CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1528 |
1.1500 |
-0.0028 |
-0.2% |
1.1374 |
| High |
1.1559 |
1.1538 |
-0.0022 |
-0.2% |
1.1590 |
| Low |
1.1482 |
1.1480 |
-0.0002 |
0.0% |
1.1352 |
| Close |
1.1495 |
1.1511 |
0.0017 |
0.1% |
1.1495 |
| Range |
0.0078 |
0.0058 |
-0.0020 |
-25.8% |
0.0238 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
9,690 |
66 |
-9,624 |
-99.3% |
183,083 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1682 |
1.1654 |
1.1543 |
|
| R3 |
1.1625 |
1.1597 |
1.1527 |
|
| R2 |
1.1567 |
1.1567 |
1.1522 |
|
| R1 |
1.1539 |
1.1539 |
1.1516 |
1.1553 |
| PP |
1.1510 |
1.1510 |
1.1510 |
1.1517 |
| S1 |
1.1482 |
1.1482 |
1.1506 |
1.1496 |
| S2 |
1.1452 |
1.1452 |
1.1500 |
|
| S3 |
1.1395 |
1.1424 |
1.1495 |
|
| S4 |
1.1337 |
1.1367 |
1.1479 |
|
|
| 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 |
1.1390 |
0.0200 |
1.7% |
0.0095 |
0.8% |
61% |
False |
False |
31,600 |
| 10 |
1.1590 |
1.1346 |
0.0244 |
2.1% |
0.0080 |
0.7% |
68% |
False |
False |
27,535 |
| 20 |
1.1590 |
1.1298 |
0.0292 |
2.5% |
0.0078 |
0.7% |
73% |
False |
False |
25,184 |
| 40 |
1.1590 |
1.1028 |
0.0562 |
4.9% |
0.0075 |
0.7% |
86% |
False |
False |
23,026 |
| 60 |
1.1590 |
1.0904 |
0.0686 |
6.0% |
0.0078 |
0.7% |
89% |
False |
False |
23,024 |
| 80 |
1.1590 |
1.0904 |
0.0686 |
6.0% |
0.0074 |
0.6% |
89% |
False |
False |
20,076 |
| 100 |
1.1717 |
1.0904 |
0.0814 |
7.1% |
0.0071 |
0.6% |
75% |
False |
False |
16,070 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.3% |
0.0072 |
0.6% |
63% |
False |
False |
13,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1782 |
|
2.618 |
1.1688 |
|
1.618 |
1.1631 |
|
1.000 |
1.1595 |
|
0.618 |
1.1573 |
|
HIGH |
1.1538 |
|
0.618 |
1.1516 |
|
0.500 |
1.1509 |
|
0.382 |
1.1502 |
|
LOW |
1.1480 |
|
0.618 |
1.1444 |
|
1.000 |
1.1423 |
|
1.618 |
1.1387 |
|
2.618 |
1.1329 |
|
4.250 |
1.1236 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1510 |
1.1520 |
| PP |
1.1510 |
1.1517 |
| S1 |
1.1509 |
1.1514 |
|