CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1660 |
1.1670 |
0.0010 |
0.1% |
1.1613 |
| High |
1.1664 |
1.1693 |
0.0029 |
0.2% |
1.1767 |
| Low |
1.1660 |
1.1661 |
0.0001 |
0.0% |
1.1613 |
| Close |
1.1664 |
1.1670 |
0.0006 |
0.1% |
1.1748 |
| Range |
0.0004 |
0.0032 |
0.0029 |
814.3% |
0.0155 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
6 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1770 |
1.1752 |
1.1687 |
|
| R3 |
1.1738 |
1.1720 |
1.1678 |
|
| R2 |
1.1706 |
1.1706 |
1.1675 |
|
| R1 |
1.1688 |
1.1688 |
1.1672 |
1.1686 |
| PP |
1.1674 |
1.1674 |
1.1674 |
1.1673 |
| S1 |
1.1656 |
1.1656 |
1.1667 |
1.1654 |
| S2 |
1.1642 |
1.1642 |
1.1664 |
|
| S3 |
1.1610 |
1.1624 |
1.1661 |
|
| S4 |
1.1578 |
1.1592 |
1.1652 |
|
|
| 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 |
1.1654 |
0.0113 |
1.0% |
0.0062 |
0.5% |
14% |
False |
False |
11 |
| 10 |
1.1767 |
1.1560 |
0.0208 |
1.8% |
0.0035 |
0.3% |
53% |
False |
False |
5 |
| 20 |
1.1767 |
1.1326 |
0.0441 |
3.8% |
0.0023 |
0.2% |
78% |
False |
False |
3 |
| 40 |
1.1767 |
1.1270 |
0.0498 |
4.3% |
0.0027 |
0.2% |
80% |
False |
False |
2 |
| 60 |
1.1767 |
1.1145 |
0.0623 |
5.3% |
0.0027 |
0.2% |
84% |
False |
False |
1 |
| 80 |
1.1810 |
1.1145 |
0.0666 |
5.7% |
0.0027 |
0.2% |
79% |
False |
False |
1 |
| 100 |
1.2072 |
1.1145 |
0.0927 |
7.9% |
0.0028 |
0.2% |
57% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1829 |
|
2.618 |
1.1776 |
|
1.618 |
1.1744 |
|
1.000 |
1.1725 |
|
0.618 |
1.1712 |
|
HIGH |
1.1693 |
|
0.618 |
1.1680 |
|
0.500 |
1.1677 |
|
0.382 |
1.1673 |
|
LOW |
1.1661 |
|
0.618 |
1.1641 |
|
1.000 |
1.1629 |
|
1.618 |
1.1609 |
|
2.618 |
1.1577 |
|
4.250 |
1.1525 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1677 |
1.1700 |
| PP |
1.1674 |
1.1690 |
| S1 |
1.1672 |
1.1680 |
|