CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1588 |
1.1581 |
-0.0008 |
-0.1% |
1.1806 |
| High |
1.1595 |
1.1607 |
0.0012 |
0.1% |
1.1812 |
| Low |
1.1557 |
1.1561 |
0.0004 |
0.0% |
1.1557 |
| Close |
1.1576 |
1.1577 |
0.0001 |
0.0% |
1.1576 |
| Range |
0.0039 |
0.0046 |
0.0008 |
19.5% |
0.0256 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
21,445 |
17,341 |
-4,104 |
-19.1% |
103,472 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1719 |
1.1694 |
1.1602 |
|
| R3 |
1.1673 |
1.1648 |
1.1589 |
|
| R2 |
1.1627 |
1.1627 |
1.1585 |
|
| R1 |
1.1602 |
1.1602 |
1.1581 |
1.1592 |
| PP |
1.1581 |
1.1581 |
1.1581 |
1.1576 |
| S1 |
1.1556 |
1.1556 |
1.1572 |
1.1546 |
| S2 |
1.1535 |
1.1535 |
1.1568 |
|
| S3 |
1.1489 |
1.1510 |
1.1564 |
|
| S4 |
1.1443 |
1.1464 |
1.1551 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2415 |
1.2251 |
1.1716 |
|
| R3 |
1.2159 |
1.1995 |
1.1646 |
|
| R2 |
1.1904 |
1.1904 |
1.1622 |
|
| R1 |
1.1740 |
1.1740 |
1.1599 |
1.1694 |
| PP |
1.1648 |
1.1648 |
1.1648 |
1.1625 |
| S1 |
1.1484 |
1.1484 |
1.1552 |
1.1438 |
| S2 |
1.1393 |
1.1393 |
1.1529 |
|
| S3 |
1.1137 |
1.1229 |
1.1505 |
|
| S4 |
1.0882 |
1.0973 |
1.1435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1812 |
1.1557 |
0.0256 |
2.2% |
0.0082 |
0.7% |
8% |
False |
False |
24,162 |
| 10 |
1.1907 |
1.1557 |
0.0350 |
3.0% |
0.0083 |
0.7% |
6% |
False |
False |
20,584 |
| 20 |
1.2097 |
1.1557 |
0.0541 |
4.7% |
0.0103 |
0.9% |
4% |
False |
False |
23,427 |
| 40 |
1.2097 |
1.1417 |
0.0680 |
5.9% |
0.0091 |
0.8% |
23% |
False |
False |
16,743 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.2% |
0.0077 |
0.7% |
45% |
False |
False |
11,173 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0069 |
0.6% |
51% |
False |
False |
8,382 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0061 |
0.5% |
51% |
False |
False |
6,711 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0057 |
0.5% |
51% |
False |
False |
5,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1802 |
|
2.618 |
1.1727 |
|
1.618 |
1.1681 |
|
1.000 |
1.1653 |
|
0.618 |
1.1635 |
|
HIGH |
1.1607 |
|
0.618 |
1.1589 |
|
0.500 |
1.1584 |
|
0.382 |
1.1578 |
|
LOW |
1.1561 |
|
0.618 |
1.1532 |
|
1.000 |
1.1515 |
|
1.618 |
1.1486 |
|
2.618 |
1.1440 |
|
4.250 |
1.1365 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1584 |
1.1605 |
| PP |
1.1581 |
1.1596 |
| S1 |
1.1579 |
1.1586 |
|