CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1815 |
1.1837 |
0.0022 |
0.2% |
1.1990 |
| High |
1.1839 |
1.1867 |
0.0029 |
0.2% |
1.1991 |
| Low |
1.1800 |
1.1751 |
-0.0049 |
-0.4% |
1.1740 |
| Close |
1.1829 |
1.1812 |
-0.0017 |
-0.1% |
1.1857 |
| Range |
0.0039 |
0.0117 |
0.0078 |
198.7% |
0.0251 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
1.6% |
0.0000 |
| Volume |
13,888 |
22,258 |
8,370 |
60.3% |
98,942 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2159 |
1.2102 |
1.1876 |
|
| R3 |
1.2043 |
1.1985 |
1.1844 |
|
| R2 |
1.1926 |
1.1926 |
1.1833 |
|
| R1 |
1.1869 |
1.1869 |
1.1822 |
1.1839 |
| PP |
1.1810 |
1.1810 |
1.1810 |
1.1795 |
| S1 |
1.1752 |
1.1752 |
1.1801 |
1.1723 |
| S2 |
1.1693 |
1.1693 |
1.1790 |
|
| S3 |
1.1577 |
1.1636 |
1.1779 |
|
| S4 |
1.1460 |
1.1519 |
1.1747 |
|
|
| 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% |
0.0102 |
0.9% |
41% |
False |
False |
17,788 |
| 10 |
1.2097 |
1.1740 |
0.0357 |
3.0% |
0.0112 |
0.9% |
20% |
False |
False |
24,758 |
| 20 |
1.2097 |
1.1508 |
0.0590 |
5.0% |
0.0106 |
0.9% |
52% |
False |
False |
24,423 |
| 40 |
1.2097 |
1.1239 |
0.0858 |
7.3% |
0.0087 |
0.7% |
67% |
False |
False |
13,247 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.0% |
0.0072 |
0.6% |
70% |
False |
False |
8,838 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0065 |
0.6% |
73% |
False |
False |
6,635 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0058 |
0.5% |
73% |
False |
False |
5,310 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0055 |
0.5% |
73% |
False |
False |
4,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2362 |
|
2.618 |
1.2172 |
|
1.618 |
1.2055 |
|
1.000 |
1.1984 |
|
0.618 |
1.1939 |
|
HIGH |
1.1867 |
|
0.618 |
1.1822 |
|
0.500 |
1.1809 |
|
0.382 |
1.1795 |
|
LOW |
1.1751 |
|
0.618 |
1.1679 |
|
1.000 |
1.1634 |
|
1.618 |
1.1562 |
|
2.618 |
1.1446 |
|
4.250 |
1.1255 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1811 |
1.1825 |
| PP |
1.1810 |
1.1820 |
| S1 |
1.1809 |
1.1816 |
|