CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1818 |
1.1963 |
0.0145 |
1.2% |
1.1611 |
| High |
1.1993 |
1.2097 |
0.0104 |
0.9% |
1.1849 |
| Low |
1.1799 |
1.1927 |
0.0128 |
1.1% |
1.1590 |
| Close |
1.1960 |
1.1950 |
-0.0010 |
-0.1% |
1.1787 |
| Range |
0.0194 |
0.0170 |
-0.0024 |
-12.4% |
0.0259 |
| ATR |
0.0086 |
0.0092 |
0.0006 |
7.0% |
0.0000 |
| Volume |
26,825 |
47,319 |
20,494 |
76.4% |
98,674 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2501 |
1.2396 |
1.2044 |
|
| R3 |
1.2331 |
1.2226 |
1.1997 |
|
| R2 |
1.2161 |
1.2161 |
1.1981 |
|
| R1 |
1.2056 |
1.2056 |
1.1966 |
1.2024 |
| PP |
1.1991 |
1.1991 |
1.1991 |
1.1975 |
| S1 |
1.1886 |
1.1886 |
1.1934 |
1.1854 |
| S2 |
1.1821 |
1.1821 |
1.1919 |
|
| S3 |
1.1651 |
1.1716 |
1.1903 |
|
| S4 |
1.1481 |
1.1546 |
1.1857 |
|
|
| 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 |
1.2097 |
1.1687 |
0.0411 |
3.4% |
0.0122 |
1.0% |
64% |
True |
False |
25,634 |
| 10 |
1.2097 |
1.1567 |
0.0531 |
4.4% |
0.0107 |
0.9% |
72% |
True |
False |
24,582 |
| 20 |
1.2097 |
1.1459 |
0.0639 |
5.3% |
0.0096 |
0.8% |
77% |
True |
False |
16,431 |
| 40 |
1.2097 |
1.1150 |
0.0947 |
7.9% |
0.0073 |
0.6% |
84% |
True |
False |
8,246 |
| 60 |
1.2097 |
1.1101 |
0.0996 |
8.3% |
0.0063 |
0.5% |
85% |
True |
False |
5,502 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
8.9% |
0.0057 |
0.5% |
86% |
True |
False |
4,134 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
8.9% |
0.0052 |
0.4% |
86% |
True |
False |
3,308 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
8.9% |
0.0050 |
0.4% |
86% |
True |
False |
2,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2820 |
|
2.618 |
1.2542 |
|
1.618 |
1.2372 |
|
1.000 |
1.2267 |
|
0.618 |
1.2202 |
|
HIGH |
1.2097 |
|
0.618 |
1.2032 |
|
0.500 |
1.2012 |
|
0.382 |
1.1992 |
|
LOW |
1.1927 |
|
0.618 |
1.1822 |
|
1.000 |
1.1757 |
|
1.618 |
1.1652 |
|
2.618 |
1.1482 |
|
4.250 |
1.1205 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2012 |
1.1942 |
| PP |
1.1991 |
1.1935 |
| S1 |
1.1971 |
1.1927 |
|