CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1594 |
1.1634 |
0.0041 |
0.3% |
1.1581 |
| High |
1.1666 |
1.1678 |
0.0012 |
0.1% |
1.1685 |
| Low |
1.1574 |
1.1621 |
0.0047 |
0.4% |
1.1523 |
| Close |
1.1632 |
1.1651 |
0.0019 |
0.2% |
1.1632 |
| Range |
0.0092 |
0.0057 |
-0.0035 |
-38.0% |
0.0163 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
25,227 |
15,274 |
-9,953 |
-39.5% |
107,804 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1821 |
1.1793 |
1.1682 |
|
| R3 |
1.1764 |
1.1736 |
1.1666 |
|
| R2 |
1.1707 |
1.1707 |
1.1661 |
|
| R1 |
1.1679 |
1.1679 |
1.1656 |
1.1693 |
| PP |
1.1650 |
1.1650 |
1.1650 |
1.1657 |
| S1 |
1.1622 |
1.1622 |
1.1645 |
1.1636 |
| S2 |
1.1593 |
1.1593 |
1.1640 |
|
| S3 |
1.1536 |
1.1565 |
1.1635 |
|
| S4 |
1.1479 |
1.1508 |
1.1619 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2101 |
1.2029 |
1.1721 |
|
| R3 |
1.1938 |
1.1866 |
1.1676 |
|
| R2 |
1.1776 |
1.1776 |
1.1661 |
|
| R1 |
1.1704 |
1.1704 |
1.1646 |
1.1740 |
| PP |
1.1613 |
1.1613 |
1.1613 |
1.1631 |
| S1 |
1.1541 |
1.1541 |
1.1617 |
1.1577 |
| S2 |
1.1451 |
1.1451 |
1.1602 |
|
| S3 |
1.1288 |
1.1379 |
1.1587 |
|
| S4 |
1.1126 |
1.1216 |
1.1542 |
|
|
| 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% |
0.0092 |
0.8% |
79% |
False |
False |
21,147 |
| 10 |
1.1812 |
1.1523 |
0.0290 |
2.5% |
0.0087 |
0.7% |
44% |
False |
False |
22,655 |
| 20 |
1.2060 |
1.1523 |
0.0538 |
4.6% |
0.0095 |
0.8% |
24% |
False |
False |
22,305 |
| 40 |
1.2097 |
1.1459 |
0.0639 |
5.5% |
0.0095 |
0.8% |
30% |
False |
False |
19,368 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.1% |
0.0080 |
0.7% |
53% |
False |
False |
12,932 |
| 80 |
1.2097 |
1.1101 |
0.0996 |
8.5% |
0.0071 |
0.6% |
55% |
False |
False |
9,703 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0064 |
0.6% |
58% |
False |
False |
7,768 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0059 |
0.5% |
58% |
False |
False |
6,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1920 |
|
2.618 |
1.1827 |
|
1.618 |
1.1770 |
|
1.000 |
1.1735 |
|
0.618 |
1.1713 |
|
HIGH |
1.1678 |
|
0.618 |
1.1656 |
|
0.500 |
1.1649 |
|
0.382 |
1.1642 |
|
LOW |
1.1621 |
|
0.618 |
1.1585 |
|
1.000 |
1.1564 |
|
1.618 |
1.1528 |
|
2.618 |
1.1471 |
|
4.250 |
1.1378 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1650 |
1.1642 |
| PP |
1.1650 |
1.1634 |
| S1 |
1.1649 |
1.1626 |
|