CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1942 |
1.1940 |
-0.0002 |
0.0% |
1.2030 |
| High |
1.1969 |
1.2022 |
0.0053 |
0.4% |
1.2030 |
| Low |
1.1942 |
1.1870 |
-0.0072 |
-0.6% |
1.1870 |
| Close |
1.1948 |
1.1966 |
0.0019 |
0.2% |
1.1966 |
| Range |
0.0027 |
0.0152 |
0.0125 |
461.1% |
0.0160 |
| ATR |
0.0078 |
0.0083 |
0.0005 |
6.8% |
0.0000 |
| Volume |
2 |
12 |
10 |
500.0% |
63 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2407 |
1.2338 |
1.2049 |
|
| R3 |
1.2256 |
1.2187 |
1.2008 |
|
| R2 |
1.2104 |
1.2104 |
1.1994 |
|
| R1 |
1.2035 |
1.2035 |
1.1980 |
1.2070 |
| PP |
1.1953 |
1.1953 |
1.1953 |
1.1970 |
| S1 |
1.1884 |
1.1884 |
1.1952 |
1.1918 |
| S2 |
1.1801 |
1.1801 |
1.1938 |
|
| S3 |
1.1650 |
1.1732 |
1.1924 |
|
| S4 |
1.1498 |
1.1581 |
1.1883 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2435 |
1.2361 |
1.2054 |
|
| R3 |
1.2275 |
1.2201 |
1.2010 |
|
| R2 |
1.2115 |
1.2115 |
1.1995 |
|
| R1 |
1.2041 |
1.2041 |
1.1981 |
1.1998 |
| PP |
1.1955 |
1.1955 |
1.1955 |
1.1934 |
| S1 |
1.1881 |
1.1881 |
1.1951 |
1.1838 |
| S2 |
1.1795 |
1.1795 |
1.1937 |
|
| S3 |
1.1635 |
1.1721 |
1.1922 |
|
| S4 |
1.1475 |
1.1561 |
1.1878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2166 |
1.1870 |
0.0296 |
2.5% |
0.0084 |
0.7% |
32% |
False |
True |
14 |
| 10 |
1.2197 |
1.1836 |
0.0361 |
3.0% |
0.0072 |
0.6% |
36% |
False |
False |
13 |
| 20 |
1.2197 |
1.1577 |
0.0620 |
5.2% |
0.0068 |
0.6% |
63% |
False |
False |
43 |
| 40 |
1.2197 |
1.1326 |
0.0871 |
7.3% |
0.0045 |
0.4% |
74% |
False |
False |
23 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.7% |
0.0041 |
0.3% |
75% |
False |
False |
15 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0037 |
0.3% |
78% |
False |
False |
12 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0035 |
0.3% |
78% |
False |
False |
10 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0035 |
0.3% |
78% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2665 |
|
2.618 |
1.2418 |
|
1.618 |
1.2267 |
|
1.000 |
1.2173 |
|
0.618 |
1.2115 |
|
HIGH |
1.2022 |
|
0.618 |
1.1964 |
|
0.500 |
1.1946 |
|
0.382 |
1.1928 |
|
LOW |
1.1870 |
|
0.618 |
1.1776 |
|
1.000 |
1.1719 |
|
1.618 |
1.1625 |
|
2.618 |
1.1473 |
|
4.250 |
1.1226 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1959 |
1.1959 |
| PP |
1.1953 |
1.1953 |
| S1 |
1.1946 |
1.1946 |
|