CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1791 |
1.1818 |
0.0027 |
0.2% |
1.1611 |
| High |
1.1825 |
1.1993 |
0.0169 |
1.4% |
1.1849 |
| Low |
1.1758 |
1.1799 |
0.0042 |
0.4% |
1.1590 |
| Close |
1.1821 |
1.1960 |
0.0140 |
1.2% |
1.1787 |
| Range |
0.0067 |
0.0194 |
0.0127 |
189.6% |
0.0259 |
| ATR |
0.0077 |
0.0086 |
0.0008 |
10.8% |
0.0000 |
| Volume |
8,841 |
26,825 |
17,984 |
203.4% |
98,674 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2499 |
1.2424 |
1.2067 |
|
| R3 |
1.2305 |
1.2230 |
1.2013 |
|
| R2 |
1.2111 |
1.2111 |
1.1996 |
|
| R1 |
1.2036 |
1.2036 |
1.1978 |
1.2074 |
| PP |
1.1917 |
1.1917 |
1.1917 |
1.1936 |
| S1 |
1.1842 |
1.1842 |
1.1942 |
1.1880 |
| S2 |
1.1723 |
1.1723 |
1.1924 |
|
| S3 |
1.1529 |
1.1648 |
1.1907 |
|
| S4 |
1.1335 |
1.1454 |
1.1853 |
|
|
| 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 |
1.1993 |
1.1669 |
0.0325 |
2.7% |
0.0102 |
0.9% |
90% |
True |
False |
20,457 |
| 10 |
1.1993 |
1.1508 |
0.0486 |
4.1% |
0.0101 |
0.8% |
93% |
True |
False |
24,088 |
| 20 |
1.1993 |
1.1459 |
0.0535 |
4.5% |
0.0091 |
0.8% |
94% |
True |
False |
14,071 |
| 40 |
1.1993 |
1.1150 |
0.0843 |
7.0% |
0.0072 |
0.6% |
96% |
True |
False |
7,064 |
| 60 |
1.1993 |
1.1030 |
0.0963 |
8.1% |
0.0061 |
0.5% |
97% |
True |
False |
4,713 |
| 80 |
1.1993 |
1.1030 |
0.0963 |
8.1% |
0.0056 |
0.5% |
97% |
True |
False |
3,543 |
| 100 |
1.1993 |
1.1030 |
0.0963 |
8.1% |
0.0050 |
0.4% |
97% |
True |
False |
2,835 |
| 120 |
1.1993 |
1.1030 |
0.0963 |
8.1% |
0.0048 |
0.4% |
97% |
True |
False |
2,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2818 |
|
2.618 |
1.2501 |
|
1.618 |
1.2307 |
|
1.000 |
1.2187 |
|
0.618 |
1.2113 |
|
HIGH |
1.1993 |
|
0.618 |
1.1919 |
|
0.500 |
1.1896 |
|
0.382 |
1.1873 |
|
LOW |
1.1799 |
|
0.618 |
1.1679 |
|
1.000 |
1.1605 |
|
1.618 |
1.1485 |
|
2.618 |
1.1291 |
|
4.250 |
1.0975 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1939 |
1.1932 |
| PP |
1.1917 |
1.1904 |
| S1 |
1.1896 |
1.1875 |
|