CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1432 |
1.1481 |
0.0050 |
0.4% |
1.1522 |
| High |
1.1513 |
1.1590 |
0.0077 |
0.7% |
1.1555 |
| Low |
1.1395 |
1.1451 |
0.0056 |
0.5% |
1.1346 |
| Close |
1.1506 |
1.1549 |
0.0044 |
0.4% |
1.1368 |
| Range |
0.0118 |
0.0139 |
0.0021 |
17.4% |
0.0209 |
| ATR |
0.0078 |
0.0082 |
0.0004 |
5.5% |
0.0000 |
| Volume |
63,119 |
47,916 |
-15,203 |
-24.1% |
118,399 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1945 |
1.1886 |
1.1625 |
|
| R3 |
1.1807 |
1.1747 |
1.1587 |
|
| R2 |
1.1668 |
1.1668 |
1.1574 |
|
| R1 |
1.1609 |
1.1609 |
1.1562 |
1.1639 |
| PP |
1.1530 |
1.1530 |
1.1530 |
1.1545 |
| S1 |
1.1470 |
1.1470 |
1.1536 |
1.1500 |
| S2 |
1.1391 |
1.1391 |
1.1524 |
|
| S3 |
1.1253 |
1.1332 |
1.1511 |
|
| S4 |
1.1114 |
1.1193 |
1.1473 |
|
|
| 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 |
1.1590 |
1.1346 |
0.0244 |
2.1% |
0.0098 |
0.8% |
83% |
True |
False |
39,334 |
| 10 |
1.1590 |
1.1346 |
0.0244 |
2.1% |
0.0090 |
0.8% |
83% |
True |
False |
31,832 |
| 20 |
1.1590 |
1.1271 |
0.0319 |
2.8% |
0.0077 |
0.7% |
87% |
True |
False |
26,836 |
| 40 |
1.1590 |
1.1028 |
0.0562 |
4.9% |
0.0076 |
0.7% |
93% |
True |
False |
24,110 |
| 60 |
1.1590 |
1.0904 |
0.0686 |
5.9% |
0.0078 |
0.7% |
94% |
True |
False |
23,923 |
| 80 |
1.1590 |
1.0904 |
0.0686 |
5.9% |
0.0074 |
0.6% |
94% |
True |
False |
19,955 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.3% |
0.0072 |
0.6% |
67% |
False |
False |
15,978 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.3% |
0.0071 |
0.6% |
67% |
False |
False |
13,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2178 |
|
2.618 |
1.1952 |
|
1.618 |
1.1814 |
|
1.000 |
1.1728 |
|
0.618 |
1.1675 |
|
HIGH |
1.1590 |
|
0.618 |
1.1537 |
|
0.500 |
1.1520 |
|
0.382 |
1.1504 |
|
LOW |
1.1451 |
|
0.618 |
1.1365 |
|
1.000 |
1.1313 |
|
1.618 |
1.1227 |
|
2.618 |
1.1088 |
|
4.250 |
1.0862 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1539 |
1.1529 |
| PP |
1.1530 |
1.1509 |
| S1 |
1.1520 |
1.1490 |
|