CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1817 |
1.1806 |
-0.0011 |
-0.1% |
1.1851 |
| High |
1.1861 |
1.1812 |
-0.0049 |
-0.4% |
1.1907 |
| Low |
1.1774 |
1.1677 |
-0.0097 |
-0.8% |
1.1751 |
| Close |
1.1808 |
1.1689 |
-0.0119 |
-1.0% |
1.1808 |
| Range |
0.0087 |
0.0135 |
0.0049 |
56.1% |
0.0156 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
2.9% |
0.0000 |
| Volume |
19,298 |
35,675 |
16,377 |
84.9% |
85,031 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2131 |
1.2045 |
1.1763 |
|
| R3 |
1.1996 |
1.1910 |
1.1726 |
|
| R2 |
1.1861 |
1.1861 |
1.1714 |
|
| R1 |
1.1775 |
1.1775 |
1.1701 |
1.1751 |
| PP |
1.1726 |
1.1726 |
1.1726 |
1.1714 |
| S1 |
1.1640 |
1.1640 |
1.1677 |
1.1616 |
| S2 |
1.1591 |
1.1591 |
1.1664 |
|
| S3 |
1.1456 |
1.1505 |
1.1652 |
|
| S4 |
1.1321 |
1.1370 |
1.1615 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2290 |
1.2205 |
1.1894 |
|
| R3 |
1.2134 |
1.2049 |
1.1851 |
|
| R2 |
1.1978 |
1.1978 |
1.1837 |
|
| R1 |
1.1893 |
1.1893 |
1.1822 |
1.1857 |
| PP |
1.1822 |
1.1822 |
1.1822 |
1.1804 |
| S1 |
1.1737 |
1.1737 |
1.1794 |
1.1701 |
| S2 |
1.1666 |
1.1666 |
1.1779 |
|
| S3 |
1.1510 |
1.1581 |
1.1765 |
|
| S4 |
1.1354 |
1.1425 |
1.1722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1899 |
1.1677 |
0.0222 |
1.9% |
0.0094 |
0.8% |
5% |
False |
True |
21,450 |
| 10 |
1.1991 |
1.1677 |
0.0314 |
2.7% |
0.0104 |
0.9% |
4% |
False |
True |
21,964 |
| 20 |
1.2097 |
1.1590 |
0.0507 |
4.3% |
0.0105 |
0.9% |
20% |
False |
False |
23,585 |
| 40 |
1.2097 |
1.1392 |
0.0705 |
6.0% |
0.0088 |
0.8% |
42% |
False |
False |
14,619 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.1% |
0.0074 |
0.6% |
57% |
False |
False |
9,754 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.1% |
0.0068 |
0.6% |
62% |
False |
False |
7,318 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.1% |
0.0060 |
0.5% |
62% |
False |
False |
5,860 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.1% |
0.0056 |
0.5% |
62% |
False |
False |
4,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2386 |
|
2.618 |
1.2165 |
|
1.618 |
1.2030 |
|
1.000 |
1.1947 |
|
0.618 |
1.1895 |
|
HIGH |
1.1812 |
|
0.618 |
1.1760 |
|
0.500 |
1.1745 |
|
0.382 |
1.1729 |
|
LOW |
1.1677 |
|
0.618 |
1.1594 |
|
1.000 |
1.1542 |
|
1.618 |
1.1459 |
|
2.618 |
1.1324 |
|
4.250 |
1.1103 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1745 |
1.1772 |
| PP |
1.1726 |
1.1744 |
| S1 |
1.1708 |
1.1717 |
|