CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1740 |
1.1746 |
0.0006 |
0.0% |
1.1897 |
| High |
1.1790 |
1.1746 |
-0.0045 |
-0.4% |
1.1897 |
| Low |
1.1740 |
1.1696 |
-0.0045 |
-0.4% |
1.1668 |
| Close |
1.1757 |
1.1696 |
-0.0062 |
-0.5% |
1.1684 |
| Range |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0230 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
36 |
7 |
-29 |
-80.6% |
241 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1862 |
1.1829 |
1.1723 |
|
| R3 |
1.1812 |
1.1779 |
1.1709 |
|
| R2 |
1.1762 |
1.1762 |
1.1705 |
|
| R1 |
1.1729 |
1.1729 |
1.1700 |
1.1721 |
| PP |
1.1712 |
1.1712 |
1.1712 |
1.1708 |
| S1 |
1.1679 |
1.1679 |
1.1691 |
1.1671 |
| S2 |
1.1662 |
1.1662 |
1.1686 |
|
| S3 |
1.1612 |
1.1629 |
1.1682 |
|
| S4 |
1.1562 |
1.1579 |
1.1668 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2438 |
1.2291 |
1.1810 |
|
| R3 |
1.2209 |
1.2061 |
1.1747 |
|
| R2 |
1.1979 |
1.1979 |
1.1726 |
|
| R1 |
1.1832 |
1.1832 |
1.1705 |
1.1791 |
| PP |
1.1750 |
1.1750 |
1.1750 |
1.1729 |
| S1 |
1.1602 |
1.1602 |
1.1663 |
1.1561 |
| S2 |
1.1520 |
1.1520 |
1.1642 |
|
| S3 |
1.1291 |
1.1373 |
1.1621 |
|
| S4 |
1.1061 |
1.1143 |
1.1558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1790 |
1.1640 |
0.0150 |
1.3% |
0.0034 |
0.3% |
37% |
False |
False |
14 |
| 10 |
1.1971 |
1.1640 |
0.0331 |
2.8% |
0.0061 |
0.5% |
17% |
False |
False |
33 |
| 20 |
1.2197 |
1.1640 |
0.0557 |
4.8% |
0.0065 |
0.6% |
10% |
False |
False |
23 |
| 40 |
1.2197 |
1.1577 |
0.0620 |
5.3% |
0.0059 |
0.5% |
19% |
False |
False |
32 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.9% |
0.0044 |
0.4% |
46% |
False |
False |
21 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0044 |
0.4% |
52% |
False |
False |
16 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0038 |
0.3% |
52% |
False |
False |
13 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
9.0% |
0.0039 |
0.3% |
52% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1958 |
|
2.618 |
1.1876 |
|
1.618 |
1.1826 |
|
1.000 |
1.1796 |
|
0.618 |
1.1776 |
|
HIGH |
1.1746 |
|
0.618 |
1.1726 |
|
0.500 |
1.1721 |
|
0.382 |
1.1715 |
|
LOW |
1.1696 |
|
0.618 |
1.1665 |
|
1.000 |
1.1646 |
|
1.618 |
1.1615 |
|
2.618 |
1.1565 |
|
4.250 |
1.1483 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1721 |
1.1715 |
| PP |
1.1712 |
1.1709 |
| S1 |
1.1704 |
1.1702 |
|