CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1644 |
1.1728 |
0.0084 |
0.7% |
1.1488 |
| High |
1.1747 |
1.1735 |
-0.0012 |
-0.1% |
1.1702 |
| Low |
1.1635 |
1.1669 |
0.0034 |
0.3% |
1.1468 |
| Close |
1.1727 |
1.1700 |
-0.0028 |
-0.2% |
1.1606 |
| Range |
0.0113 |
0.0067 |
-0.0046 |
-40.9% |
0.0234 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
18,785 |
21,434 |
2,649 |
14.1% |
138,743 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1901 |
1.1867 |
1.1736 |
|
| R3 |
1.1834 |
1.1800 |
1.1718 |
|
| R2 |
1.1768 |
1.1768 |
1.1712 |
|
| R1 |
1.1734 |
1.1734 |
1.1706 |
1.1717 |
| PP |
1.1701 |
1.1701 |
1.1701 |
1.1693 |
| S1 |
1.1667 |
1.1667 |
1.1693 |
1.1651 |
| S2 |
1.1635 |
1.1635 |
1.1687 |
|
| S3 |
1.1568 |
1.1601 |
1.1681 |
|
| S4 |
1.1502 |
1.1534 |
1.1663 |
|
|
| 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 |
1.1567 |
0.0181 |
1.5% |
0.0091 |
0.8% |
74% |
False |
False |
23,530 |
| 10 |
1.1747 |
1.1459 |
0.0289 |
2.5% |
0.0086 |
0.7% |
84% |
False |
False |
19,533 |
| 20 |
1.1747 |
1.1417 |
0.0330 |
2.8% |
0.0079 |
0.7% |
86% |
False |
False |
10,059 |
| 40 |
1.1747 |
1.1150 |
0.0597 |
5.1% |
0.0065 |
0.6% |
92% |
False |
False |
5,045 |
| 60 |
1.1747 |
1.1030 |
0.0717 |
6.1% |
0.0058 |
0.5% |
93% |
False |
False |
3,367 |
| 80 |
1.1747 |
1.1030 |
0.0717 |
6.1% |
0.0051 |
0.4% |
93% |
False |
False |
2,532 |
| 100 |
1.1769 |
1.1030 |
0.0739 |
6.3% |
0.0048 |
0.4% |
91% |
False |
False |
2,027 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.0% |
0.0046 |
0.4% |
71% |
False |
False |
1,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2018 |
|
2.618 |
1.1909 |
|
1.618 |
1.1843 |
|
1.000 |
1.1802 |
|
0.618 |
1.1776 |
|
HIGH |
1.1735 |
|
0.618 |
1.1710 |
|
0.500 |
1.1702 |
|
0.382 |
1.1694 |
|
LOW |
1.1669 |
|
0.618 |
1.1627 |
|
1.000 |
1.1602 |
|
1.618 |
1.1561 |
|
2.618 |
1.1494 |
|
4.250 |
1.1386 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1702 |
1.1689 |
| PP |
1.1701 |
1.1679 |
| S1 |
1.1700 |
1.1669 |
|