CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2073 |
1.2059 |
-0.0015 |
-0.1% |
1.2026 |
| High |
1.2073 |
1.2078 |
0.0005 |
0.0% |
1.2267 |
| Low |
1.2064 |
1.1998 |
-0.0066 |
-0.5% |
1.1977 |
| Close |
1.2073 |
1.2059 |
-0.0015 |
-0.1% |
1.2188 |
| Range |
0.0010 |
0.0080 |
0.0070 |
736.8% |
0.0290 |
| ATR |
0.0068 |
0.0068 |
0.0001 |
1.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2283 |
1.2250 |
1.2102 |
|
| R3 |
1.2204 |
1.2171 |
1.2080 |
|
| R2 |
1.2124 |
1.2124 |
1.2073 |
|
| R1 |
1.2091 |
1.2091 |
1.2066 |
1.2098 |
| PP |
1.2045 |
1.2045 |
1.2045 |
1.2048 |
| S1 |
1.2012 |
1.2012 |
1.2051 |
1.2019 |
| S2 |
1.1965 |
1.1965 |
1.2044 |
|
| S3 |
1.1886 |
1.1932 |
1.2037 |
|
| S4 |
1.1806 |
1.1853 |
1.2015 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3014 |
1.2891 |
1.2347 |
|
| R3 |
1.2724 |
1.2601 |
1.2267 |
|
| R2 |
1.2434 |
1.2434 |
1.2241 |
|
| R1 |
1.2311 |
1.2311 |
1.2214 |
1.2372 |
| PP |
1.2144 |
1.2144 |
1.2144 |
1.2175 |
| S1 |
1.2021 |
1.2021 |
1.2161 |
1.2082 |
| S2 |
1.1854 |
1.1854 |
1.2134 |
|
| S3 |
1.1564 |
1.1731 |
1.2108 |
|
| S4 |
1.1274 |
1.1441 |
1.2028 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2415 |
|
2.618 |
1.2286 |
|
1.618 |
1.2206 |
|
1.000 |
1.2157 |
|
0.618 |
1.2127 |
|
HIGH |
1.2078 |
|
0.618 |
1.2047 |
|
0.500 |
1.2038 |
|
0.382 |
1.2028 |
|
LOW |
1.1998 |
|
0.618 |
1.1949 |
|
1.000 |
1.1919 |
|
1.618 |
1.1869 |
|
2.618 |
1.1790 |
|
4.250 |
1.1660 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2052 |
1.2133 |
| PP |
1.2045 |
1.2108 |
| S1 |
1.2038 |
1.2083 |
|