CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1657 |
1.1594 |
-0.0064 |
-0.5% |
1.1581 |
| High |
1.1657 |
1.1666 |
0.0009 |
0.1% |
1.1685 |
| Low |
1.1576 |
1.1574 |
-0.0002 |
0.0% |
1.1523 |
| Close |
1.1588 |
1.1632 |
0.0044 |
0.4% |
1.1632 |
| Range |
0.0082 |
0.0092 |
0.0011 |
12.9% |
0.0163 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
18,563 |
25,227 |
6,664 |
35.9% |
107,804 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1900 |
1.1858 |
1.1682 |
|
| R3 |
1.1808 |
1.1766 |
1.1657 |
|
| R2 |
1.1716 |
1.1716 |
1.1648 |
|
| R1 |
1.1674 |
1.1674 |
1.1640 |
1.1695 |
| PP |
1.1624 |
1.1624 |
1.1624 |
1.1634 |
| S1 |
1.1582 |
1.1582 |
1.1623 |
1.1603 |
| S2 |
1.1532 |
1.1532 |
1.1615 |
|
| S3 |
1.1440 |
1.1490 |
1.1606 |
|
| S4 |
1.1348 |
1.1398 |
1.1581 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2101 |
1.2029 |
1.1721 |
|
| R3 |
1.1938 |
1.1866 |
1.1676 |
|
| R2 |
1.1776 |
1.1776 |
1.1661 |
|
| R1 |
1.1704 |
1.1704 |
1.1646 |
1.1740 |
| PP |
1.1613 |
1.1613 |
1.1613 |
1.1631 |
| S1 |
1.1541 |
1.1541 |
1.1617 |
1.1577 |
| S2 |
1.1451 |
1.1451 |
1.1602 |
|
| S3 |
1.1288 |
1.1379 |
1.1587 |
|
| S4 |
1.1126 |
1.1216 |
1.1542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1685 |
1.1523 |
0.0163 |
1.4% |
0.0090 |
0.8% |
67% |
False |
False |
21,560 |
| 10 |
1.1861 |
1.1523 |
0.0338 |
2.9% |
0.0090 |
0.8% |
32% |
False |
False |
23,057 |
| 20 |
1.2097 |
1.1523 |
0.0575 |
4.9% |
0.0101 |
0.9% |
19% |
False |
False |
23,907 |
| 40 |
1.2097 |
1.1459 |
0.0639 |
5.5% |
0.0096 |
0.8% |
27% |
False |
False |
18,989 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.1% |
0.0081 |
0.7% |
51% |
False |
False |
12,679 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0071 |
0.6% |
56% |
False |
False |
9,512 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0065 |
0.6% |
56% |
False |
False |
7,615 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.2% |
0.0059 |
0.5% |
56% |
False |
False |
6,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2057 |
|
2.618 |
1.1907 |
|
1.618 |
1.1815 |
|
1.000 |
1.1758 |
|
0.618 |
1.1723 |
|
HIGH |
1.1666 |
|
0.618 |
1.1631 |
|
0.500 |
1.1620 |
|
0.382 |
1.1609 |
|
LOW |
1.1574 |
|
0.618 |
1.1517 |
|
1.000 |
1.1482 |
|
1.618 |
1.1425 |
|
2.618 |
1.1333 |
|
4.250 |
1.1183 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1628 |
1.1628 |
| PP |
1.1624 |
1.1625 |
| S1 |
1.1620 |
1.1622 |
|