CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1650 |
1.1620 |
-0.0030 |
-0.3% |
1.1740 |
| High |
1.1688 |
1.1620 |
-0.0068 |
-0.6% |
1.1740 |
| Low |
1.1626 |
1.1577 |
-0.0049 |
-0.4% |
1.1577 |
| Close |
1.1673 |
1.1593 |
-0.0080 |
-0.7% |
1.1593 |
| Range |
0.0062 |
0.0043 |
-0.0019 |
-30.6% |
0.0163 |
| ATR |
0.0048 |
0.0052 |
0.0003 |
7.0% |
0.0000 |
| Volume |
5 |
6 |
1 |
20.0% |
62 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1726 |
1.1702 |
1.1616 |
|
| R3 |
1.1683 |
1.1659 |
1.1604 |
|
| R2 |
1.1640 |
1.1640 |
1.1600 |
|
| R1 |
1.1616 |
1.1616 |
1.1596 |
1.1606 |
| PP |
1.1597 |
1.1597 |
1.1597 |
1.1592 |
| S1 |
1.1573 |
1.1573 |
1.1589 |
1.1563 |
| S2 |
1.1554 |
1.1554 |
1.1585 |
|
| S3 |
1.1511 |
1.1530 |
1.1581 |
|
| S4 |
1.1468 |
1.1487 |
1.1569 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2126 |
1.2022 |
1.1682 |
|
| R3 |
1.1963 |
1.1859 |
1.1637 |
|
| R2 |
1.1800 |
1.1800 |
1.1622 |
|
| R1 |
1.1696 |
1.1696 |
1.1607 |
1.1666 |
| PP |
1.1637 |
1.1637 |
1.1637 |
1.1622 |
| S1 |
1.1533 |
1.1533 |
1.1578 |
1.1503 |
| S2 |
1.1474 |
1.1474 |
1.1563 |
|
| S3 |
1.1311 |
1.1370 |
1.1548 |
|
| S4 |
1.1148 |
1.1207 |
1.1503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1740 |
1.1577 |
0.0163 |
1.4% |
0.0042 |
0.4% |
10% |
False |
True |
12 |
| 10 |
1.1767 |
1.1577 |
0.0190 |
1.6% |
0.0042 |
0.4% |
8% |
False |
True |
6 |
| 20 |
1.1767 |
1.1326 |
0.0441 |
3.8% |
0.0028 |
0.2% |
60% |
False |
False |
3 |
| 40 |
1.1767 |
1.1270 |
0.0498 |
4.3% |
0.0026 |
0.2% |
65% |
False |
False |
2 |
| 60 |
1.1767 |
1.1145 |
0.0623 |
5.4% |
0.0028 |
0.2% |
72% |
False |
False |
2 |
| 80 |
1.1790 |
1.1145 |
0.0646 |
5.6% |
0.0027 |
0.2% |
69% |
False |
False |
1 |
| 100 |
1.2035 |
1.1145 |
0.0890 |
7.7% |
0.0029 |
0.2% |
50% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1803 |
|
2.618 |
1.1733 |
|
1.618 |
1.1690 |
|
1.000 |
1.1663 |
|
0.618 |
1.1647 |
|
HIGH |
1.1620 |
|
0.618 |
1.1604 |
|
0.500 |
1.1599 |
|
0.382 |
1.1593 |
|
LOW |
1.1577 |
|
0.618 |
1.1550 |
|
1.000 |
1.1534 |
|
1.618 |
1.1507 |
|
2.618 |
1.1464 |
|
4.250 |
1.1394 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1599 |
1.1635 |
| PP |
1.1597 |
1.1621 |
| S1 |
1.1595 |
1.1607 |
|