CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1951 |
1.1942 |
-0.0009 |
-0.1% |
1.1927 |
| High |
1.1957 |
1.1969 |
0.0013 |
0.1% |
1.2197 |
| Low |
1.1900 |
1.1942 |
0.0042 |
0.4% |
1.1927 |
| Close |
1.1957 |
1.1948 |
-0.0009 |
-0.1% |
1.2087 |
| Range |
0.0057 |
0.0027 |
-0.0030 |
-52.2% |
0.0270 |
| ATR |
0.0081 |
0.0078 |
-0.0004 |
-4.8% |
0.0000 |
| Volume |
35 |
2 |
-33 |
-94.3% |
46 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2034 |
1.2018 |
1.1962 |
|
| R3 |
1.2007 |
1.1991 |
1.1955 |
|
| R2 |
1.1980 |
1.1980 |
1.1952 |
|
| R1 |
1.1964 |
1.1964 |
1.1950 |
1.1972 |
| PP |
1.1953 |
1.1953 |
1.1953 |
1.1957 |
| S1 |
1.1937 |
1.1937 |
1.1945 |
1.1945 |
| S2 |
1.1926 |
1.1926 |
1.1943 |
|
| S3 |
1.1899 |
1.1910 |
1.1940 |
|
| S4 |
1.1872 |
1.1883 |
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 |
1.1900 |
0.0297 |
2.5% |
0.0085 |
0.7% |
16% |
False |
False |
18 |
| 10 |
1.2197 |
1.1780 |
0.0417 |
3.5% |
0.0062 |
0.5% |
40% |
False |
False |
12 |
| 20 |
1.2197 |
1.1577 |
0.0620 |
5.2% |
0.0062 |
0.5% |
60% |
False |
False |
42 |
| 40 |
1.2197 |
1.1326 |
0.0871 |
7.3% |
0.0042 |
0.3% |
71% |
False |
False |
22 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.8% |
0.0038 |
0.3% |
73% |
False |
False |
15 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0035 |
0.3% |
76% |
False |
False |
12 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0034 |
0.3% |
76% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2084 |
|
2.618 |
1.2040 |
|
1.618 |
1.2013 |
|
1.000 |
1.1996 |
|
0.618 |
1.1986 |
|
HIGH |
1.1969 |
|
0.618 |
1.1959 |
|
0.500 |
1.1956 |
|
0.382 |
1.1952 |
|
LOW |
1.1942 |
|
0.618 |
1.1925 |
|
1.000 |
1.1915 |
|
1.618 |
1.1898 |
|
2.618 |
1.1871 |
|
4.250 |
1.1827 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1956 |
1.1965 |
| PP |
1.1953 |
1.1959 |
| S1 |
1.1950 |
1.1953 |
|