CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1930 |
1.1990 |
0.0060 |
0.5% |
1.1791 |
| High |
1.2060 |
1.1991 |
-0.0069 |
-0.6% |
1.2097 |
| Low |
1.1930 |
1.1848 |
-0.0082 |
-0.7% |
1.1758 |
| Close |
1.1980 |
1.1865 |
-0.0116 |
-1.0% |
1.1980 |
| Range |
0.0131 |
0.0144 |
0.0013 |
10.0% |
0.0340 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
3.7% |
0.0000 |
| Volume |
35,586 |
23,734 |
-11,852 |
-33.3% |
118,571 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2332 |
1.2242 |
1.1943 |
|
| R3 |
1.2188 |
1.2098 |
1.1904 |
|
| R2 |
1.2045 |
1.2045 |
1.1891 |
|
| R1 |
1.1955 |
1.1955 |
1.1878 |
1.1928 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1888 |
| S1 |
1.1811 |
1.1811 |
1.1851 |
1.1784 |
| S2 |
1.1758 |
1.1758 |
1.1838 |
|
| S3 |
1.1614 |
1.1668 |
1.1825 |
|
| S4 |
1.1471 |
1.1524 |
1.1786 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2963 |
1.2811 |
1.2167 |
|
| R3 |
1.2624 |
1.2472 |
1.2073 |
|
| R2 |
1.2284 |
1.2284 |
1.2042 |
|
| R1 |
1.2132 |
1.2132 |
1.2011 |
1.2208 |
| PP |
1.1945 |
1.1945 |
1.1945 |
1.1983 |
| S1 |
1.1793 |
1.1793 |
1.1949 |
1.1869 |
| S2 |
1.1605 |
1.1605 |
1.1918 |
|
| S3 |
1.1266 |
1.1453 |
1.1887 |
|
| S4 |
1.0926 |
1.1114 |
1.1793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2097 |
1.1758 |
0.0340 |
2.9% |
0.0141 |
1.2% |
32% |
False |
False |
28,461 |
| 10 |
1.2097 |
1.1590 |
0.0507 |
4.3% |
0.0112 |
0.9% |
54% |
False |
False |
24,097 |
| 20 |
1.2097 |
1.1459 |
0.0639 |
5.4% |
0.0098 |
0.8% |
64% |
False |
False |
19,352 |
| 40 |
1.2097 |
1.1186 |
0.0911 |
7.7% |
0.0078 |
0.7% |
74% |
False |
False |
9,728 |
| 60 |
1.2097 |
1.1101 |
0.0996 |
8.4% |
0.0067 |
0.6% |
77% |
False |
False |
6,490 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0059 |
0.5% |
78% |
False |
False |
4,875 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0054 |
0.5% |
78% |
False |
False |
3,901 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0050 |
0.4% |
78% |
False |
False |
3,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2601 |
|
2.618 |
1.2367 |
|
1.618 |
1.2223 |
|
1.000 |
1.2135 |
|
0.618 |
1.2080 |
|
HIGH |
1.1991 |
|
0.618 |
1.1936 |
|
0.500 |
1.1919 |
|
0.382 |
1.1902 |
|
LOW |
1.1848 |
|
0.618 |
1.1759 |
|
1.000 |
1.1704 |
|
1.618 |
1.1615 |
|
2.618 |
1.1472 |
|
4.250 |
1.1238 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1919 |
1.1972 |
| PP |
1.1901 |
1.1936 |
| S1 |
1.1883 |
1.1900 |
|