5.3% |
0.0105 |
0.9% |
55% |
False |
False |
24,225 |
| 40 |
1.2097 |
1.1205 |
0.0893 |
7.6% |
0.0086 |
0.7% |
69% |
False |
False |
12,346 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.0% |
0.0071 |
0.6% |
70% |
False |
False |
8,236 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0064 |
0.5% |
74% |
False |
False |
6,183 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0057 |
0.5% |
74% |
False |
False |
4,949 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0054 |
0.5% |
74% |
False |
False |
4,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2296 |
|
2.618 |
1.2143 |
|
1.618 |
1.2050 |
|
1.000 |
1.1992 |
|
0.618 |
1.1956 |
|
HIGH |
1.1899 |
|
0.618 |
1.1863 |
|
0.500 |
1.1852 |
|
0.382 |
1.1841 |
|
LOW |
1.1805 |
|
0.618 |
1.1747 |
|
1.000 |
1.1712 |
|
1.618 |
1.1654 |
|
2.618 |
1.1560 |
|
4.250 |
1.1408 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1852 |
1.1828 |
| PP |
1.1840 |
1.1824 |
| S1 |
1.1828 |
1.1820 |
|