CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1760 |
1.1740 |
-0.0020 |
-0.2% |
1.1613 |
| High |
1.1762 |
1.1740 |
-0.0022 |
-0.2% |
1.1767 |
| Low |
1.1654 |
1.1670 |
0.0016 |
0.1% |
1.1613 |
| Close |
1.1748 |
1.1696 |
-0.0052 |
-0.4% |
1.1748 |
| Range |
0.0108 |
0.0070 |
-0.0038 |
-34.9% |
0.0155 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
4.6% |
0.0000 |
| Volume |
2 |
50 |
48 |
2,400.0% |
6 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1912 |
1.1874 |
1.1734 |
|
| R3 |
1.1842 |
1.1804 |
1.1715 |
|
| R2 |
1.1772 |
1.1772 |
1.1708 |
|
| R1 |
1.1734 |
1.1734 |
1.1702 |
1.1718 |
| PP |
1.1702 |
1.1702 |
1.1702 |
1.1694 |
| S1 |
1.1664 |
1.1664 |
1.1689 |
1.1648 |
| S2 |
1.1632 |
1.1632 |
1.1683 |
|
| S3 |
1.1562 |
1.1594 |
1.1676 |
|
| S4 |
1.1492 |
1.1524 |
1.1657 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2173 |
1.2115 |
1.1832 |
|
| R3 |
1.2018 |
1.1960 |
1.1790 |
|
| R2 |
1.1864 |
1.1864 |
1.1776 |
|
| R1 |
1.1806 |
1.1806 |
1.1762 |
1.1835 |
| PP |
1.1709 |
1.1709 |
1.1709 |
1.1724 |
| S1 |
1.1651 |
1.1651 |
1.1733 |
1.1680 |
| S2 |
1.1555 |
1.1555 |
1.1719 |
|
| S3 |
1.1400 |
1.1497 |
1.1705 |
|
| S4 |
1.1246 |
1.1342 |
1.1663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1767 |
1.1644 |
0.0124 |
1.1% |
0.0055 |
0.5% |
42% |
False |
False |
11 |
| 10 |
1.1767 |
1.1560 |
0.0208 |
1.8% |
0.0032 |
0.3% |
66% |
False |
False |
5 |
| 20 |
1.1767 |
1.1326 |
0.0441 |
3.8% |
0.0021 |
0.2% |
84% |
False |
False |
3 |
| 40 |
1.1767 |
1.1270 |
0.0498 |
4.3% |
0.0028 |
0.2% |
86% |
False |
False |
2 |
| 60 |
1.1767 |
1.1145 |
0.0623 |
5.3% |
0.0026 |
0.2% |
89% |
False |
False |
1 |
| 80 |
1.1820 |
1.1145 |
0.0675 |
5.8% |
0.0028 |
0.2% |
82% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2038 |
|
2.618 |
1.1923 |
|
1.618 |
1.1853 |
|
1.000 |
1.1810 |
|
0.618 |
1.1783 |
|
HIGH |
1.1740 |
|
0.618 |
1.1713 |
|
0.500 |
1.1705 |
|
0.382 |
1.1697 |
|
LOW |
1.1670 |
|
0.618 |
1.1627 |
|
1.000 |
1.1600 |
|
1.618 |
1.1557 |
|
2.618 |
1.1487 |
|
4.250 |
1.1373 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1705 |
1.1711 |
| PP |
1.1702 |
1.1706 |
| S1 |
1.1699 |
1.1701 |
|