CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1746 |
1.1705 |
-0.0041 |
-0.3% |
1.1700 |
| High |
1.1746 |
1.1773 |
0.0027 |
0.2% |
1.1790 |
| Low |
1.1696 |
1.1684 |
-0.0012 |
-0.1% |
1.1640 |
| Close |
1.1696 |
1.1740 |
0.0045 |
0.4% |
1.1740 |
| Range |
0.0050 |
0.0089 |
0.0039 |
77.0% |
0.0150 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.3% |
0.0000 |
| Volume |
7 |
6 |
-1 |
-14.3% |
67 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1998 |
1.1957 |
1.1789 |
|
| R3 |
1.1909 |
1.1869 |
1.1764 |
|
| R2 |
1.1821 |
1.1821 |
1.1756 |
|
| R1 |
1.1780 |
1.1780 |
1.1748 |
1.1801 |
| PP |
1.1732 |
1.1732 |
1.1732 |
1.1742 |
| S1 |
1.1692 |
1.1692 |
1.1732 |
1.1712 |
| S2 |
1.1644 |
1.1644 |
1.1724 |
|
| S3 |
1.1555 |
1.1603 |
1.1716 |
|
| S4 |
1.1467 |
1.1515 |
1.1691 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2173 |
1.2107 |
1.1823 |
|
| R3 |
1.2023 |
1.1957 |
1.1781 |
|
| R2 |
1.1873 |
1.1873 |
1.1768 |
|
| R1 |
1.1807 |
1.1807 |
1.1754 |
1.1840 |
| PP |
1.1723 |
1.1723 |
1.1723 |
1.1740 |
| S1 |
1.1657 |
1.1657 |
1.1726 |
1.1690 |
| S2 |
1.1573 |
1.1573 |
1.1713 |
|
| S3 |
1.1423 |
1.1507 |
1.1699 |
|
| S4 |
1.1273 |
1.1357 |
1.1658 |
|
|
| 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% |
0.0046 |
0.4% |
67% |
False |
False |
13 |
| 10 |
1.1971 |
1.1640 |
0.0331 |
2.8% |
0.0060 |
0.5% |
30% |
False |
False |
31 |
| 20 |
1.2197 |
1.1640 |
0.0557 |
4.7% |
0.0068 |
0.6% |
18% |
False |
False |
23 |
| 40 |
1.2197 |
1.1577 |
0.0620 |
5.3% |
0.0061 |
0.5% |
26% |
False |
False |
32 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.9% |
0.0046 |
0.4% |
51% |
False |
False |
21 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0044 |
0.4% |
57% |
False |
False |
16 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0038 |
0.3% |
57% |
False |
False |
13 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0039 |
0.3% |
57% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2149 |
|
2.618 |
1.2004 |
|
1.618 |
1.1916 |
|
1.000 |
1.1861 |
|
0.618 |
1.1827 |
|
HIGH |
1.1773 |
|
0.618 |
1.1739 |
|
0.500 |
1.1728 |
|
0.382 |
1.1718 |
|
LOW |
1.1684 |
|
0.618 |
1.1629 |
|
1.000 |
1.1596 |
|
1.618 |
1.1541 |
|
2.618 |
1.1452 |
|
4.250 |
1.1308 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1736 |
1.1739 |
| PP |
1.1732 |
1.1738 |
| S1 |
1.1728 |
1.1737 |
|