CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1468 |
1.1446 |
-0.0023 |
-0.2% |
1.1370 |
| High |
1.1535 |
1.1540 |
0.0005 |
0.0% |
1.1540 |
| Low |
1.1421 |
1.1423 |
0.0002 |
0.0% |
1.1353 |
| Close |
1.1444 |
1.1522 |
0.0078 |
0.7% |
1.1522 |
| Range |
0.0114 |
0.0117 |
0.0004 |
3.1% |
0.0187 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
4.5% |
0.0000 |
| Volume |
43,972 |
26,531 |
-17,441 |
-39.7% |
125,843 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1846 |
1.1801 |
1.1586 |
|
| R3 |
1.1729 |
1.1684 |
1.1554 |
|
| R2 |
1.1612 |
1.1612 |
1.1543 |
|
| R1 |
1.1567 |
1.1567 |
1.1532 |
1.1589 |
| PP |
1.1495 |
1.1495 |
1.1495 |
1.1506 |
| S1 |
1.1450 |
1.1450 |
1.1511 |
1.1472 |
| S2 |
1.1378 |
1.1378 |
1.1500 |
|
| S3 |
1.1261 |
1.1333 |
1.1489 |
|
| S4 |
1.1144 |
1.1216 |
1.1457 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2032 |
1.1964 |
1.1624 |
|
| R3 |
1.1845 |
1.1777 |
1.1573 |
|
| R2 |
1.1658 |
1.1658 |
1.1556 |
|
| R1 |
1.1590 |
1.1590 |
1.1539 |
1.1624 |
| PP |
1.1471 |
1.1471 |
1.1471 |
1.1488 |
| S1 |
1.1403 |
1.1403 |
1.1504 |
1.1437 |
| S2 |
1.1284 |
1.1284 |
1.1487 |
|
| S3 |
1.1097 |
1.1216 |
1.1470 |
|
| S4 |
1.0910 |
1.1029 |
1.1419 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1540 |
1.1353 |
0.0187 |
1.6% |
0.0086 |
0.7% |
90% |
True |
False |
25,168 |
| 10 |
1.1540 |
1.1278 |
0.0262 |
2.3% |
0.0069 |
0.6% |
93% |
True |
False |
22,659 |
| 20 |
1.1540 |
1.1070 |
0.0470 |
4.1% |
0.0073 |
0.6% |
96% |
True |
False |
20,689 |
| 40 |
1.1540 |
1.0981 |
0.0559 |
4.8% |
0.0075 |
0.6% |
97% |
True |
False |
21,637 |
| 60 |
1.1540 |
1.0904 |
0.0636 |
5.5% |
0.0073 |
0.6% |
97% |
True |
False |
21,709 |
| 80 |
1.1660 |
1.0904 |
0.0757 |
6.6% |
0.0070 |
0.6% |
82% |
False |
False |
16,313 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.3% |
0.0071 |
0.6% |
65% |
False |
False |
13,072 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.3% |
0.0070 |
0.6% |
65% |
False |
False |
10,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2037 |
|
2.618 |
1.1846 |
|
1.618 |
1.1729 |
|
1.000 |
1.1657 |
|
0.618 |
1.1612 |
|
HIGH |
1.1540 |
|
0.618 |
1.1495 |
|
0.500 |
1.1481 |
|
0.382 |
1.1467 |
|
LOW |
1.1423 |
|
0.618 |
1.1350 |
|
1.000 |
1.1306 |
|
1.618 |
1.1233 |
|
2.618 |
1.1116 |
|
4.250 |
1.0925 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1508 |
1.1506 |
| PP |
1.1495 |
1.1490 |
| S1 |
1.1481 |
1.1474 |
|