CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1594 |
1.1562 |
-0.0032 |
-0.3% |
1.1479 |
| High |
1.1605 |
1.1583 |
-0.0023 |
-0.2% |
1.1654 |
| Low |
1.1540 |
1.1545 |
0.0005 |
0.0% |
1.1470 |
| Close |
1.1552 |
1.1558 |
0.0006 |
0.1% |
1.1637 |
| Range |
0.0065 |
0.0038 |
-0.0027 |
-41.5% |
0.0184 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
438 |
1,156 |
718 |
163.9% |
1,486 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1676 |
1.1655 |
1.1579 |
|
| R3 |
1.1638 |
1.1617 |
1.1568 |
|
| R2 |
1.1600 |
1.1600 |
1.1565 |
|
| R1 |
1.1579 |
1.1579 |
1.1561 |
1.1570 |
| PP |
1.1562 |
1.1562 |
1.1562 |
1.1557 |
| S1 |
1.1541 |
1.1541 |
1.1555 |
1.1532 |
| S2 |
1.1524 |
1.1524 |
1.1551 |
|
| S3 |
1.1486 |
1.1503 |
1.1548 |
|
| S4 |
1.1448 |
1.1465 |
1.1537 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2137 |
1.2070 |
1.1737 |
|
| R3 |
1.1954 |
1.1887 |
1.1687 |
|
| R2 |
1.1770 |
1.1770 |
1.1670 |
|
| R1 |
1.1703 |
1.1703 |
1.1653 |
1.1737 |
| PP |
1.1587 |
1.1587 |
1.1587 |
1.1603 |
| S1 |
1.1520 |
1.1520 |
1.1620 |
1.1553 |
| S2 |
1.1403 |
1.1403 |
1.1603 |
|
| S3 |
1.1220 |
1.1336 |
1.1586 |
|
| S4 |
1.1036 |
1.1153 |
1.1536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1668 |
1.1537 |
0.0131 |
1.1% |
0.0088 |
0.8% |
16% |
False |
False |
1,023 |
| 10 |
1.1668 |
1.1417 |
0.0251 |
2.2% |
0.0071 |
0.6% |
56% |
False |
False |
584 |
| 20 |
1.1668 |
1.1205 |
0.0463 |
4.0% |
0.0062 |
0.5% |
76% |
False |
False |
313 |
| 40 |
1.1668 |
1.1150 |
0.0518 |
4.5% |
0.0053 |
0.5% |
79% |
False |
False |
165 |
| 60 |
1.1668 |
1.1030 |
0.0638 |
5.5% |
0.0049 |
0.4% |
83% |
False |
False |
119 |
| 80 |
1.1674 |
1.1030 |
0.0644 |
5.6% |
0.0043 |
0.4% |
82% |
False |
False |
91 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0042 |
0.4% |
56% |
False |
False |
74 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0040 |
0.3% |
56% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1744 |
|
2.618 |
1.1682 |
|
1.618 |
1.1644 |
|
1.000 |
1.1621 |
|
0.618 |
1.1606 |
|
HIGH |
1.1583 |
|
0.618 |
1.1568 |
|
0.500 |
1.1564 |
|
0.382 |
1.1559 |
|
LOW |
1.1545 |
|
0.618 |
1.1521 |
|
1.000 |
1.1507 |
|
1.618 |
1.1483 |
|
2.618 |
1.1445 |
|
4.250 |
1.1383 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1564 |
1.1604 |
| PP |
1.1562 |
1.1589 |
| S1 |
1.1560 |
1.1573 |
|