CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1374 |
1.1393 |
0.0020 |
0.2% |
1.1522 |
| High |
1.1400 |
1.1471 |
0.0072 |
0.6% |
1.1555 |
| Low |
1.1352 |
1.1390 |
0.0038 |
0.3% |
1.1346 |
| Close |
1.1393 |
1.1426 |
0.0033 |
0.3% |
1.1368 |
| Range |
0.0048 |
0.0082 |
0.0034 |
69.8% |
0.0209 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.7% |
0.0000 |
| Volume |
25,145 |
37,213 |
12,068 |
48.0% |
118,399 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1673 |
1.1631 |
1.1470 |
|
| R3 |
1.1592 |
1.1549 |
1.1448 |
|
| R2 |
1.1510 |
1.1510 |
1.1440 |
|
| R1 |
1.1468 |
1.1468 |
1.1433 |
1.1489 |
| PP |
1.1429 |
1.1429 |
1.1429 |
1.1439 |
| S1 |
1.1386 |
1.1386 |
1.1418 |
1.1408 |
| S2 |
1.1347 |
1.1347 |
1.1411 |
|
| S3 |
1.1266 |
1.1305 |
1.1403 |
|
| S4 |
1.1184 |
1.1223 |
1.1381 |
|
|
| 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 |
1.1471 |
1.1346 |
0.0125 |
1.1% |
0.0069 |
0.6% |
64% |
True |
False |
27,143 |
| 10 |
1.1555 |
1.1346 |
0.0209 |
1.8% |
0.0084 |
0.7% |
38% |
False |
False |
27,154 |
| 20 |
1.1555 |
1.1112 |
0.0443 |
3.9% |
0.0077 |
0.7% |
71% |
False |
False |
24,196 |
| 40 |
1.1555 |
1.1028 |
0.0527 |
4.6% |
0.0073 |
0.6% |
75% |
False |
False |
22,504 |
| 60 |
1.1555 |
1.0904 |
0.0652 |
5.7% |
0.0076 |
0.7% |
80% |
False |
False |
22,800 |
| 80 |
1.1570 |
1.0904 |
0.0667 |
5.8% |
0.0072 |
0.6% |
78% |
False |
False |
18,568 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0071 |
0.6% |
55% |
False |
False |
14,872 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0070 |
0.6% |
55% |
False |
False |
12,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1817 |
|
2.618 |
1.1684 |
|
1.618 |
1.1603 |
|
1.000 |
1.1553 |
|
0.618 |
1.1521 |
|
HIGH |
1.1471 |
|
0.618 |
1.1440 |
|
0.500 |
1.1430 |
|
0.382 |
1.1421 |
|
LOW |
1.1390 |
|
0.618 |
1.1339 |
|
1.000 |
1.1308 |
|
1.618 |
1.1258 |
|
2.618 |
1.1176 |
|
4.250 |
1.1043 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1430 |
1.1420 |
| PP |
1.1429 |
1.1414 |
| S1 |
1.1427 |
1.1409 |
|