CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 18-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
1.1880 |
1.1780 |
-0.0100 |
-0.8% |
1.2061 |
High |
1.1880 |
1.1780 |
-0.0100 |
-0.8% |
1.2116 |
Low |
1.1839 |
1.1780 |
-0.0059 |
-0.5% |
1.1990 |
Close |
1.1839 |
1.1780 |
-0.0059 |
-0.5% |
1.2015 |
Range |
0.0042 |
0.0000 |
-0.0042 |
-100.0% |
0.0126 |
ATR |
0.0065 |
0.0065 |
0.0000 |
-0.7% |
0.0000 |
Volume |
10 |
0 |
-10 |
-100.0% |
2 |
|
Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1780 |
1.1780 |
1.1780 |
|
R3 |
1.1780 |
1.1780 |
1.1780 |
|
R2 |
1.1780 |
1.1780 |
1.1780 |
|
R1 |
1.1780 |
1.1780 |
1.1780 |
1.1780 |
PP |
1.1780 |
1.1780 |
1.1780 |
1.1780 |
S1 |
1.1780 |
1.1780 |
1.1780 |
1.1780 |
S2 |
1.1780 |
1.1780 |
1.1780 |
|
S3 |
1.1780 |
1.1780 |
1.1780 |
|
S4 |
1.1780 |
1.1780 |
1.1780 |
|
|
Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2417 |
1.2341 |
1.2084 |
|
R3 |
1.2291 |
1.2216 |
1.2050 |
|
R2 |
1.2166 |
1.2166 |
1.2038 |
|
R1 |
1.2090 |
1.2090 |
1.2027 |
1.2065 |
PP |
1.2040 |
1.2040 |
1.2040 |
1.2028 |
S1 |
1.1965 |
1.1965 |
1.2003 |
1.1940 |
S2 |
1.1915 |
1.1915 |
1.1992 |
|
S3 |
1.1789 |
1.1839 |
1.1980 |
|
S4 |
1.1664 |
1.1714 |
1.1946 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2039 |
1.1780 |
0.0259 |
2.2% |
0.0022 |
0.2% |
0% |
False |
True |
4 |
10 |
1.2124 |
1.1780 |
0.0344 |
2.9% |
0.0037 |
0.3% |
0% |
False |
True |
2 |
20 |
1.2267 |
1.1780 |
0.0487 |
4.1% |
0.0041 |
0.3% |
0% |
False |
True |
1 |
40 |
1.2267 |
1.1668 |
0.0599 |
5.1% |
0.0033 |
0.3% |
19% |
False |
False |
|
60 |
1.2267 |
1.1380 |
0.0888 |
7.5% |
0.0029 |
0.2% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1780 |
2.618 |
1.1780 |
1.618 |
1.1780 |
1.000 |
1.1780 |
0.618 |
1.1780 |
HIGH |
1.1780 |
0.618 |
1.1780 |
0.500 |
1.1780 |
0.382 |
1.1780 |
LOW |
1.1780 |
0.618 |
1.1780 |
1.000 |
1.1780 |
1.618 |
1.1780 |
2.618 |
1.1780 |
4.250 |
1.1780 |
|
|
Fisher Pivots for day following 18-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1780 |
1.1849 |
PP |
1.1780 |
1.1826 |
S1 |
1.1780 |
1.1803 |
|