CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1640 |
1.1611 |
-0.0029 |
-0.2% |
1.1488 |
| High |
1.1671 |
1.1650 |
-0.0022 |
-0.2% |
1.1702 |
| Low |
1.1592 |
1.1590 |
-0.0002 |
0.0% |
1.1468 |
| Close |
1.1606 |
1.1627 |
0.0021 |
0.2% |
1.1606 |
| Range |
0.0080 |
0.0060 |
-0.0020 |
-25.2% |
0.0234 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
34,808 |
13,267 |
-21,541 |
-61.9% |
138,743 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1801 |
1.1773 |
1.1659 |
|
| R3 |
1.1741 |
1.1714 |
1.1643 |
|
| R2 |
1.1682 |
1.1682 |
1.1637 |
|
| R1 |
1.1654 |
1.1654 |
1.1632 |
1.1668 |
| PP |
1.1622 |
1.1622 |
1.1622 |
1.1629 |
| S1 |
1.1595 |
1.1595 |
1.1621 |
1.1608 |
| S2 |
1.1563 |
1.1563 |
1.1616 |
|
| S3 |
1.1503 |
1.1535 |
1.1610 |
|
| S4 |
1.1444 |
1.1476 |
1.1594 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2294 |
1.2184 |
1.1734 |
|
| R3 |
1.2060 |
1.1950 |
1.1670 |
|
| R2 |
1.1826 |
1.1826 |
1.1648 |
|
| R1 |
1.1716 |
1.1716 |
1.1627 |
1.1771 |
| PP |
1.1592 |
1.1592 |
1.1592 |
1.1619 |
| S1 |
1.1482 |
1.1482 |
1.1584 |
1.1537 |
| S2 |
1.1358 |
1.1358 |
1.1563 |
|
| S3 |
1.1124 |
1.1248 |
1.1541 |
|
| S4 |
1.0890 |
1.1014 |
1.1477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1702 |
1.1505 |
0.0197 |
1.7% |
0.0093 |
0.8% |
62% |
False |
False |
28,600 |
| 10 |
1.1702 |
1.1459 |
0.0243 |
2.1% |
0.0079 |
0.7% |
69% |
False |
False |
15,671 |
| 20 |
1.1702 |
1.1417 |
0.0285 |
2.4% |
0.0073 |
0.6% |
74% |
False |
False |
8,052 |
| 40 |
1.1702 |
1.1150 |
0.0552 |
4.7% |
0.0060 |
0.5% |
86% |
False |
False |
4,040 |
| 60 |
1.1702 |
1.1030 |
0.0672 |
5.8% |
0.0056 |
0.5% |
89% |
False |
False |
2,697 |
| 80 |
1.1702 |
1.1030 |
0.0672 |
5.8% |
0.0049 |
0.4% |
89% |
False |
False |
2,030 |
| 100 |
1.1832 |
1.1030 |
0.0802 |
6.9% |
0.0048 |
0.4% |
74% |
False |
False |
1,625 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0045 |
0.4% |
63% |
False |
False |
1,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1902 |
|
2.618 |
1.1805 |
|
1.618 |
1.1746 |
|
1.000 |
1.1709 |
|
0.618 |
1.1686 |
|
HIGH |
1.1650 |
|
0.618 |
1.1627 |
|
0.500 |
1.1620 |
|
0.382 |
1.1613 |
|
LOW |
1.1590 |
|
0.618 |
1.1553 |
|
1.000 |
1.1531 |
|
1.618 |
1.1494 |
|
2.618 |
1.1434 |
|
4.250 |
1.1337 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1624 |
1.1634 |
| PP |
1.1622 |
1.1632 |
| S1 |
1.1620 |
1.1629 |
|