CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1806 |
1.1681 |
-0.0126 |
-1.1% |
1.1851 |
| High |
1.1812 |
1.1693 |
-0.0120 |
-1.0% |
1.1907 |
| Low |
1.1677 |
1.1587 |
-0.0091 |
-0.8% |
1.1751 |
| Close |
1.1689 |
1.1627 |
-0.0062 |
-0.5% |
1.1808 |
| Range |
0.0135 |
0.0106 |
-0.0029 |
-21.5% |
0.0156 |
| ATR |
0.0099 |
0.0099 |
0.0001 |
0.5% |
0.0000 |
| Volume |
35,675 |
26,411 |
-9,264 |
-26.0% |
85,031 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1953 |
1.1896 |
1.1685 |
|
| R3 |
1.1847 |
1.1790 |
1.1656 |
|
| R2 |
1.1741 |
1.1741 |
1.1646 |
|
| R1 |
1.1684 |
1.1684 |
1.1637 |
1.1660 |
| PP |
1.1635 |
1.1635 |
1.1635 |
1.1623 |
| S1 |
1.1578 |
1.1578 |
1.1617 |
1.1554 |
| S2 |
1.1529 |
1.1529 |
1.1608 |
|
| S3 |
1.1423 |
1.1472 |
1.1598 |
|
| S4 |
1.1317 |
1.1366 |
1.1569 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2290 |
1.2205 |
1.1894 |
|
| R3 |
1.2134 |
1.2049 |
1.1851 |
|
| R2 |
1.1978 |
1.1978 |
1.1837 |
|
| R1 |
1.1893 |
1.1893 |
1.1822 |
1.1857 |
| PP |
1.1822 |
1.1822 |
1.1822 |
1.1804 |
| S1 |
1.1737 |
1.1737 |
1.1794 |
1.1701 |
| S2 |
1.1666 |
1.1666 |
1.1779 |
|
| S3 |
1.1510 |
1.1581 |
1.1765 |
|
| S4 |
1.1354 |
1.1425 |
1.1722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1867 |
1.1587 |
0.0281 |
2.4% |
0.0097 |
0.8% |
14% |
False |
True |
23,506 |
| 10 |
1.1916 |
1.1587 |
0.0329 |
2.8% |
0.0100 |
0.9% |
12% |
False |
True |
22,232 |
| 20 |
1.2097 |
1.1587 |
0.0511 |
4.4% |
0.0106 |
0.9% |
8% |
False |
True |
23,165 |
| 40 |
1.2097 |
1.1392 |
0.0705 |
6.1% |
0.0090 |
0.8% |
33% |
False |
False |
15,277 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.1% |
0.0075 |
0.6% |
50% |
False |
False |
10,194 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0068 |
0.6% |
56% |
False |
False |
7,648 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0061 |
0.5% |
56% |
False |
False |
6,124 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0057 |
0.5% |
56% |
False |
False |
5,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2143 |
|
2.618 |
1.1970 |
|
1.618 |
1.1864 |
|
1.000 |
1.1799 |
|
0.618 |
1.1758 |
|
HIGH |
1.1693 |
|
0.618 |
1.1652 |
|
0.500 |
1.1640 |
|
0.382 |
1.1627 |
|
LOW |
1.1587 |
|
0.618 |
1.1521 |
|
1.000 |
1.1481 |
|
1.618 |
1.1415 |
|
2.618 |
1.1309 |
|
4.250 |
1.1136 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1640 |
1.1724 |
| PP |
1.1635 |
1.1691 |
| S1 |
1.1631 |
1.1659 |
|