CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1928 |
1.1897 |
-0.0031 |
-0.3% |
1.1948 |
| High |
1.1971 |
1.1897 |
-0.0074 |
-0.6% |
1.2002 |
| Low |
1.1885 |
1.1797 |
-0.0089 |
-0.7% |
1.1870 |
| Close |
1.1916 |
1.1797 |
-0.0120 |
-1.0% |
1.1916 |
| Range |
0.0086 |
0.0101 |
0.0015 |
17.5% |
0.0132 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.8% |
0.0000 |
| Volume |
11 |
100 |
89 |
809.1% |
59 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2132 |
1.2065 |
1.1852 |
|
| R3 |
1.2031 |
1.1964 |
1.1824 |
|
| R2 |
1.1931 |
1.1931 |
1.1815 |
|
| R1 |
1.1864 |
1.1864 |
1.1806 |
1.1847 |
| PP |
1.1830 |
1.1830 |
1.1830 |
1.1822 |
| S1 |
1.1763 |
1.1763 |
1.1787 |
1.1746 |
| S2 |
1.1730 |
1.1730 |
1.1778 |
|
| S3 |
1.1629 |
1.1663 |
1.1769 |
|
| S4 |
1.1529 |
1.1562 |
1.1741 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2324 |
1.2251 |
1.1988 |
|
| R3 |
1.2192 |
1.2120 |
1.1952 |
|
| R2 |
1.2061 |
1.2061 |
1.1940 |
|
| R1 |
1.1988 |
1.1988 |
1.1928 |
1.1959 |
| PP |
1.1929 |
1.1929 |
1.1929 |
1.1914 |
| S1 |
1.1857 |
1.1857 |
1.1904 |
1.1827 |
| S2 |
1.1798 |
1.1798 |
1.1892 |
|
| S3 |
1.1666 |
1.1725 |
1.1880 |
|
| S4 |
1.1535 |
1.1594 |
1.1844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1971 |
1.1797 |
0.0174 |
1.5% |
0.0064 |
0.5% |
0% |
False |
True |
30 |
| 10 |
1.2030 |
1.1797 |
0.0234 |
2.0% |
0.0068 |
0.6% |
0% |
False |
True |
22 |
| 20 |
1.2197 |
1.1700 |
0.0497 |
4.2% |
0.0066 |
0.6% |
19% |
False |
False |
16 |
| 40 |
1.2197 |
1.1508 |
0.0689 |
5.8% |
0.0053 |
0.4% |
42% |
False |
False |
27 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.9% |
0.0042 |
0.4% |
57% |
False |
False |
18 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
8.9% |
0.0041 |
0.3% |
62% |
False |
False |
14 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.9% |
0.0037 |
0.3% |
62% |
False |
False |
11 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
8.9% |
0.0037 |
0.3% |
62% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2324 |
|
2.618 |
1.2160 |
|
1.618 |
1.2060 |
|
1.000 |
1.1998 |
|
0.618 |
1.1959 |
|
HIGH |
1.1897 |
|
0.618 |
1.1859 |
|
0.500 |
1.1847 |
|
0.382 |
1.1835 |
|
LOW |
1.1797 |
|
0.618 |
1.1734 |
|
1.000 |
1.1696 |
|
1.618 |
1.1634 |
|
2.618 |
1.1533 |
|
4.250 |
1.1369 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1847 |
1.1884 |
| PP |
1.1830 |
1.1855 |
| S1 |
1.1813 |
1.1826 |
|