CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1562 |
1.1558 |
-0.0005 |
0.0% |
1.1479 |
| High |
1.1583 |
1.1580 |
-0.0003 |
0.0% |
1.1654 |
| Low |
1.1545 |
1.1510 |
-0.0035 |
-0.3% |
1.1470 |
| Close |
1.1558 |
1.1561 |
0.0003 |
0.0% |
1.1637 |
| Range |
0.0038 |
0.0071 |
0.0033 |
85.5% |
0.0184 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.8% |
0.0000 |
| Volume |
1,156 |
1,164 |
8 |
0.7% |
1,486 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1762 |
1.1732 |
1.1600 |
|
| R3 |
1.1691 |
1.1661 |
1.1580 |
|
| R2 |
1.1621 |
1.1621 |
1.1574 |
|
| R1 |
1.1591 |
1.1591 |
1.1567 |
1.1606 |
| PP |
1.1550 |
1.1550 |
1.1550 |
1.1558 |
| S1 |
1.1520 |
1.1520 |
1.1555 |
1.1535 |
| S2 |
1.1480 |
1.1480 |
1.1548 |
|
| S3 |
1.1409 |
1.1450 |
1.1542 |
|
| S4 |
1.1339 |
1.1379 |
1.1522 |
|
|
| 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 |
1.1510 |
0.0158 |
1.4% |
0.0081 |
0.7% |
33% |
False |
True |
1,163 |
| 10 |
1.1668 |
1.1442 |
0.0226 |
2.0% |
0.0074 |
0.6% |
53% |
False |
False |
698 |
| 20 |
1.1668 |
1.1205 |
0.0463 |
4.0% |
0.0064 |
0.6% |
77% |
False |
False |
371 |
| 40 |
1.1668 |
1.1150 |
0.0518 |
4.5% |
0.0054 |
0.5% |
79% |
False |
False |
193 |
| 60 |
1.1668 |
1.1030 |
0.0638 |
5.5% |
0.0050 |
0.4% |
83% |
False |
False |
137 |
| 80 |
1.1674 |
1.1030 |
0.0644 |
5.6% |
0.0044 |
0.4% |
83% |
False |
False |
105 |
| 100 |
1.1950 |
1.1030 |
0.0920 |
8.0% |
0.0042 |
0.4% |
58% |
False |
False |
85 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0041 |
0.4% |
56% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1880 |
|
2.618 |
1.1765 |
|
1.618 |
1.1694 |
|
1.000 |
1.1651 |
|
0.618 |
1.1624 |
|
HIGH |
1.1580 |
|
0.618 |
1.1553 |
|
0.500 |
1.1545 |
|
0.382 |
1.1536 |
|
LOW |
1.1510 |
|
0.618 |
1.1466 |
|
1.000 |
1.1439 |
|
1.618 |
1.1395 |
|
2.618 |
1.1325 |
|
4.250 |
1.1210 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1556 |
1.1560 |
| PP |
1.1550 |
1.1559 |
| S1 |
1.1545 |
1.1557 |
|