CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1793 |
1.1744 |
-0.0049 |
-0.4% |
1.1948 |
| High |
1.1793 |
1.1744 |
-0.0049 |
-0.4% |
1.2002 |
| Low |
1.1700 |
1.1679 |
-0.0022 |
-0.2% |
1.1870 |
| Close |
1.1736 |
1.1679 |
-0.0058 |
-0.5% |
1.1916 |
| Range |
0.0093 |
0.0065 |
-0.0028 |
-29.7% |
0.0132 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
113 |
19 |
-94 |
-83.2% |
59 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1852 |
1.1714 |
|
| R3 |
1.1830 |
1.1787 |
1.1696 |
|
| R2 |
1.1765 |
1.1765 |
1.1690 |
|
| R1 |
1.1722 |
1.1722 |
1.1684 |
1.1711 |
| PP |
1.1700 |
1.1700 |
1.1700 |
1.1695 |
| S1 |
1.1657 |
1.1657 |
1.1673 |
1.1646 |
| S2 |
1.1635 |
1.1635 |
1.1667 |
|
| S3 |
1.1570 |
1.1592 |
1.1661 |
|
| S4 |
1.1505 |
1.1527 |
1.1643 |
|
|
| 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 |
1.1679 |
0.0292 |
2.5% |
0.0087 |
0.7% |
0% |
False |
True |
53 |
| 10 |
1.2022 |
1.1679 |
0.0343 |
2.9% |
0.0071 |
0.6% |
0% |
False |
True |
30 |
| 20 |
1.2197 |
1.1679 |
0.0518 |
4.4% |
0.0070 |
0.6% |
0% |
False |
True |
22 |
| 40 |
1.2197 |
1.1560 |
0.0637 |
5.5% |
0.0056 |
0.5% |
19% |
False |
False |
30 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.9% |
0.0044 |
0.4% |
44% |
False |
False |
20 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0043 |
0.4% |
51% |
False |
False |
15 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0037 |
0.3% |
51% |
False |
False |
12 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0039 |
0.3% |
51% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2020 |
|
2.618 |
1.1914 |
|
1.618 |
1.1849 |
|
1.000 |
1.1809 |
|
0.618 |
1.1784 |
|
HIGH |
1.1744 |
|
0.618 |
1.1719 |
|
0.500 |
1.1711 |
|
0.382 |
1.1703 |
|
LOW |
1.1679 |
|
0.618 |
1.1638 |
|
1.000 |
1.1614 |
|
1.618 |
1.1573 |
|
2.618 |
1.1508 |
|
4.250 |
1.1402 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1711 |
1.1788 |
| PP |
1.1700 |
1.1751 |
| S1 |
1.1689 |
1.1715 |
|