CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1475 |
1.1444 |
-0.0031 |
-0.3% |
1.1370 |
| High |
1.1492 |
1.1471 |
-0.0021 |
-0.2% |
1.1540 |
| Low |
1.1423 |
1.1430 |
0.0007 |
0.1% |
1.1353 |
| Close |
1.1439 |
1.1445 |
0.0006 |
0.1% |
1.1522 |
| Range |
0.0069 |
0.0041 |
-0.0028 |
-40.9% |
0.0187 |
| ATR |
0.0077 |
0.0075 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
18,841 |
24,566 |
5,725 |
30.4% |
125,843 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1570 |
1.1548 |
1.1467 |
|
| R3 |
1.1529 |
1.1507 |
1.1456 |
|
| R2 |
1.1489 |
1.1489 |
1.1452 |
|
| R1 |
1.1467 |
1.1467 |
1.1448 |
1.1478 |
| PP |
1.1448 |
1.1448 |
1.1448 |
1.1454 |
| S1 |
1.1426 |
1.1426 |
1.1441 |
1.1437 |
| S2 |
1.1408 |
1.1408 |
1.1437 |
|
| S3 |
1.1367 |
1.1386 |
1.1433 |
|
| S4 |
1.1327 |
1.1345 |
1.1422 |
|
|
| 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 |
1.1421 |
0.0134 |
1.2% |
0.0091 |
0.8% |
18% |
False |
False |
28,021 |
| 10 |
1.1555 |
1.1298 |
0.0258 |
2.2% |
0.0078 |
0.7% |
57% |
False |
False |
23,666 |
| 20 |
1.1555 |
1.1087 |
0.0469 |
4.1% |
0.0073 |
0.6% |
76% |
False |
False |
21,560 |
| 40 |
1.1555 |
1.1028 |
0.0527 |
4.6% |
0.0074 |
0.6% |
79% |
False |
False |
21,659 |
| 60 |
1.1555 |
1.0904 |
0.0652 |
5.7% |
0.0074 |
0.7% |
83% |
False |
False |
22,481 |
| 80 |
1.1570 |
1.0904 |
0.0667 |
5.8% |
0.0070 |
0.6% |
81% |
False |
False |
17,180 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0071 |
0.6% |
57% |
False |
False |
13,767 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0069 |
0.6% |
57% |
False |
False |
11,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1643 |
|
2.618 |
1.1577 |
|
1.618 |
1.1536 |
|
1.000 |
1.1511 |
|
0.618 |
1.1496 |
|
HIGH |
1.1471 |
|
0.618 |
1.1455 |
|
0.500 |
1.1450 |
|
0.382 |
1.1445 |
|
LOW |
1.1430 |
|
0.618 |
1.1405 |
|
1.000 |
1.1390 |
|
1.618 |
1.1364 |
|
2.618 |
1.1324 |
|
4.250 |
1.1258 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1450 |
1.1489 |
| PP |
1.1448 |
1.1474 |
| S1 |
1.1446 |
1.1459 |
|