CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1698 |
1.1782 |
0.0085 |
0.7% |
1.1611 |
| High |
1.1786 |
1.1849 |
0.0063 |
0.5% |
1.1849 |
| Low |
1.1687 |
1.1767 |
0.0081 |
0.7% |
1.1590 |
| Close |
1.1774 |
1.1787 |
0.0014 |
0.1% |
1.1787 |
| Range |
0.0100 |
0.0082 |
-0.0018 |
-18.1% |
0.0259 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.3% |
0.0000 |
| Volume |
20,060 |
25,128 |
5,068 |
25.3% |
98,674 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2045 |
1.1998 |
1.1832 |
|
| R3 |
1.1964 |
1.1916 |
1.1809 |
|
| R2 |
1.1882 |
1.1882 |
1.1802 |
|
| R1 |
1.1835 |
1.1835 |
1.1794 |
1.1859 |
| PP |
1.1801 |
1.1801 |
1.1801 |
1.1813 |
| S1 |
1.1753 |
1.1753 |
1.1780 |
1.1777 |
| S2 |
1.1719 |
1.1719 |
1.1772 |
|
| S3 |
1.1638 |
1.1672 |
1.1765 |
|
| S4 |
1.1556 |
1.1590 |
1.1742 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2517 |
1.2411 |
1.1929 |
|
| R3 |
1.2259 |
1.2152 |
1.1858 |
|
| R2 |
1.2000 |
1.2000 |
1.1834 |
|
| R1 |
1.1894 |
1.1894 |
1.1811 |
1.1947 |
| PP |
1.1742 |
1.1742 |
1.1742 |
1.1769 |
| S1 |
1.1635 |
1.1635 |
1.1763 |
1.1689 |
| S2 |
1.1483 |
1.1483 |
1.1740 |
|
| S3 |
1.1225 |
1.1377 |
1.1716 |
|
| S4 |
1.0966 |
1.1118 |
1.1645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1849 |
1.1590 |
0.0259 |
2.2% |
0.0084 |
0.7% |
76% |
True |
False |
19,734 |
| 10 |
1.1849 |
1.1468 |
0.0381 |
3.2% |
0.0087 |
0.7% |
84% |
True |
False |
23,741 |
| 20 |
1.1849 |
1.1459 |
0.0390 |
3.3% |
0.0083 |
0.7% |
84% |
True |
False |
12,311 |
| 40 |
1.1849 |
1.1150 |
0.0699 |
5.9% |
0.0067 |
0.6% |
91% |
True |
False |
6,173 |
| 60 |
1.1849 |
1.1030 |
0.0819 |
6.9% |
0.0058 |
0.5% |
92% |
True |
False |
4,120 |
| 80 |
1.1849 |
1.1030 |
0.0819 |
6.9% |
0.0053 |
0.5% |
92% |
True |
False |
3,097 |
| 100 |
1.1849 |
1.1030 |
0.0819 |
6.9% |
0.0049 |
0.4% |
92% |
True |
False |
2,478 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.0% |
0.0047 |
0.4% |
80% |
False |
False |
2,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2195 |
|
2.618 |
1.2062 |
|
1.618 |
1.1980 |
|
1.000 |
1.1930 |
|
0.618 |
1.1899 |
|
HIGH |
1.1849 |
|
0.618 |
1.1817 |
|
0.500 |
1.1808 |
|
0.382 |
1.1798 |
|
LOW |
1.1767 |
|
0.618 |
1.1717 |
|
1.000 |
1.1686 |
|
1.618 |
1.1635 |
|
2.618 |
1.1554 |
|
4.250 |
1.1421 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1808 |
1.1778 |
| PP |
1.1801 |
1.1768 |
| S1 |
1.1794 |
1.1759 |
|