CME Swiss Franc Future March 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 |
1.1681 |
1.1639 |
-0.0042 |
-0.4% |
1.1851 |
| High |
1.1693 |
1.1654 |
-0.0039 |
-0.3% |
1.1907 |
| Low |
1.1587 |
1.1571 |
-0.0016 |
-0.1% |
1.1751 |
| Close |
1.1627 |
1.1572 |
-0.0056 |
-0.5% |
1.1808 |
| Range |
0.0106 |
0.0083 |
-0.0024 |
-22.2% |
0.0156 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
26,411 |
19,941 |
-6,470 |
-24.5% |
85,031 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1846 |
1.1791 |
1.1617 |
|
| R3 |
1.1764 |
1.1709 |
1.1594 |
|
| R2 |
1.1681 |
1.1681 |
1.1587 |
|
| R1 |
1.1626 |
1.1626 |
1.1579 |
1.1613 |
| PP |
1.1599 |
1.1599 |
1.1599 |
1.1592 |
| S1 |
1.1544 |
1.1544 |
1.1564 |
1.1530 |
| S2 |
1.1516 |
1.1516 |
1.1556 |
|
| S3 |
1.1434 |
1.1461 |
1.1549 |
|
| S4 |
1.1351 |
1.1379 |
1.1526 |
|
|
| 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 |
1.1867 |
1.1571 |
0.0296 |
2.6% |
0.0105 |
0.9% |
0% |
False |
True |
24,716 |
| 10 |
1.1916 |
1.1571 |
0.0345 |
3.0% |
0.0099 |
0.9% |
0% |
False |
True |
21,593 |
| 20 |
1.2097 |
1.1571 |
0.0526 |
4.5% |
0.0107 |
0.9% |
0% |
False |
True |
23,498 |
| 40 |
1.2097 |
1.1417 |
0.0680 |
5.9% |
0.0090 |
0.8% |
23% |
False |
False |
15,775 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.2% |
0.0076 |
0.7% |
45% |
False |
False |
10,526 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0069 |
0.6% |
51% |
False |
False |
7,898 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0061 |
0.5% |
51% |
False |
False |
6,323 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0058 |
0.5% |
51% |
False |
False |
5,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2004 |
|
2.618 |
1.1869 |
|
1.618 |
1.1787 |
|
1.000 |
1.1736 |
|
0.618 |
1.1704 |
|
HIGH |
1.1654 |
|
0.618 |
1.1622 |
|
0.500 |
1.1612 |
|
0.382 |
1.1603 |
|
LOW |
1.1571 |
|
0.618 |
1.1520 |
|
1.000 |
1.1489 |
|
1.618 |
1.1438 |
|
2.618 |
1.1355 |
|
4.250 |
1.1220 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1612 |
1.1692 |
| PP |
1.1599 |
1.1652 |
| S1 |
1.1585 |
1.1612 |
|