CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 24-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
1.1757 |
1.1860 |
0.0103 |
0.9% |
1.1918 |
High |
1.1757 |
1.1860 |
0.0103 |
0.9% |
1.1918 |
Low |
1.1757 |
1.1860 |
0.0103 |
0.9% |
1.1775 |
Close |
1.1757 |
1.1860 |
0.0103 |
0.9% |
1.1788 |
Range |
|
|
|
|
|
ATR |
0.0056 |
0.0059 |
0.0003 |
6.0% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1860 |
1.1860 |
1.1860 |
|
R3 |
1.1860 |
1.1860 |
1.1860 |
|
R2 |
1.1860 |
1.1860 |
1.1860 |
|
R1 |
1.1860 |
1.1860 |
1.1860 |
1.1860 |
PP |
1.1860 |
1.1860 |
1.1860 |
1.1860 |
S1 |
1.1860 |
1.1860 |
1.1860 |
1.1860 |
S2 |
1.1860 |
1.1860 |
1.1860 |
|
S3 |
1.1860 |
1.1860 |
1.1860 |
|
S4 |
1.1860 |
1.1860 |
1.1860 |
|
|
Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2256 |
1.2165 |
1.1866 |
|
R3 |
1.2113 |
1.2022 |
1.1827 |
|
R2 |
1.1970 |
1.1970 |
1.1814 |
|
R1 |
1.1879 |
1.1879 |
1.1801 |
1.1853 |
PP |
1.1827 |
1.1827 |
1.1827 |
1.1814 |
S1 |
1.1736 |
1.1736 |
1.1774 |
1.1710 |
S2 |
1.1684 |
1.1684 |
1.1761 |
|
S3 |
1.1541 |
1.1593 |
1.1748 |
|
S4 |
1.1398 |
1.1450 |
1.1709 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1860 |
1.1757 |
0.0103 |
0.9% |
0.0005 |
0.0% |
100% |
True |
False |
|
10 |
1.2047 |
1.1757 |
0.0290 |
2.4% |
0.0017 |
0.1% |
35% |
False |
False |
2 |
20 |
1.2267 |
1.1757 |
0.0510 |
4.3% |
0.0040 |
0.3% |
20% |
False |
False |
1 |
40 |
1.2267 |
1.1688 |
0.0580 |
4.9% |
0.0032 |
0.3% |
30% |
False |
False |
|
60 |
1.2267 |
1.1380 |
0.0888 |
7.5% |
0.0028 |
0.2% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1860 |
2.618 |
1.1860 |
1.618 |
1.1860 |
1.000 |
1.1860 |
0.618 |
1.1860 |
HIGH |
1.1860 |
0.618 |
1.1860 |
0.500 |
1.1860 |
0.382 |
1.1860 |
LOW |
1.1860 |
0.618 |
1.1860 |
1.000 |
1.1860 |
1.618 |
1.1860 |
2.618 |
1.1860 |
4.250 |
1.1860 |
|
|
Fisher Pivots for day following 24-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1860 |
1.1842 |
PP |
1.1860 |
1.1825 |
S1 |
1.1860 |
1.1808 |
|