CME Swiss Franc Future June 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 |
1.2087 |
1.2030 |
-0.0057 |
-0.5% |
1.1927 |
| High |
1.2166 |
1.2030 |
-0.0136 |
-1.1% |
1.2197 |
| Low |
1.2054 |
1.1960 |
-0.0094 |
-0.8% |
1.1927 |
| Close |
1.2087 |
1.1972 |
-0.0116 |
-1.0% |
1.2087 |
| Range |
0.0113 |
0.0070 |
-0.0043 |
-37.8% |
0.0270 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
4.4% |
0.0000 |
| Volume |
8 |
14 |
6 |
75.0% |
46 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2197 |
1.2154 |
1.2010 |
|
| R3 |
1.2127 |
1.2084 |
1.1991 |
|
| R2 |
1.2057 |
1.2057 |
1.1984 |
|
| R1 |
1.2014 |
1.2014 |
1.1978 |
1.2001 |
| PP |
1.1987 |
1.1987 |
1.1987 |
1.1980 |
| S1 |
1.1944 |
1.1944 |
1.1965 |
1.1931 |
| S2 |
1.1917 |
1.1917 |
1.1959 |
|
| S3 |
1.1847 |
1.1874 |
1.1952 |
|
| S4 |
1.1777 |
1.1804 |
1.1933 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2879 |
1.2752 |
1.2235 |
|
| R3 |
1.2609 |
1.2483 |
1.2161 |
|
| R2 |
1.2340 |
1.2340 |
1.2136 |
|
| R1 |
1.2213 |
1.2213 |
1.2112 |
1.2277 |
| PP |
1.2070 |
1.2070 |
1.2070 |
1.2102 |
| S1 |
1.1944 |
1.1944 |
1.2062 |
1.2007 |
| S2 |
1.1801 |
1.1801 |
1.2038 |
|
| S3 |
1.1531 |
1.1674 |
1.2013 |
|
| S4 |
1.1262 |
1.1405 |
1.1939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2197 |
1.1927 |
0.0270 |
2.3% |
0.0074 |
0.6% |
17% |
False |
False |
12 |
| 10 |
1.2197 |
1.1736 |
0.0461 |
3.9% |
0.0064 |
0.5% |
51% |
False |
False |
11 |
| 20 |
1.2197 |
1.1577 |
0.0620 |
5.2% |
0.0061 |
0.5% |
64% |
False |
False |
43 |
| 40 |
1.2197 |
1.1302 |
0.0895 |
7.5% |
0.0042 |
0.4% |
75% |
False |
False |
21 |
| 60 |
1.2197 |
1.1216 |
0.0981 |
8.2% |
0.0040 |
0.3% |
77% |
False |
False |
15 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0035 |
0.3% |
79% |
False |
False |
11 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0035 |
0.3% |
79% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2328 |
|
2.618 |
1.2213 |
|
1.618 |
1.2143 |
|
1.000 |
1.2100 |
|
0.618 |
1.2073 |
|
HIGH |
1.2030 |
|
0.618 |
1.2003 |
|
0.500 |
1.1995 |
|
0.382 |
1.1987 |
|
LOW |
1.1960 |
|
0.618 |
1.1917 |
|
1.000 |
1.1890 |
|
1.618 |
1.1847 |
|
2.618 |
1.1777 |
|
4.250 |
1.1663 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1995 |
1.2078 |
| PP |
1.1987 |
1.2043 |
| S1 |
1.1979 |
1.2007 |
|