CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1690 |
1.1700 |
0.0010 |
0.1% |
1.1897 |
| High |
1.1700 |
1.1700 |
0.0001 |
0.0% |
1.1897 |
| Low |
1.1668 |
1.1685 |
0.0017 |
0.1% |
1.1668 |
| Close |
1.1684 |
1.1685 |
0.0001 |
0.0% |
1.1684 |
| Range |
0.0032 |
0.0016 |
-0.0017 |
-51.6% |
0.0230 |
| ATR |
0.0077 |
0.0073 |
-0.0004 |
-5.7% |
0.0000 |
| Volume |
9 |
2 |
-7 |
-77.8% |
241 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1736 |
1.1726 |
1.1693 |
|
| R3 |
1.1721 |
1.1710 |
1.1689 |
|
| R2 |
1.1705 |
1.1705 |
1.1687 |
|
| R1 |
1.1695 |
1.1695 |
1.1686 |
1.1692 |
| PP |
1.1690 |
1.1690 |
1.1690 |
1.1688 |
| S1 |
1.1679 |
1.1679 |
1.1683 |
1.1677 |
| S2 |
1.1674 |
1.1674 |
1.1682 |
|
| S3 |
1.1659 |
1.1664 |
1.1680 |
|
| S4 |
1.1643 |
1.1648 |
1.1676 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2438 |
1.2291 |
1.1810 |
|
| R3 |
1.2209 |
1.2061 |
1.1747 |
|
| R2 |
1.1979 |
1.1979 |
1.1726 |
|
| R1 |
1.1832 |
1.1832 |
1.1705 |
1.1791 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1729 |
| S1 |
1.1602 |
1.1602 |
1.1663 |
1.1561 |
| S2 |
1.1520 |
1.1520 |
1.1642 |
|
| S3 |
1.1291 |
1.1373 |
1.1621 |
|
| S4 |
1.1061 |
1.1143 |
1.1558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1897 |
1.1668 |
0.0230 |
2.0% |
0.0061 |
0.5% |
7% |
False |
False |
48 |
| 10 |
1.2002 |
1.1668 |
0.0334 |
2.9% |
0.0058 |
0.5% |
5% |
False |
False |
30 |
| 20 |
1.2197 |
1.1668 |
0.0529 |
4.5% |
0.0065 |
0.6% |
3% |
False |
False |
21 |
| 40 |
1.2197 |
1.1560 |
0.0637 |
5.5% |
0.0057 |
0.5% |
20% |
False |
False |
30 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.9% |
0.0044 |
0.4% |
45% |
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% |
0.0038 |
0.3% |
51% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1766 |
|
2.618 |
1.1741 |
|
1.618 |
1.1725 |
|
1.000 |
1.1716 |
|
0.618 |
1.1710 |
|
HIGH |
1.1700 |
|
0.618 |
1.1694 |
|
0.500 |
1.1692 |
|
0.382 |
1.1690 |
|
LOW |
1.1685 |
|
0.618 |
1.1675 |
|
1.000 |
1.1669 |
|
1.618 |
1.1659 |
|
2.618 |
1.1644 |
|
4.250 |
1.1619 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1692 |
1.1706 |
| PP |
1.1690 |
1.1699 |
| S1 |
1.1687 |
1.1692 |
|