CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1705 |
1.1769 |
0.0064 |
0.5% |
1.1700 |
| High |
1.1773 |
1.1769 |
-0.0004 |
0.0% |
1.1790 |
| Low |
1.1684 |
1.1733 |
0.0049 |
0.4% |
1.1640 |
| Close |
1.1740 |
1.1760 |
0.0020 |
0.2% |
1.1740 |
| Range |
0.0089 |
0.0037 |
-0.0052 |
-58.8% |
0.0150 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
6 |
2 |
-4 |
-66.7% |
67 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1863 |
1.1848 |
1.1780 |
|
| R3 |
1.1827 |
1.1812 |
1.1770 |
|
| R2 |
1.1790 |
1.1790 |
1.1767 |
|
| R1 |
1.1775 |
1.1775 |
1.1763 |
1.1765 |
| PP |
1.1754 |
1.1754 |
1.1754 |
1.1749 |
| S1 |
1.1739 |
1.1739 |
1.1757 |
1.1728 |
| S2 |
1.1717 |
1.1717 |
1.1753 |
|
| S3 |
1.1681 |
1.1702 |
1.1750 |
|
| S4 |
1.1644 |
1.1666 |
1.1740 |
|
|
| 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% |
0.0050 |
0.4% |
80% |
False |
False |
13 |
| 10 |
1.1897 |
1.1640 |
0.0257 |
2.2% |
0.0055 |
0.5% |
47% |
False |
False |
31 |
| 20 |
1.2166 |
1.1640 |
0.0526 |
4.5% |
0.0062 |
0.5% |
23% |
False |
False |
22 |
| 40 |
1.2197 |
1.1577 |
0.0620 |
5.3% |
0.0062 |
0.5% |
30% |
False |
False |
32 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.9% |
0.0046 |
0.4% |
53% |
False |
False |
21 |
| 80 |
1.2197 |
1.1210 |
0.0987 |
8.4% |
0.0044 |
0.4% |
56% |
False |
False |
16 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.9% |
0.0038 |
0.3% |
59% |
False |
False |
13 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
8.9% |
0.0039 |
0.3% |
59% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1924 |
|
2.618 |
1.1865 |
|
1.618 |
1.1828 |
|
1.000 |
1.1806 |
|
0.618 |
1.1792 |
|
HIGH |
1.1769 |
|
0.618 |
1.1755 |
|
0.500 |
1.1751 |
|
0.382 |
1.1746 |
|
LOW |
1.1733 |
|
0.618 |
1.1710 |
|
1.000 |
1.1696 |
|
1.618 |
1.1673 |
|
2.618 |
1.1637 |
|
4.250 |
1.1577 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1757 |
1.1749 |
| PP |
1.1754 |
1.1739 |
| S1 |
1.1751 |
1.1728 |
|