CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1897 |
1.1793 |
-0.0105 |
-0.9% |
1.1948 |
| High |
1.1897 |
1.1793 |
-0.0105 |
-0.9% |
1.2002 |
| Low |
1.1797 |
1.1700 |
-0.0097 |
-0.8% |
1.1870 |
| Close |
1.1797 |
1.1736 |
-0.0061 |
-0.5% |
1.1916 |
| Range |
0.0101 |
0.0093 |
-0.0008 |
-8.0% |
0.0132 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.4% |
0.0000 |
| Volume |
100 |
113 |
13 |
13.0% |
59 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2020 |
1.1971 |
1.1787 |
|
| R3 |
1.1928 |
1.1878 |
1.1761 |
|
| R2 |
1.1835 |
1.1835 |
1.1753 |
|
| R1 |
1.1786 |
1.1786 |
1.1744 |
1.1764 |
| PP |
1.1743 |
1.1743 |
1.1743 |
1.1732 |
| S1 |
1.1693 |
1.1693 |
1.1728 |
1.1672 |
| S2 |
1.1650 |
1.1650 |
1.1719 |
|
| S3 |
1.1558 |
1.1601 |
1.1711 |
|
| S4 |
1.1465 |
1.1508 |
1.1685 |
|
|
| 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 |
1.1971 |
1.1700 |
0.0271 |
2.3% |
0.0078 |
0.7% |
13% |
False |
True |
50 |
| 10 |
1.2022 |
1.1700 |
0.0322 |
2.7% |
0.0070 |
0.6% |
11% |
False |
True |
32 |
| 20 |
1.2197 |
1.1700 |
0.0497 |
4.2% |
0.0067 |
0.6% |
7% |
False |
True |
21 |
| 40 |
1.2197 |
1.1508 |
0.0689 |
5.9% |
0.0055 |
0.5% |
33% |
False |
False |
29 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.9% |
0.0043 |
0.4% |
50% |
False |
False |
19 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0042 |
0.4% |
56% |
False |
False |
15 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0038 |
0.3% |
56% |
False |
False |
12 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0038 |
0.3% |
56% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2186 |
|
2.618 |
1.2035 |
|
1.618 |
1.1942 |
|
1.000 |
1.1885 |
|
0.618 |
1.1850 |
|
HIGH |
1.1793 |
|
0.618 |
1.1757 |
|
0.500 |
1.1746 |
|
0.382 |
1.1735 |
|
LOW |
1.1700 |
|
0.618 |
1.1643 |
|
1.000 |
1.1608 |
|
1.618 |
1.1550 |
|
2.618 |
1.1458 |
|
4.250 |
1.1307 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1746 |
1.1835 |
| PP |
1.1743 |
1.1802 |
| S1 |
1.1739 |
1.1769 |
|