CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1700 |
1.1660 |
-0.0040 |
-0.3% |
1.1897 |
| High |
1.1700 |
1.1664 |
-0.0036 |
-0.3% |
1.1897 |
| Low |
1.1685 |
1.1640 |
-0.0045 |
-0.4% |
1.1668 |
| Close |
1.1685 |
1.1655 |
-0.0030 |
-0.3% |
1.1684 |
| Range |
0.0016 |
0.0024 |
0.0009 |
54.8% |
0.0230 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
2 |
16 |
14 |
700.0% |
241 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1725 |
1.1714 |
1.1668 |
|
| R3 |
1.1701 |
1.1690 |
1.1661 |
|
| R2 |
1.1677 |
1.1677 |
1.1659 |
|
| R1 |
1.1666 |
1.1666 |
1.1657 |
1.1659 |
| PP |
1.1653 |
1.1653 |
1.1653 |
1.1650 |
| S1 |
1.1642 |
1.1642 |
1.1652 |
1.1635 |
| S2 |
1.1629 |
1.1629 |
1.1650 |
|
| S3 |
1.1605 |
1.1618 |
1.1648 |
|
| S4 |
1.1581 |
1.1594 |
1.1641 |
|
|
| 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 |
1.1793 |
1.1640 |
0.0153 |
1.3% |
0.0046 |
0.4% |
10% |
False |
True |
31 |
| 10 |
1.1971 |
1.1640 |
0.0331 |
2.8% |
0.0055 |
0.5% |
4% |
False |
True |
31 |
| 20 |
1.2197 |
1.1640 |
0.0557 |
4.8% |
0.0064 |
0.5% |
3% |
False |
True |
22 |
| 40 |
1.2197 |
1.1560 |
0.0637 |
5.5% |
0.0058 |
0.5% |
15% |
False |
False |
30 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
8.0% |
0.0044 |
0.4% |
42% |
False |
False |
20 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0043 |
0.4% |
48% |
False |
False |
16 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0037 |
0.3% |
48% |
False |
False |
13 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0038 |
0.3% |
48% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1766 |
|
2.618 |
1.1727 |
|
1.618 |
1.1703 |
|
1.000 |
1.1688 |
|
0.618 |
1.1679 |
|
HIGH |
1.1664 |
|
0.618 |
1.1655 |
|
0.500 |
1.1652 |
|
0.382 |
1.1649 |
|
LOW |
1.1640 |
|
0.618 |
1.1625 |
|
1.000 |
1.1616 |
|
1.618 |
1.1601 |
|
2.618 |
1.1577 |
|
4.250 |
1.1538 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1654 |
1.1670 |
| PP |
1.1653 |
1.1665 |
| S1 |
1.1652 |
1.1660 |
|