CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1670 |
1.1661 |
-0.0009 |
-0.1% |
1.1581 |
| High |
1.1677 |
1.1753 |
0.0076 |
0.6% |
1.1685 |
| Low |
1.1628 |
1.1627 |
-0.0001 |
0.0% |
1.1523 |
| Close |
1.1664 |
1.1684 |
0.0020 |
0.2% |
1.1632 |
| Range |
0.0050 |
0.0126 |
0.0077 |
154.5% |
0.0163 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.1% |
0.0000 |
| Volume |
16,030 |
38,623 |
22,593 |
140.9% |
107,804 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2066 |
1.2001 |
1.1753 |
|
| R3 |
1.1940 |
1.1875 |
1.1718 |
|
| R2 |
1.1814 |
1.1814 |
1.1707 |
|
| R1 |
1.1749 |
1.1749 |
1.1695 |
1.1781 |
| PP |
1.1688 |
1.1688 |
1.1688 |
1.1704 |
| S1 |
1.1623 |
1.1623 |
1.1672 |
1.1655 |
| S2 |
1.1562 |
1.1562 |
1.1660 |
|
| S3 |
1.1436 |
1.1497 |
1.1649 |
|
| S4 |
1.1310 |
1.1371 |
1.1614 |
|
|
| 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 |
1.1753 |
1.1574 |
0.0179 |
1.5% |
0.0081 |
0.7% |
61% |
True |
False |
22,743 |
| 10 |
1.1753 |
1.1523 |
0.0230 |
2.0% |
0.0080 |
0.7% |
70% |
True |
False |
21,911 |
| 20 |
1.1916 |
1.1523 |
0.0393 |
3.4% |
0.0090 |
0.8% |
41% |
False |
False |
22,072 |
| 40 |
1.2097 |
1.1459 |
0.0639 |
5.5% |
0.0094 |
0.8% |
35% |
False |
False |
20,712 |
| 60 |
1.2097 |
1.1186 |
0.0911 |
7.8% |
0.0082 |
0.7% |
55% |
False |
False |
13,842 |
| 80 |
1.2097 |
1.1101 |
0.0996 |
8.5% |
0.0073 |
0.6% |
58% |
False |
False |
10,386 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.1% |
0.0065 |
0.6% |
61% |
False |
False |
8,315 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.1% |
0.0060 |
0.5% |
61% |
False |
False |
6,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2288 |
|
2.618 |
1.2082 |
|
1.618 |
1.1956 |
|
1.000 |
1.1879 |
|
0.618 |
1.1830 |
|
HIGH |
1.1753 |
|
0.618 |
1.1704 |
|
0.500 |
1.1690 |
|
0.382 |
1.1675 |
|
LOW |
1.1627 |
|
0.618 |
1.1549 |
|
1.000 |
1.1501 |
|
1.618 |
1.1423 |
|
2.618 |
1.1297 |
|
4.250 |
1.1091 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1690 |
1.1687 |
| PP |
1.1688 |
1.1686 |
| S1 |
1.1686 |
1.1685 |
|