CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2030 |
1.1951 |
-0.0080 |
-0.7% |
1.1927 |
| High |
1.2030 |
1.1957 |
-0.0074 |
-0.6% |
1.2197 |
| Low |
1.1960 |
1.1900 |
-0.0060 |
-0.5% |
1.1927 |
| Close |
1.1972 |
1.1957 |
-0.0015 |
-0.1% |
1.2087 |
| Range |
0.0070 |
0.0057 |
-0.0014 |
-19.3% |
0.0270 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
14 |
35 |
21 |
150.0% |
46 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2107 |
1.2088 |
1.1988 |
|
| R3 |
1.2051 |
1.2032 |
1.1972 |
|
| R2 |
1.1994 |
1.1994 |
1.1967 |
|
| R1 |
1.1975 |
1.1975 |
1.1962 |
1.1985 |
| PP |
1.1938 |
1.1938 |
1.1938 |
1.1942 |
| S1 |
1.1919 |
1.1919 |
1.1951 |
1.1928 |
| S2 |
1.1881 |
1.1881 |
1.1946 |
|
| S3 |
1.1825 |
1.1862 |
1.1941 |
|
| S4 |
1.1768 |
1.1806 |
1.1925 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2879 |
1.2752 |
1.2235 |
|
| R3 |
1.2609 |
1.2483 |
1.2161 |
|
| R2 |
1.2340 |
1.2340 |
1.2136 |
|
| R1 |
1.2213 |
1.2213 |
1.2112 |
1.2277 |
| PP |
1.2070 |
1.2070 |
1.2070 |
1.2102 |
| S1 |
1.1944 |
1.1944 |
1.2062 |
1.2007 |
| S2 |
1.1801 |
1.1801 |
1.2038 |
|
| S3 |
1.1531 |
1.1674 |
1.2013 |
|
| S4 |
1.1262 |
1.1405 |
1.1939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2197 |
1.1900 |
0.0297 |
2.5% |
0.0086 |
0.7% |
19% |
False |
True |
19 |
| 10 |
1.2197 |
1.1760 |
0.0437 |
3.7% |
0.0068 |
0.6% |
45% |
False |
False |
14 |
| 20 |
1.2197 |
1.1577 |
0.0620 |
5.2% |
0.0061 |
0.5% |
61% |
False |
False |
42 |
| 40 |
1.2197 |
1.1326 |
0.0871 |
7.3% |
0.0041 |
0.3% |
72% |
False |
False |
22 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.8% |
0.0039 |
0.3% |
74% |
False |
False |
15 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0035 |
0.3% |
77% |
False |
False |
12 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0034 |
0.3% |
77% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2197 |
|
2.618 |
1.2104 |
|
1.618 |
1.2048 |
|
1.000 |
1.2013 |
|
0.618 |
1.1991 |
|
HIGH |
1.1957 |
|
0.618 |
1.1935 |
|
0.500 |
1.1928 |
|
0.382 |
1.1922 |
|
LOW |
1.1900 |
|
0.618 |
1.1865 |
|
1.000 |
1.1844 |
|
1.618 |
1.1809 |
|
2.618 |
1.1752 |
|
4.250 |
1.1660 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1947 |
1.2033 |
| PP |
1.1938 |
1.2008 |
| S1 |
1.1928 |
1.1982 |
|