CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1446 |
1.1436 |
-0.0010 |
-0.1% |
1.1522 |
| High |
1.1469 |
1.1449 |
-0.0020 |
-0.2% |
1.1555 |
| Low |
1.1397 |
1.1346 |
-0.0051 |
-0.4% |
1.1346 |
| Close |
1.1448 |
1.1368 |
-0.0080 |
-0.7% |
1.1368 |
| Range |
0.0072 |
0.0103 |
0.0032 |
44.1% |
0.0209 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.7% |
0.0000 |
| Volume |
25,515 |
23,279 |
-2,236 |
-8.8% |
118,399 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1697 |
1.1635 |
1.1425 |
|
| R3 |
1.1594 |
1.1532 |
1.1396 |
|
| R2 |
1.1491 |
1.1491 |
1.1387 |
|
| R1 |
1.1429 |
1.1429 |
1.1377 |
1.1409 |
| PP |
1.1388 |
1.1388 |
1.1388 |
1.1377 |
| S1 |
1.1326 |
1.1326 |
1.1359 |
1.1306 |
| S2 |
1.1285 |
1.1285 |
1.1349 |
|
| S3 |
1.1182 |
1.1223 |
1.1340 |
|
| S4 |
1.1079 |
1.1120 |
1.1311 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2050 |
1.1918 |
1.1483 |
|
| R3 |
1.1841 |
1.1709 |
1.1425 |
|
| R2 |
1.1632 |
1.1632 |
1.1406 |
|
| R1 |
1.1500 |
1.1500 |
1.1387 |
1.1462 |
| PP |
1.1423 |
1.1423 |
1.1423 |
1.1404 |
| S1 |
1.1291 |
1.1291 |
1.1349 |
1.1253 |
| S2 |
1.1214 |
1.1214 |
1.1330 |
|
| S3 |
1.1005 |
1.1082 |
1.1311 |
|
| S4 |
1.0796 |
1.0873 |
1.1253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1555 |
1.1346 |
0.0209 |
1.8% |
0.0080 |
0.7% |
11% |
False |
True |
23,679 |
| 10 |
1.1555 |
1.1346 |
0.0209 |
1.8% |
0.0083 |
0.7% |
11% |
False |
True |
24,424 |
| 20 |
1.1555 |
1.1087 |
0.0469 |
4.1% |
0.0076 |
0.7% |
60% |
False |
False |
22,489 |
| 40 |
1.1555 |
1.1028 |
0.0527 |
4.6% |
0.0073 |
0.6% |
65% |
False |
False |
21,963 |
| 60 |
1.1555 |
1.0904 |
0.0652 |
5.7% |
0.0075 |
0.7% |
71% |
False |
False |
22,368 |
| 80 |
1.1570 |
1.0904 |
0.0667 |
5.9% |
0.0072 |
0.6% |
70% |
False |
False |
17,790 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0071 |
0.6% |
49% |
False |
False |
14,254 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0069 |
0.6% |
49% |
False |
False |
11,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1887 |
|
2.618 |
1.1719 |
|
1.618 |
1.1616 |
|
1.000 |
1.1552 |
|
0.618 |
1.1513 |
|
HIGH |
1.1449 |
|
0.618 |
1.1410 |
|
0.500 |
1.1398 |
|
0.382 |
1.1385 |
|
LOW |
1.1346 |
|
0.618 |
1.1282 |
|
1.000 |
1.1243 |
|
1.618 |
1.1179 |
|
2.618 |
1.1076 |
|
4.250 |
1.0908 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1398 |
1.1408 |
| PP |
1.1388 |
1.1395 |
| S1 |
1.1378 |
1.1381 |
|