CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1558 |
1.1657 |
0.0099 |
0.9% |
1.1806 |
| High |
1.1685 |
1.1657 |
-0.0028 |
-0.2% |
1.1812 |
| Low |
1.1558 |
1.1576 |
0.0018 |
0.2% |
1.1557 |
| Close |
1.1649 |
1.1588 |
-0.0061 |
-0.5% |
1.1576 |
| Range |
0.0127 |
0.0082 |
-0.0046 |
-35.8% |
0.0256 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
26,054 |
18,563 |
-7,491 |
-28.8% |
103,472 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1851 |
1.1801 |
1.1633 |
|
| R3 |
1.1770 |
1.1720 |
1.1610 |
|
| R2 |
1.1688 |
1.1688 |
1.1603 |
|
| R1 |
1.1638 |
1.1638 |
1.1595 |
1.1623 |
| PP |
1.1607 |
1.1607 |
1.1607 |
1.1599 |
| S1 |
1.1557 |
1.1557 |
1.1581 |
1.1541 |
| S2 |
1.1525 |
1.1525 |
1.1573 |
|
| S3 |
1.1444 |
1.1475 |
1.1566 |
|
| S4 |
1.1362 |
1.1394 |
1.1543 |
|
|
| 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% |
0.0079 |
0.7% |
40% |
False |
False |
20,804 |
| 10 |
1.1867 |
1.1523 |
0.0345 |
3.0% |
0.0092 |
0.8% |
19% |
False |
False |
22,760 |
| 20 |
1.2097 |
1.1523 |
0.0575 |
5.0% |
0.0106 |
0.9% |
11% |
False |
False |
23,987 |
| 40 |
1.2097 |
1.1459 |
0.0639 |
5.5% |
0.0095 |
0.8% |
20% |
False |
False |
18,367 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.2% |
0.0080 |
0.7% |
46% |
False |
False |
12,259 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0070 |
0.6% |
52% |
False |
False |
9,197 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0065 |
0.6% |
52% |
False |
False |
7,363 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0059 |
0.5% |
52% |
False |
False |
6,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2003 |
|
2.618 |
1.1870 |
|
1.618 |
1.1789 |
|
1.000 |
1.1739 |
|
0.618 |
1.1707 |
|
HIGH |
1.1657 |
|
0.618 |
1.1626 |
|
0.500 |
1.1616 |
|
0.382 |
1.1607 |
|
LOW |
1.1576 |
|
0.618 |
1.1525 |
|
1.000 |
1.1494 |
|
1.618 |
1.1444 |
|
2.618 |
1.1362 |
|
4.250 |
1.1229 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1616 |
1.1604 |
| PP |
1.1607 |
1.1599 |
| S1 |
1.1597 |
1.1593 |
|