CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1604 |
1.1661 |
0.0057 |
0.5% |
1.1740 |
| High |
1.1622 |
1.1676 |
0.0054 |
0.5% |
1.1740 |
| Low |
1.1582 |
1.1653 |
0.0072 |
0.6% |
1.1577 |
| Close |
1.1618 |
1.1650 |
0.0032 |
0.3% |
1.1593 |
| Range |
0.0040 |
0.0023 |
-0.0018 |
-43.8% |
0.0163 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.9% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
62 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1727 |
1.1711 |
1.1662 |
|
| R3 |
1.1704 |
1.1688 |
1.1656 |
|
| R2 |
1.1682 |
1.1682 |
1.1654 |
|
| R1 |
1.1666 |
1.1666 |
1.1652 |
1.1663 |
| PP |
1.1659 |
1.1659 |
1.1659 |
1.1658 |
| S1 |
1.1643 |
1.1643 |
1.1647 |
1.1640 |
| S2 |
1.1637 |
1.1637 |
1.1645 |
|
| S3 |
1.1614 |
1.1621 |
1.1643 |
|
| S4 |
1.1592 |
1.1598 |
1.1637 |
|
|
| 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% |
0.0040 |
0.3% |
63% |
False |
False |
3 |
| 10 |
1.1767 |
1.1577 |
0.0190 |
1.6% |
0.0048 |
0.4% |
38% |
False |
False |
7 |
| 20 |
1.1767 |
1.1508 |
0.0260 |
2.2% |
0.0028 |
0.2% |
55% |
False |
False |
3 |
| 40 |
1.1767 |
1.1270 |
0.0498 |
4.3% |
0.0025 |
0.2% |
76% |
False |
False |
2 |
| 60 |
1.1767 |
1.1145 |
0.0623 |
5.3% |
0.0029 |
0.2% |
81% |
False |
False |
2 |
| 80 |
1.1790 |
1.1145 |
0.0646 |
5.5% |
0.0027 |
0.2% |
78% |
False |
False |
1 |
| 100 |
1.2035 |
1.1145 |
0.0890 |
7.6% |
0.0029 |
0.3% |
57% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1771 |
|
2.618 |
1.1734 |
|
1.618 |
1.1712 |
|
1.000 |
1.1698 |
|
0.618 |
1.1689 |
|
HIGH |
1.1676 |
|
0.618 |
1.1667 |
|
0.500 |
1.1664 |
|
0.382 |
1.1662 |
|
LOW |
1.1653 |
|
0.618 |
1.1639 |
|
1.000 |
1.1631 |
|
1.618 |
1.1617 |
|
2.618 |
1.1594 |
|
4.250 |
1.1557 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1664 |
1.1642 |
| PP |
1.1659 |
1.1634 |
| S1 |
1.1654 |
1.1626 |
|