CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1611 |
1.1644 |
0.0033 |
0.3% |
1.1488 |
| High |
1.1650 |
1.1747 |
0.0098 |
0.8% |
1.1702 |
| Low |
1.1590 |
1.1635 |
0.0045 |
0.4% |
1.1468 |
| Close |
1.1627 |
1.1727 |
0.0101 |
0.9% |
1.1606 |
| Range |
0.0060 |
0.0113 |
0.0053 |
89.1% |
0.0234 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
4.5% |
0.0000 |
| Volume |
13,267 |
18,785 |
5,518 |
41.6% |
138,743 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2040 |
1.1996 |
1.1789 |
|
| R3 |
1.1928 |
1.1884 |
1.1758 |
|
| R2 |
1.1815 |
1.1815 |
1.1748 |
|
| R1 |
1.1771 |
1.1771 |
1.1737 |
1.1793 |
| PP |
1.1703 |
1.1703 |
1.1703 |
1.1714 |
| S1 |
1.1659 |
1.1659 |
1.1717 |
1.1681 |
| S2 |
1.1590 |
1.1590 |
1.1706 |
|
| S3 |
1.1478 |
1.1546 |
1.1696 |
|
| S4 |
1.1365 |
1.1434 |
1.1665 |
|
|
| 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 |
1.1747 |
1.1508 |
0.0240 |
2.0% |
0.0100 |
0.9% |
92% |
True |
False |
27,718 |
| 10 |
1.1747 |
1.1459 |
0.0289 |
2.5% |
0.0084 |
0.7% |
93% |
True |
False |
17,505 |
| 20 |
1.1747 |
1.1417 |
0.0330 |
2.8% |
0.0077 |
0.7% |
94% |
True |
False |
8,987 |
| 40 |
1.1747 |
1.1150 |
0.0597 |
5.1% |
0.0063 |
0.5% |
97% |
True |
False |
4,510 |
| 60 |
1.1747 |
1.1030 |
0.0717 |
6.1% |
0.0057 |
0.5% |
97% |
True |
False |
3,010 |
| 80 |
1.1747 |
1.1030 |
0.0717 |
6.1% |
0.0050 |
0.4% |
97% |
True |
False |
2,264 |
| 100 |
1.1790 |
1.1030 |
0.0760 |
6.5% |
0.0048 |
0.4% |
92% |
False |
False |
1,813 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.0% |
0.0046 |
0.4% |
74% |
False |
False |
1,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2225 |
|
2.618 |
1.2042 |
|
1.618 |
1.1929 |
|
1.000 |
1.1860 |
|
0.618 |
1.1817 |
|
HIGH |
1.1747 |
|
0.618 |
1.1704 |
|
0.500 |
1.1691 |
|
0.382 |
1.1677 |
|
LOW |
1.1635 |
|
0.618 |
1.1565 |
|
1.000 |
1.1522 |
|
1.618 |
1.1452 |
|
2.618 |
1.1340 |
|
4.250 |
1.1156 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1715 |
1.1708 |
| PP |
1.1703 |
1.1688 |
| S1 |
1.1691 |
1.1669 |
|