CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1543 |
1.1591 |
0.0048 |
0.4% |
1.1638 |
| High |
1.1623 |
1.1702 |
0.0079 |
0.7% |
1.1668 |
| Low |
1.1508 |
1.1567 |
0.0059 |
0.5% |
1.1459 |
| Close |
1.1618 |
1.1660 |
0.0043 |
0.4% |
1.1480 |
| Range |
0.0116 |
0.0135 |
0.0020 |
16.9% |
0.0209 |
| ATR |
0.0070 |
0.0074 |
0.0005 |
6.7% |
0.0000 |
| Volume |
42,375 |
29,357 |
-13,018 |
-30.7% |
7,334 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2048 |
1.1989 |
1.1734 |
|
| R3 |
1.1913 |
1.1854 |
1.1697 |
|
| R2 |
1.1778 |
1.1778 |
1.1685 |
|
| R1 |
1.1719 |
1.1719 |
1.1672 |
1.1748 |
| PP |
1.1643 |
1.1643 |
1.1643 |
1.1657 |
| S1 |
1.1584 |
1.1584 |
1.1648 |
1.1613 |
| S2 |
1.1508 |
1.1508 |
1.1635 |
|
| S3 |
1.1373 |
1.1449 |
1.1623 |
|
| S4 |
1.1238 |
1.1314 |
1.1586 |
|
|
| 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 |
1.1702 |
1.1459 |
0.0243 |
2.1% |
0.0095 |
0.8% |
83% |
True |
False |
21,175 |
| 10 |
1.1702 |
1.1459 |
0.0243 |
2.1% |
0.0088 |
0.8% |
83% |
True |
False |
11,169 |
| 20 |
1.1702 |
1.1392 |
0.0310 |
2.7% |
0.0071 |
0.6% |
87% |
True |
False |
5,653 |
| 40 |
1.1702 |
1.1150 |
0.0552 |
4.7% |
0.0059 |
0.5% |
92% |
True |
False |
2,839 |
| 60 |
1.1702 |
1.1030 |
0.0672 |
5.8% |
0.0055 |
0.5% |
94% |
True |
False |
1,896 |
| 80 |
1.1702 |
1.1030 |
0.0672 |
5.8% |
0.0049 |
0.4% |
94% |
True |
False |
1,429 |
| 100 |
1.1929 |
1.1030 |
0.0899 |
7.7% |
0.0047 |
0.4% |
70% |
False |
False |
1,144 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0044 |
0.4% |
67% |
False |
False |
954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2275 |
|
2.618 |
1.2055 |
|
1.618 |
1.1920 |
|
1.000 |
1.1837 |
|
0.618 |
1.1785 |
|
HIGH |
1.1702 |
|
0.618 |
1.1650 |
|
0.500 |
1.1634 |
|
0.382 |
1.1618 |
|
LOW |
1.1567 |
|
0.618 |
1.1483 |
|
1.000 |
1.1432 |
|
1.618 |
1.1348 |
|
2.618 |
1.1213 |
|
4.250 |
1.0993 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1651 |
1.1641 |
| PP |
1.1643 |
1.1622 |
| S1 |
1.1634 |
1.1603 |
|