CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1660 |
1.1740 |
0.0080 |
0.7% |
1.1897 |
| High |
1.1664 |
1.1790 |
0.0126 |
1.1% |
1.1897 |
| Low |
1.1640 |
1.1740 |
0.0100 |
0.9% |
1.1668 |
| Close |
1.1655 |
1.1757 |
0.0103 |
0.9% |
1.1684 |
| Range |
0.0024 |
0.0050 |
0.0026 |
108.3% |
0.0230 |
| ATR |
0.0071 |
0.0076 |
0.0005 |
6.5% |
0.0000 |
| Volume |
16 |
36 |
20 |
125.0% |
241 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1912 |
1.1885 |
1.1785 |
|
| R3 |
1.1862 |
1.1835 |
1.1771 |
|
| R2 |
1.1812 |
1.1812 |
1.1766 |
|
| R1 |
1.1785 |
1.1785 |
1.1762 |
1.1799 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1769 |
| S1 |
1.1735 |
1.1735 |
1.1752 |
1.1749 |
| S2 |
1.1712 |
1.1712 |
1.1748 |
|
| S3 |
1.1662 |
1.1685 |
1.1743 |
|
| S4 |
1.1612 |
1.1635 |
1.1730 |
|
|
| 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 |
1.1790 |
1.1640 |
0.0150 |
1.3% |
0.0037 |
0.3% |
78% |
True |
False |
16 |
| 10 |
1.1971 |
1.1640 |
0.0331 |
2.8% |
0.0058 |
0.5% |
35% |
False |
False |
33 |
| 20 |
1.2197 |
1.1640 |
0.0557 |
4.7% |
0.0063 |
0.5% |
21% |
False |
False |
23 |
| 40 |
1.2197 |
1.1577 |
0.0620 |
5.3% |
0.0058 |
0.5% |
29% |
False |
False |
31 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.9% |
0.0044 |
0.4% |
53% |
False |
False |
21 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
8.9% |
0.0044 |
0.4% |
58% |
False |
False |
16 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.9% |
0.0037 |
0.3% |
58% |
False |
False |
13 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
8.9% |
0.0038 |
0.3% |
58% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2003 |
|
2.618 |
1.1921 |
|
1.618 |
1.1871 |
|
1.000 |
1.1840 |
|
0.618 |
1.1821 |
|
HIGH |
1.1790 |
|
0.618 |
1.1771 |
|
0.500 |
1.1765 |
|
0.382 |
1.1759 |
|
LOW |
1.1740 |
|
0.618 |
1.1709 |
|
1.000 |
1.1690 |
|
1.618 |
1.1659 |
|
2.618 |
1.1609 |
|
4.250 |
1.1528 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1765 |
1.1743 |
| PP |
1.1762 |
1.1729 |
| S1 |
1.1760 |
1.1715 |
|