CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1488 |
1.1505 |
0.0017 |
0.1% |
1.1638 |
| High |
1.1512 |
1.1582 |
0.0071 |
0.6% |
1.1668 |
| Low |
1.1468 |
1.1505 |
0.0037 |
0.3% |
1.1459 |
| Close |
1.1505 |
1.1537 |
0.0032 |
0.3% |
1.1480 |
| Range |
0.0044 |
0.0078 |
0.0034 |
76.1% |
0.0209 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.3% |
0.0000 |
| Volume |
9,007 |
23,196 |
14,189 |
157.5% |
7,334 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1774 |
1.1733 |
1.1580 |
|
| R3 |
1.1696 |
1.1655 |
1.1558 |
|
| R2 |
1.1619 |
1.1619 |
1.1551 |
|
| R1 |
1.1578 |
1.1578 |
1.1544 |
1.1598 |
| PP |
1.1541 |
1.1541 |
1.1541 |
1.1551 |
| S1 |
1.1500 |
1.1500 |
1.1530 |
1.1521 |
| S2 |
1.1464 |
1.1464 |
1.1523 |
|
| S3 |
1.1386 |
1.1423 |
1.1516 |
|
| S4 |
1.1309 |
1.1345 |
1.1494 |
|
|
| 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 |
1.1583 |
1.1459 |
0.0124 |
1.1% |
0.0067 |
0.6% |
63% |
False |
False |
7,293 |
| 10 |
1.1668 |
1.1459 |
0.0209 |
1.8% |
0.0080 |
0.7% |
38% |
False |
False |
4,055 |
| 20 |
1.1668 |
1.1239 |
0.0429 |
3.7% |
0.0068 |
0.6% |
70% |
False |
False |
2,072 |
| 40 |
1.1668 |
1.1150 |
0.0518 |
4.5% |
0.0055 |
0.5% |
75% |
False |
False |
1,045 |
| 60 |
1.1668 |
1.1030 |
0.0638 |
5.5% |
0.0052 |
0.4% |
80% |
False |
False |
706 |
| 80 |
1.1674 |
1.1030 |
0.0644 |
5.6% |
0.0046 |
0.4% |
79% |
False |
False |
532 |
| 100 |
1.1929 |
1.1030 |
0.0899 |
7.8% |
0.0045 |
0.4% |
56% |
False |
False |
427 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0043 |
0.4% |
54% |
False |
False |
356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1911 |
|
2.618 |
1.1785 |
|
1.618 |
1.1707 |
|
1.000 |
1.1660 |
|
0.618 |
1.1630 |
|
HIGH |
1.1582 |
|
0.618 |
1.1552 |
|
0.500 |
1.1543 |
|
0.382 |
1.1534 |
|
LOW |
1.1505 |
|
0.618 |
1.1457 |
|
1.000 |
1.1427 |
|
1.618 |
1.1379 |
|
2.618 |
1.1302 |
|
4.250 |
1.1175 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1543 |
1.1531 |
| PP |
1.1541 |
1.1526 |
| S1 |
1.1539 |
1.1520 |
|