CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1765 |
1.1800 |
0.0035 |
0.3% |
1.1700 |
| High |
1.1774 |
1.1860 |
0.0086 |
0.7% |
1.1790 |
| Low |
1.1765 |
1.1740 |
-0.0025 |
-0.2% |
1.1640 |
| Close |
1.1774 |
1.1793 |
0.0019 |
0.2% |
1.1740 |
| Range |
0.0009 |
0.0120 |
0.0111 |
1,233.3% |
0.0150 |
| ATR |
0.0069 |
0.0072 |
0.0004 |
5.4% |
0.0000 |
| Volume |
2 |
24 |
22 |
1,100.0% |
67 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2158 |
1.2095 |
1.1859 |
|
| R3 |
1.2038 |
1.1975 |
1.1826 |
|
| R2 |
1.1918 |
1.1918 |
1.1815 |
|
| R1 |
1.1855 |
1.1855 |
1.1804 |
1.1827 |
| PP |
1.1798 |
1.1798 |
1.1798 |
1.1783 |
| S1 |
1.1735 |
1.1735 |
1.1782 |
1.1707 |
| S2 |
1.1678 |
1.1678 |
1.1771 |
|
| S3 |
1.1558 |
1.1615 |
1.1760 |
|
| S4 |
1.1438 |
1.1495 |
1.1727 |
|
|
| 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 |
1.1860 |
1.1684 |
0.0176 |
1.5% |
0.0061 |
0.5% |
62% |
True |
False |
8 |
| 10 |
1.1860 |
1.1640 |
0.0220 |
1.9% |
0.0049 |
0.4% |
70% |
True |
False |
12 |
| 20 |
1.2022 |
1.1640 |
0.0382 |
3.2% |
0.0059 |
0.5% |
40% |
False |
False |
22 |
| 40 |
1.2197 |
1.1577 |
0.0620 |
5.3% |
0.0060 |
0.5% |
35% |
False |
False |
32 |
| 60 |
1.2197 |
1.1302 |
0.0895 |
7.6% |
0.0048 |
0.4% |
55% |
False |
False |
21 |
| 80 |
1.2197 |
1.1216 |
0.0981 |
8.3% |
0.0045 |
0.4% |
59% |
False |
False |
16 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.9% |
0.0039 |
0.3% |
62% |
False |
False |
13 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
8.9% |
0.0039 |
0.3% |
62% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2370 |
|
2.618 |
1.2174 |
|
1.618 |
1.2054 |
|
1.000 |
1.1980 |
|
0.618 |
1.1934 |
|
HIGH |
1.1860 |
|
0.618 |
1.1814 |
|
0.500 |
1.1800 |
|
0.382 |
1.1786 |
|
LOW |
1.1740 |
|
0.618 |
1.1666 |
|
1.000 |
1.1620 |
|
1.618 |
1.1546 |
|
2.618 |
1.1426 |
|
4.250 |
1.1230 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1800 |
1.1796 |
| PP |
1.1798 |
1.1795 |
| S1 |
1.1795 |
1.1794 |
|