CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1481 |
1.1528 |
0.0047 |
0.4% |
1.1374 |
| High |
1.1590 |
1.1559 |
-0.0031 |
-0.3% |
1.1590 |
| Low |
1.1451 |
1.1482 |
0.0031 |
0.3% |
1.1352 |
| Close |
1.1549 |
1.1495 |
-0.0055 |
-0.5% |
1.1495 |
| Range |
0.0139 |
0.0078 |
-0.0061 |
-44.0% |
0.0238 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
47,916 |
9,690 |
-38,226 |
-79.8% |
183,083 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1744 |
1.1697 |
1.1537 |
|
| R3 |
1.1667 |
1.1619 |
1.1516 |
|
| R2 |
1.1589 |
1.1589 |
1.1509 |
|
| R1 |
1.1542 |
1.1542 |
1.1502 |
1.1527 |
| PP |
1.1512 |
1.1512 |
1.1512 |
1.1504 |
| S1 |
1.1464 |
1.1464 |
1.1487 |
1.1449 |
| S2 |
1.1434 |
1.1434 |
1.1480 |
|
| S3 |
1.1357 |
1.1387 |
1.1473 |
|
| S4 |
1.1279 |
1.1309 |
1.1452 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2193 |
1.2082 |
1.1625 |
|
| R3 |
1.1955 |
1.1844 |
1.1560 |
|
| R2 |
1.1717 |
1.1717 |
1.1538 |
|
| R1 |
1.1606 |
1.1606 |
1.1516 |
1.1661 |
| PP |
1.1479 |
1.1479 |
1.1479 |
1.1506 |
| S1 |
1.1368 |
1.1368 |
1.1473 |
1.1423 |
| S2 |
1.1241 |
1.1241 |
1.1451 |
|
| S3 |
1.1003 |
1.1130 |
1.1429 |
|
| S4 |
1.0765 |
1.0892 |
1.1364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1590 |
1.1352 |
0.0238 |
2.1% |
0.0093 |
0.8% |
60% |
False |
False |
36,616 |
| 10 |
1.1590 |
1.1346 |
0.0244 |
2.1% |
0.0086 |
0.8% |
61% |
False |
False |
30,148 |
| 20 |
1.1590 |
1.1278 |
0.0312 |
2.7% |
0.0078 |
0.7% |
70% |
False |
False |
26,403 |
| 40 |
1.1590 |
1.1028 |
0.0562 |
4.9% |
0.0075 |
0.7% |
83% |
False |
False |
23,674 |
| 60 |
1.1590 |
1.0904 |
0.0686 |
6.0% |
0.0078 |
0.7% |
86% |
False |
False |
23,403 |
| 80 |
1.1590 |
1.0904 |
0.0686 |
6.0% |
0.0075 |
0.7% |
86% |
False |
False |
20,076 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.3% |
0.0072 |
0.6% |
62% |
False |
False |
16,073 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.3% |
0.0071 |
0.6% |
62% |
False |
False |
13,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1888 |
|
2.618 |
1.1762 |
|
1.618 |
1.1684 |
|
1.000 |
1.1637 |
|
0.618 |
1.1607 |
|
HIGH |
1.1559 |
|
0.618 |
1.1529 |
|
0.500 |
1.1520 |
|
0.382 |
1.1511 |
|
LOW |
1.1482 |
|
0.618 |
1.1434 |
|
1.000 |
1.1404 |
|
1.618 |
1.1356 |
|
2.618 |
1.1279 |
|
4.250 |
1.1152 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1520 |
1.1494 |
| PP |
1.1512 |
1.1493 |
| S1 |
1.1503 |
1.1492 |
|