CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1881 |
1.1815 |
-0.0066 |
-0.6% |
1.1990 |
| High |
1.1899 |
1.1839 |
-0.0060 |
-0.5% |
1.1991 |
| Low |
1.1805 |
1.1800 |
-0.0006 |
0.0% |
1.1740 |
| Close |
1.1817 |
1.1829 |
0.0012 |
0.1% |
1.1857 |
| Range |
0.0094 |
0.0039 |
-0.0055 |
-58.3% |
0.0251 |
| ATR |
0.0100 |
0.0095 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
16,131 |
13,888 |
-2,243 |
-13.9% |
98,942 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1939 |
1.1923 |
1.1850 |
|
| R3 |
1.1900 |
1.1884 |
1.1839 |
|
| R2 |
1.1861 |
1.1861 |
1.1836 |
|
| R1 |
1.1845 |
1.1845 |
1.1832 |
1.1853 |
| PP |
1.1822 |
1.1822 |
1.1822 |
1.1826 |
| S1 |
1.1806 |
1.1806 |
1.1825 |
1.1814 |
| S2 |
1.1783 |
1.1783 |
1.1821 |
|
| S3 |
1.1744 |
1.1767 |
1.1818 |
|
| S4 |
1.1705 |
1.1728 |
1.1807 |
|
|
| 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% |
0.0093 |
0.8% |
50% |
False |
False |
18,471 |
| 10 |
1.2097 |
1.1740 |
0.0357 |
3.0% |
0.0119 |
1.0% |
25% |
False |
False |
25,214 |
| 20 |
1.2097 |
1.1505 |
0.0593 |
5.0% |
0.0104 |
0.9% |
55% |
False |
False |
24,469 |
| 40 |
1.2097 |
1.1205 |
0.0893 |
7.5% |
0.0085 |
0.7% |
70% |
False |
False |
12,692 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.0% |
0.0070 |
0.6% |
72% |
False |
False |
8,467 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0064 |
0.5% |
75% |
False |
False |
6,357 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0057 |
0.5% |
75% |
False |
False |
5,088 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0054 |
0.5% |
75% |
False |
False |
4,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2004 |
|
2.618 |
1.1941 |
|
1.618 |
1.1902 |
|
1.000 |
1.1878 |
|
0.618 |
1.1863 |
|
HIGH |
1.1839 |
|
0.618 |
1.1824 |
|
0.500 |
1.1819 |
|
0.382 |
1.1814 |
|
LOW |
1.1800 |
|
0.618 |
1.1775 |
|
1.000 |
1.1761 |
|
1.618 |
1.1736 |
|
2.618 |
1.1697 |
|
4.250 |
1.1634 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1825 |
1.1853 |
| PP |
1.1822 |
1.1845 |
| S1 |
1.1819 |
1.1837 |
|