CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1620 |
1.1604 |
-0.0016 |
-0.1% |
1.1740 |
| High |
1.1620 |
1.1622 |
0.0002 |
0.0% |
1.1740 |
| Low |
1.1577 |
1.1582 |
0.0005 |
0.0% |
1.1577 |
| Close |
1.1593 |
1.1618 |
0.0026 |
0.2% |
1.1593 |
| Range |
0.0043 |
0.0040 |
-0.0003 |
-7.0% |
0.0163 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
6 |
2 |
-4 |
-66.7% |
62 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1727 |
1.1713 |
1.1640 |
|
| R3 |
1.1687 |
1.1673 |
1.1629 |
|
| R2 |
1.1647 |
1.1647 |
1.1625 |
|
| R1 |
1.1633 |
1.1633 |
1.1622 |
1.1640 |
| PP |
1.1607 |
1.1607 |
1.1607 |
1.1611 |
| S1 |
1.1593 |
1.1593 |
1.1614 |
1.1600 |
| S2 |
1.1567 |
1.1567 |
1.1611 |
|
| S3 |
1.1527 |
1.1553 |
1.1607 |
|
| S4 |
1.1487 |
1.1513 |
1.1596 |
|
|
| 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 |
1.1693 |
1.1577 |
0.0116 |
1.0% |
0.0036 |
0.3% |
35% |
False |
False |
2 |
| 10 |
1.1767 |
1.1577 |
0.0190 |
1.6% |
0.0046 |
0.4% |
22% |
False |
False |
7 |
| 20 |
1.1767 |
1.1341 |
0.0427 |
3.7% |
0.0028 |
0.2% |
65% |
False |
False |
3 |
| 40 |
1.1767 |
1.1270 |
0.0498 |
4.3% |
0.0026 |
0.2% |
70% |
False |
False |
2 |
| 60 |
1.1767 |
1.1145 |
0.0623 |
5.4% |
0.0028 |
0.2% |
76% |
False |
False |
2 |
| 80 |
1.1790 |
1.1145 |
0.0646 |
5.6% |
0.0027 |
0.2% |
73% |
False |
False |
1 |
| 100 |
1.2035 |
1.1145 |
0.0890 |
7.7% |
0.0029 |
0.3% |
53% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1792 |
|
2.618 |
1.1726 |
|
1.618 |
1.1686 |
|
1.000 |
1.1662 |
|
0.618 |
1.1646 |
|
HIGH |
1.1622 |
|
0.618 |
1.1606 |
|
0.500 |
1.1602 |
|
0.382 |
1.1597 |
|
LOW |
1.1582 |
|
0.618 |
1.1557 |
|
1.000 |
1.1542 |
|
1.618 |
1.1517 |
|
2.618 |
1.1477 |
|
4.250 |
1.1412 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1613 |
1.1633 |
| PP |
1.1607 |
1.1628 |
| S1 |
1.1602 |
1.1623 |
|