CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1545 |
1.1488 |
-0.0057 |
-0.5% |
1.1638 |
| High |
1.1562 |
1.1512 |
-0.0051 |
-0.4% |
1.1668 |
| Low |
1.1459 |
1.1468 |
0.0009 |
0.1% |
1.1459 |
| Close |
1.1480 |
1.1505 |
0.0025 |
0.2% |
1.1480 |
| Range |
0.0104 |
0.0044 |
-0.0060 |
-57.5% |
0.0209 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
1,942 |
9,007 |
7,065 |
363.8% |
7,334 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1627 |
1.1610 |
1.1529 |
|
| R3 |
1.1583 |
1.1566 |
1.1517 |
|
| R2 |
1.1539 |
1.1539 |
1.1513 |
|
| R1 |
1.1522 |
1.1522 |
1.1509 |
1.1530 |
| PP |
1.1495 |
1.1495 |
1.1495 |
1.1499 |
| S1 |
1.1478 |
1.1478 |
1.1501 |
1.1486 |
| S2 |
1.1451 |
1.1451 |
1.1497 |
|
| S3 |
1.1407 |
1.1434 |
1.1493 |
|
| S4 |
1.1363 |
1.1390 |
1.1481 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2162 |
1.2030 |
1.1595 |
|
| R3 |
1.1953 |
1.1821 |
1.1537 |
|
| R2 |
1.1744 |
1.1744 |
1.1518 |
|
| R1 |
1.1612 |
1.1612 |
1.1499 |
1.1574 |
| PP |
1.1535 |
1.1535 |
1.1535 |
1.1516 |
| S1 |
1.1403 |
1.1403 |
1.1461 |
1.1365 |
| S2 |
1.1326 |
1.1326 |
1.1442 |
|
| S3 |
1.1117 |
1.1194 |
1.1423 |
|
| S4 |
1.0908 |
1.0985 |
1.1365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1605 |
1.1459 |
0.0147 |
1.3% |
0.0064 |
0.6% |
32% |
False |
False |
2,741 |
| 10 |
1.1668 |
1.1459 |
0.0209 |
1.8% |
0.0080 |
0.7% |
22% |
False |
False |
1,767 |
| 20 |
1.1668 |
1.1205 |
0.0463 |
4.0% |
0.0067 |
0.6% |
65% |
False |
False |
915 |
| 40 |
1.1668 |
1.1150 |
0.0518 |
4.5% |
0.0053 |
0.5% |
69% |
False |
False |
466 |
| 60 |
1.1668 |
1.1030 |
0.0638 |
5.5% |
0.0051 |
0.4% |
75% |
False |
False |
319 |
| 80 |
1.1674 |
1.1030 |
0.0644 |
5.6% |
0.0046 |
0.4% |
74% |
False |
False |
242 |
| 100 |
1.1929 |
1.1030 |
0.0899 |
7.8% |
0.0044 |
0.4% |
53% |
False |
False |
195 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0042 |
0.4% |
51% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1699 |
|
2.618 |
1.1627 |
|
1.618 |
1.1583 |
|
1.000 |
1.1556 |
|
0.618 |
1.1539 |
|
HIGH |
1.1512 |
|
0.618 |
1.1495 |
|
0.500 |
1.1490 |
|
0.382 |
1.1484 |
|
LOW |
1.1468 |
|
0.618 |
1.1440 |
|
1.000 |
1.1424 |
|
1.618 |
1.1396 |
|
2.618 |
1.1352 |
|
4.250 |
1.1281 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1500 |
1.1519 |
| PP |
1.1495 |
1.1515 |
| S1 |
1.1490 |
1.1510 |
|