CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1581 |
1.1573 |
-0.0008 |
-0.1% |
1.1806 |
| High |
1.1607 |
1.1627 |
0.0020 |
0.2% |
1.1812 |
| Low |
1.1561 |
1.1523 |
-0.0038 |
-0.3% |
1.1557 |
| Close |
1.1577 |
1.1548 |
-0.0029 |
-0.3% |
1.1576 |
| Range |
0.0046 |
0.0104 |
0.0058 |
126.1% |
0.0256 |
| ATR |
0.0091 |
0.0091 |
0.0001 |
1.1% |
0.0000 |
| Volume |
17,341 |
20,619 |
3,278 |
18.9% |
103,472 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1878 |
1.1817 |
1.1605 |
|
| R3 |
1.1774 |
1.1713 |
1.1576 |
|
| R2 |
1.1670 |
1.1670 |
1.1567 |
|
| R1 |
1.1609 |
1.1609 |
1.1557 |
1.1587 |
| PP |
1.1566 |
1.1566 |
1.1566 |
1.1555 |
| S1 |
1.1505 |
1.1505 |
1.1538 |
1.1483 |
| S2 |
1.1462 |
1.1462 |
1.1528 |
|
| S3 |
1.1358 |
1.1401 |
1.1519 |
|
| S4 |
1.1254 |
1.1297 |
1.1490 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2415 |
1.2251 |
1.1716 |
|
| R3 |
1.2159 |
1.1995 |
1.1646 |
|
| R2 |
1.1904 |
1.1904 |
1.1622 |
|
| R1 |
1.1740 |
1.1740 |
1.1599 |
1.1694 |
| PP |
1.1648 |
1.1648 |
1.1648 |
1.1625 |
| S1 |
1.1484 |
1.1484 |
1.1552 |
1.1438 |
| S2 |
1.1393 |
1.1393 |
1.1529 |
|
| S3 |
1.1137 |
1.1229 |
1.1505 |
|
| S4 |
1.0882 |
1.0973 |
1.1435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1693 |
1.1523 |
0.0170 |
1.5% |
0.0075 |
0.7% |
15% |
False |
True |
21,151 |
| 10 |
1.1899 |
1.1523 |
0.0376 |
3.3% |
0.0085 |
0.7% |
7% |
False |
True |
21,300 |
| 20 |
1.2097 |
1.1523 |
0.0575 |
5.0% |
0.0103 |
0.9% |
4% |
False |
True |
23,455 |
| 40 |
1.2097 |
1.1442 |
0.0655 |
5.7% |
0.0092 |
0.8% |
16% |
False |
False |
17,258 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.2% |
0.0078 |
0.7% |
42% |
False |
False |
11,515 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0069 |
0.6% |
49% |
False |
False |
8,640 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0062 |
0.5% |
49% |
False |
False |
6,917 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0058 |
0.5% |
49% |
False |
False |
5,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2069 |
|
2.618 |
1.1899 |
|
1.618 |
1.1795 |
|
1.000 |
1.1731 |
|
0.618 |
1.1691 |
|
HIGH |
1.1627 |
|
0.618 |
1.1587 |
|
0.500 |
1.1575 |
|
0.382 |
1.1562 |
|
LOW |
1.1523 |
|
0.618 |
1.1458 |
|
1.000 |
1.1419 |
|
1.618 |
1.1354 |
|
2.618 |
1.1250 |
|
4.250 |
1.1081 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1575 |
1.1575 |
| PP |
1.1566 |
1.1566 |
| S1 |
1.1557 |
1.1557 |
|