CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1436 |
1.1374 |
-0.0063 |
-0.5% |
1.1522 |
| High |
1.1449 |
1.1400 |
-0.0050 |
-0.4% |
1.1555 |
| Low |
1.1346 |
1.1352 |
0.0006 |
0.0% |
1.1346 |
| Close |
1.1368 |
1.1393 |
0.0025 |
0.2% |
1.1368 |
| Range |
0.0103 |
0.0048 |
-0.0055 |
-53.4% |
0.0209 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
23,279 |
25,145 |
1,866 |
8.0% |
118,399 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1525 |
1.1507 |
1.1419 |
|
| R3 |
1.1477 |
1.1459 |
1.1406 |
|
| R2 |
1.1429 |
1.1429 |
1.1401 |
|
| R1 |
1.1411 |
1.1411 |
1.1397 |
1.1420 |
| PP |
1.1381 |
1.1381 |
1.1381 |
1.1386 |
| S1 |
1.1363 |
1.1363 |
1.1388 |
1.1372 |
| S2 |
1.1333 |
1.1333 |
1.1384 |
|
| S3 |
1.1285 |
1.1315 |
1.1379 |
|
| S4 |
1.1237 |
1.1267 |
1.1366 |
|
|
| 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 |
1.1492 |
1.1346 |
0.0146 |
1.3% |
0.0066 |
0.6% |
32% |
False |
False |
23,469 |
| 10 |
1.1555 |
1.1346 |
0.0209 |
1.8% |
0.0084 |
0.7% |
22% |
False |
False |
25,530 |
| 20 |
1.1555 |
1.1087 |
0.0469 |
4.1% |
0.0075 |
0.7% |
65% |
False |
False |
23,080 |
| 40 |
1.1555 |
1.1028 |
0.0527 |
4.6% |
0.0072 |
0.6% |
69% |
False |
False |
22,016 |
| 60 |
1.1555 |
1.0904 |
0.0652 |
5.7% |
0.0075 |
0.7% |
75% |
False |
False |
22,436 |
| 80 |
1.1570 |
1.0904 |
0.0667 |
5.9% |
0.0072 |
0.6% |
73% |
False |
False |
18,104 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0070 |
0.6% |
51% |
False |
False |
14,500 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0070 |
0.6% |
51% |
False |
False |
12,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1604 |
|
2.618 |
1.1525 |
|
1.618 |
1.1477 |
|
1.000 |
1.1448 |
|
0.618 |
1.1429 |
|
HIGH |
1.1400 |
|
0.618 |
1.1381 |
|
0.500 |
1.1376 |
|
0.382 |
1.1370 |
|
LOW |
1.1352 |
|
0.618 |
1.1322 |
|
1.000 |
1.1304 |
|
1.618 |
1.1274 |
|
2.618 |
1.1226 |
|
4.250 |
1.1148 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1387 |
1.1407 |
| PP |
1.1381 |
1.1402 |
| S1 |
1.1376 |
1.1397 |
|