CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1962 |
1.1928 |
-0.0034 |
-0.3% |
1.1948 |
| High |
1.1962 |
1.1971 |
0.0009 |
0.1% |
1.2002 |
| Low |
1.1870 |
1.1885 |
0.0015 |
0.1% |
1.1870 |
| Close |
1.1921 |
1.1916 |
-0.0005 |
0.0% |
1.1916 |
| Range |
0.0092 |
0.0086 |
-0.0007 |
-7.1% |
0.0132 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
0.8% |
0.0000 |
| Volume |
22 |
11 |
-11 |
-50.0% |
59 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2180 |
1.2134 |
1.1963 |
|
| R3 |
1.2095 |
1.2048 |
1.1940 |
|
| R2 |
1.2009 |
1.2009 |
1.1932 |
|
| R1 |
1.1963 |
1.1963 |
1.1924 |
1.1943 |
| PP |
1.1924 |
1.1924 |
1.1924 |
1.1914 |
| S1 |
1.1877 |
1.1877 |
1.1908 |
1.1858 |
| S2 |
1.1838 |
1.1838 |
1.1900 |
|
| S3 |
1.1753 |
1.1792 |
1.1892 |
|
| S4 |
1.1667 |
1.1706 |
1.1869 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2324 |
1.2251 |
1.1988 |
|
| R3 |
1.2192 |
1.2120 |
1.1952 |
|
| R2 |
1.2061 |
1.2061 |
1.1940 |
|
| R1 |
1.1988 |
1.1988 |
1.1928 |
1.1959 |
| PP |
1.1929 |
1.1929 |
1.1929 |
1.1914 |
| S1 |
1.1857 |
1.1857 |
1.1904 |
1.1827 |
| S2 |
1.1798 |
1.1798 |
1.1892 |
|
| S3 |
1.1666 |
1.1725 |
1.1880 |
|
| S4 |
1.1535 |
1.1594 |
1.1844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2002 |
1.1870 |
0.0132 |
1.1% |
0.0054 |
0.5% |
35% |
False |
False |
11 |
| 10 |
1.2166 |
1.1870 |
0.0296 |
2.5% |
0.0069 |
0.6% |
16% |
False |
False |
13 |
| 20 |
1.2197 |
1.1684 |
0.0513 |
4.3% |
0.0068 |
0.6% |
45% |
False |
False |
44 |
| 40 |
1.2197 |
1.1508 |
0.0689 |
5.8% |
0.0051 |
0.4% |
59% |
False |
False |
24 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.8% |
0.0041 |
0.3% |
70% |
False |
False |
16 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0040 |
0.3% |
73% |
False |
False |
12 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0036 |
0.3% |
73% |
False |
False |
10 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0037 |
0.3% |
73% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2334 |
|
2.618 |
1.2194 |
|
1.618 |
1.2109 |
|
1.000 |
1.2056 |
|
0.618 |
1.2023 |
|
HIGH |
1.1971 |
|
0.618 |
1.1938 |
|
0.500 |
1.1928 |
|
0.382 |
1.1918 |
|
LOW |
1.1885 |
|
0.618 |
1.1832 |
|
1.000 |
1.1800 |
|
1.618 |
1.1747 |
|
2.618 |
1.1661 |
|
4.250 |
1.1522 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1928 |
1.1920 |
| PP |
1.1924 |
1.1919 |
| S1 |
1.1920 |
1.1917 |
|