CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1573 |
1.1558 |
-0.0015 |
-0.1% |
1.1806 |
| High |
1.1627 |
1.1685 |
0.0059 |
0.5% |
1.1812 |
| Low |
1.1523 |
1.1558 |
0.0036 |
0.3% |
1.1557 |
| Close |
1.1548 |
1.1649 |
0.0101 |
0.9% |
1.1576 |
| Range |
0.0104 |
0.0127 |
0.0023 |
22.1% |
0.0256 |
| ATR |
0.0091 |
0.0095 |
0.0003 |
3.6% |
0.0000 |
| Volume |
20,619 |
26,054 |
5,435 |
26.4% |
103,472 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2012 |
1.1957 |
1.1718 |
|
| R3 |
1.1885 |
1.1830 |
1.1683 |
|
| R2 |
1.1758 |
1.1758 |
1.1672 |
|
| R1 |
1.1703 |
1.1703 |
1.1660 |
1.1730 |
| PP |
1.1631 |
1.1631 |
1.1631 |
1.1644 |
| S1 |
1.1576 |
1.1576 |
1.1637 |
1.1603 |
| S2 |
1.1504 |
1.1504 |
1.1625 |
|
| S3 |
1.1377 |
1.1449 |
1.1614 |
|
| S4 |
1.1250 |
1.1322 |
1.1579 |
|
|
| 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 |
1.1685 |
1.1523 |
0.0163 |
1.4% |
0.0080 |
0.7% |
78% |
True |
False |
21,080 |
| 10 |
1.1867 |
1.1523 |
0.0345 |
3.0% |
0.0088 |
0.8% |
37% |
False |
False |
22,293 |
| 20 |
1.2097 |
1.1523 |
0.0575 |
4.9% |
0.0105 |
0.9% |
22% |
False |
False |
23,501 |
| 40 |
1.2097 |
1.1459 |
0.0639 |
5.5% |
0.0094 |
0.8% |
30% |
False |
False |
17,906 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.1% |
0.0080 |
0.7% |
53% |
False |
False |
11,949 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0070 |
0.6% |
58% |
False |
False |
8,965 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0064 |
0.5% |
58% |
False |
False |
7,178 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0058 |
0.5% |
58% |
False |
False |
5,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2225 |
|
2.618 |
1.2017 |
|
1.618 |
1.1890 |
|
1.000 |
1.1812 |
|
0.618 |
1.1763 |
|
HIGH |
1.1685 |
|
0.618 |
1.1636 |
|
0.500 |
1.1622 |
|
0.382 |
1.1607 |
|
LOW |
1.1558 |
|
0.618 |
1.1480 |
|
1.000 |
1.1431 |
|
1.618 |
1.1353 |
|
2.618 |
1.1226 |
|
4.250 |
1.1018 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1640 |
1.1634 |
| PP |
1.1631 |
1.1619 |
| S1 |
1.1622 |
1.1604 |
|