CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1634 |
1.1670 |
0.0036 |
0.3% |
1.1581 |
| High |
1.1678 |
1.1677 |
-0.0001 |
0.0% |
1.1685 |
| Low |
1.1621 |
1.1628 |
0.0007 |
0.1% |
1.1523 |
| Close |
1.1651 |
1.1664 |
0.0014 |
0.1% |
1.1632 |
| Range |
0.0057 |
0.0050 |
-0.0008 |
-13.2% |
0.0163 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
15,274 |
16,030 |
756 |
4.9% |
107,804 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1805 |
1.1784 |
1.1691 |
|
| R3 |
1.1755 |
1.1734 |
1.1678 |
|
| R2 |
1.1706 |
1.1706 |
1.1673 |
|
| R1 |
1.1685 |
1.1685 |
1.1669 |
1.1671 |
| PP |
1.1656 |
1.1656 |
1.1656 |
1.1649 |
| S1 |
1.1635 |
1.1635 |
1.1659 |
1.1621 |
| S2 |
1.1607 |
1.1607 |
1.1655 |
|
| S3 |
1.1557 |
1.1586 |
1.1650 |
|
| S4 |
1.1508 |
1.1536 |
1.1637 |
|
|
| 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 |
1.1558 |
0.0127 |
1.1% |
0.0081 |
0.7% |
83% |
False |
False |
20,229 |
| 10 |
1.1693 |
1.1523 |
0.0170 |
1.5% |
0.0078 |
0.7% |
83% |
False |
False |
20,690 |
| 20 |
1.1991 |
1.1523 |
0.0469 |
4.0% |
0.0091 |
0.8% |
30% |
False |
False |
21,327 |
| 40 |
1.2097 |
1.1459 |
0.0639 |
5.5% |
0.0094 |
0.8% |
32% |
False |
False |
19,757 |
| 60 |
1.2097 |
1.1186 |
0.0911 |
7.8% |
0.0081 |
0.7% |
52% |
False |
False |
13,199 |
| 80 |
1.2097 |
1.1101 |
0.0996 |
8.5% |
0.0071 |
0.6% |
57% |
False |
False |
9,903 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.1% |
0.0064 |
0.6% |
59% |
False |
False |
7,928 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.1% |
0.0059 |
0.5% |
59% |
False |
False |
6,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1887 |
|
2.618 |
1.1807 |
|
1.618 |
1.1757 |
|
1.000 |
1.1727 |
|
0.618 |
1.1708 |
|
HIGH |
1.1677 |
|
0.618 |
1.1658 |
|
0.500 |
1.1652 |
|
0.382 |
1.1646 |
|
LOW |
1.1628 |
|
0.618 |
1.1597 |
|
1.000 |
1.1578 |
|
1.618 |
1.1547 |
|
2.618 |
1.1498 |
|
4.250 |
1.1417 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1660 |
1.1651 |
| PP |
1.1656 |
1.1639 |
| S1 |
1.1652 |
1.1626 |
|