CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1522 |
1.1475 |
-0.0047 |
-0.4% |
1.1370 |
| High |
1.1555 |
1.1492 |
-0.0064 |
-0.5% |
1.1540 |
| Low |
1.1439 |
1.1423 |
-0.0016 |
-0.1% |
1.1353 |
| Close |
1.1469 |
1.1439 |
-0.0030 |
-0.3% |
1.1522 |
| Range |
0.0116 |
0.0069 |
-0.0048 |
-40.9% |
0.0187 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
26,198 |
18,841 |
-7,357 |
-28.1% |
125,843 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1657 |
1.1616 |
1.1476 |
|
| R3 |
1.1588 |
1.1548 |
1.1457 |
|
| R2 |
1.1520 |
1.1520 |
1.1451 |
|
| R1 |
1.1479 |
1.1479 |
1.1445 |
1.1465 |
| PP |
1.1451 |
1.1451 |
1.1451 |
1.1444 |
| S1 |
1.1411 |
1.1411 |
1.1432 |
1.1397 |
| S2 |
1.1383 |
1.1383 |
1.1426 |
|
| S3 |
1.1314 |
1.1342 |
1.1420 |
|
| S4 |
1.1246 |
1.1274 |
1.1401 |
|
|
| 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 |
1.1555 |
1.1408 |
0.0148 |
1.3% |
0.0100 |
0.9% |
21% |
False |
False |
27,164 |
| 10 |
1.1555 |
1.1298 |
0.0258 |
2.3% |
0.0077 |
0.7% |
55% |
False |
False |
22,657 |
| 20 |
1.1555 |
1.1087 |
0.0469 |
4.1% |
0.0073 |
0.6% |
75% |
False |
False |
21,041 |
| 40 |
1.1555 |
1.1028 |
0.0527 |
4.6% |
0.0074 |
0.6% |
78% |
False |
False |
21,620 |
| 60 |
1.1555 |
1.0904 |
0.0652 |
5.7% |
0.0074 |
0.7% |
82% |
False |
False |
22,293 |
| 80 |
1.1570 |
1.0904 |
0.0667 |
5.8% |
0.0071 |
0.6% |
80% |
False |
False |
16,874 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0071 |
0.6% |
56% |
False |
False |
13,521 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0070 |
0.6% |
56% |
False |
False |
11,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1783 |
|
2.618 |
1.1671 |
|
1.618 |
1.1602 |
|
1.000 |
1.1560 |
|
0.618 |
1.1534 |
|
HIGH |
1.1492 |
|
0.618 |
1.1465 |
|
0.500 |
1.1457 |
|
0.382 |
1.1449 |
|
LOW |
1.1423 |
|
0.618 |
1.1381 |
|
1.000 |
1.1355 |
|
1.618 |
1.1312 |
|
2.618 |
1.1244 |
|
4.250 |
1.1132 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1457 |
1.1489 |
| PP |
1.1451 |
1.1472 |
| S1 |
1.1445 |
1.1455 |
|