CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1944 |
1.1916 |
-0.0028 |
-0.2% |
1.2030 |
| High |
1.1944 |
1.1937 |
-0.0007 |
-0.1% |
1.2030 |
| Low |
1.1925 |
1.1916 |
-0.0010 |
-0.1% |
1.1870 |
| Close |
1.1925 |
1.1937 |
0.0012 |
0.1% |
1.1966 |
| Range |
0.0019 |
0.0021 |
0.0003 |
13.5% |
0.0160 |
| ATR |
0.0080 |
0.0076 |
-0.0004 |
-5.3% |
0.0000 |
| Volume |
16 |
4 |
-12 |
-75.0% |
63 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1993 |
1.1986 |
1.1948 |
|
| R3 |
1.1972 |
1.1965 |
1.1942 |
|
| R2 |
1.1951 |
1.1951 |
1.1940 |
|
| R1 |
1.1944 |
1.1944 |
1.1938 |
1.1947 |
| PP |
1.1930 |
1.1930 |
1.1930 |
1.1931 |
| S1 |
1.1923 |
1.1923 |
1.1935 |
1.1926 |
| S2 |
1.1909 |
1.1909 |
1.1933 |
|
| S3 |
1.1888 |
1.1902 |
1.1931 |
|
| S4 |
1.1867 |
1.1881 |
1.1925 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2435 |
1.2361 |
1.2054 |
|
| R3 |
1.2275 |
1.2201 |
1.2010 |
|
| R2 |
1.2115 |
1.2115 |
1.1995 |
|
| R1 |
1.2041 |
1.2041 |
1.1981 |
1.1998 |
| PP |
1.1955 |
1.1955 |
1.1955 |
1.1934 |
| S1 |
1.1881 |
1.1881 |
1.1951 |
1.1838 |
| S2 |
1.1795 |
1.1795 |
1.1937 |
|
| S3 |
1.1635 |
1.1721 |
1.1922 |
|
| S4 |
1.1475 |
1.1561 |
1.1878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2022 |
1.1870 |
0.0152 |
1.3% |
0.0054 |
0.5% |
44% |
False |
False |
8 |
| 10 |
1.2197 |
1.1870 |
0.0327 |
2.7% |
0.0070 |
0.6% |
20% |
False |
False |
13 |
| 20 |
1.2197 |
1.1624 |
0.0573 |
4.8% |
0.0065 |
0.5% |
55% |
False |
False |
43 |
| 40 |
1.2197 |
1.1341 |
0.0856 |
7.2% |
0.0047 |
0.4% |
70% |
False |
False |
23 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.8% |
0.0039 |
0.3% |
72% |
False |
False |
16 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0038 |
0.3% |
75% |
False |
False |
12 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0035 |
0.3% |
75% |
False |
False |
10 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0035 |
0.3% |
75% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2026 |
|
2.618 |
1.1991 |
|
1.618 |
1.1970 |
|
1.000 |
1.1958 |
|
0.618 |
1.1949 |
|
HIGH |
1.1937 |
|
0.618 |
1.1928 |
|
0.500 |
1.1926 |
|
0.382 |
1.1924 |
|
LOW |
1.1916 |
|
0.618 |
1.1903 |
|
1.000 |
1.1895 |
|
1.618 |
1.1882 |
|
2.618 |
1.1861 |
|
4.250 |
1.1826 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1933 |
1.1959 |
| PP |
1.1930 |
1.1951 |
| S1 |
1.1926 |
1.1944 |
|