CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1916 |
1.1962 |
0.0047 |
0.4% |
1.2030 |
| High |
1.1937 |
1.1962 |
0.0026 |
0.2% |
1.2030 |
| Low |
1.1916 |
1.1870 |
-0.0046 |
-0.4% |
1.1870 |
| Close |
1.1937 |
1.1921 |
-0.0016 |
-0.1% |
1.1966 |
| Range |
0.0021 |
0.0092 |
0.0071 |
338.1% |
0.0160 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.5% |
0.0000 |
| Volume |
4 |
22 |
18 |
450.0% |
63 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2194 |
1.2149 |
1.1971 |
|
| R3 |
1.2102 |
1.2057 |
1.1946 |
|
| R2 |
1.2010 |
1.2010 |
1.1937 |
|
| R1 |
1.1965 |
1.1965 |
1.1929 |
1.1941 |
| PP |
1.1918 |
1.1918 |
1.1918 |
1.1906 |
| S1 |
1.1873 |
1.1873 |
1.1912 |
1.1849 |
| S2 |
1.1826 |
1.1826 |
1.1904 |
|
| S3 |
1.1734 |
1.1781 |
1.1895 |
|
| S4 |
1.1642 |
1.1689 |
1.1870 |
|
|
| 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 |
1.2022 |
1.1870 |
0.0152 |
1.3% |
0.0067 |
0.6% |
33% |
False |
True |
12 |
| 10 |
1.2197 |
1.1870 |
0.0327 |
2.7% |
0.0076 |
0.6% |
15% |
False |
True |
15 |
| 20 |
1.2197 |
1.1624 |
0.0573 |
4.8% |
0.0069 |
0.6% |
52% |
False |
False |
44 |
| 40 |
1.2197 |
1.1508 |
0.0689 |
5.8% |
0.0048 |
0.4% |
60% |
False |
False |
24 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.8% |
0.0040 |
0.3% |
70% |
False |
False |
16 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0039 |
0.3% |
74% |
False |
False |
12 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0035 |
0.3% |
74% |
False |
False |
10 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0036 |
0.3% |
74% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2353 |
|
2.618 |
1.2203 |
|
1.618 |
1.2111 |
|
1.000 |
1.2054 |
|
0.618 |
1.2019 |
|
HIGH |
1.1962 |
|
0.618 |
1.1927 |
|
0.500 |
1.1916 |
|
0.382 |
1.1905 |
|
LOW |
1.1870 |
|
0.618 |
1.1813 |
|
1.000 |
1.1778 |
|
1.618 |
1.1721 |
|
2.618 |
1.1629 |
|
4.250 |
1.1479 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1919 |
1.1919 |
| PP |
1.1918 |
1.1918 |
| S1 |
1.1916 |
1.1916 |
|