CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1661 |
1.1645 |
-0.0016 |
-0.1% |
1.1740 |
| High |
1.1676 |
1.1730 |
0.0054 |
0.5% |
1.1740 |
| Low |
1.1653 |
1.1624 |
-0.0029 |
-0.2% |
1.1577 |
| Close |
1.1650 |
1.1730 |
0.0081 |
0.7% |
1.1593 |
| Range |
0.0023 |
0.0106 |
0.0083 |
368.9% |
0.0163 |
| ATR |
0.0051 |
0.0055 |
0.0004 |
7.5% |
0.0000 |
| Volume |
2 |
10 |
8 |
400.0% |
62 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2011 |
1.1976 |
1.1788 |
|
| R3 |
1.1906 |
1.1871 |
1.1759 |
|
| R2 |
1.1800 |
1.1800 |
1.1749 |
|
| R1 |
1.1765 |
1.1765 |
1.1740 |
1.1783 |
| PP |
1.1695 |
1.1695 |
1.1695 |
1.1703 |
| S1 |
1.1660 |
1.1660 |
1.1720 |
1.1677 |
| S2 |
1.1589 |
1.1589 |
1.1711 |
|
| S3 |
1.1484 |
1.1554 |
1.1701 |
|
| S4 |
1.1378 |
1.1449 |
1.1672 |
|
|
| 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 |
1.1730 |
1.1577 |
0.0153 |
1.3% |
0.0055 |
0.5% |
100% |
True |
False |
5 |
| 10 |
1.1767 |
1.1577 |
0.0190 |
1.6% |
0.0058 |
0.5% |
81% |
False |
False |
8 |
| 20 |
1.1767 |
1.1508 |
0.0260 |
2.2% |
0.0033 |
0.3% |
86% |
False |
False |
4 |
| 40 |
1.1767 |
1.1270 |
0.0498 |
4.2% |
0.0028 |
0.2% |
93% |
False |
False |
2 |
| 60 |
1.1767 |
1.1145 |
0.0623 |
5.3% |
0.0031 |
0.3% |
94% |
False |
False |
2 |
| 80 |
1.1790 |
1.1145 |
0.0646 |
5.5% |
0.0028 |
0.2% |
91% |
False |
False |
1 |
| 100 |
1.2035 |
1.1145 |
0.0890 |
7.6% |
0.0030 |
0.3% |
66% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2178 |
|
2.618 |
1.2006 |
|
1.618 |
1.1900 |
|
1.000 |
1.1835 |
|
0.618 |
1.1795 |
|
HIGH |
1.1730 |
|
0.618 |
1.1689 |
|
0.500 |
1.1677 |
|
0.382 |
1.1664 |
|
LOW |
1.1624 |
|
0.618 |
1.1559 |
|
1.000 |
1.1519 |
|
1.618 |
1.1453 |
|
2.618 |
1.1348 |
|
4.250 |
1.1176 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1712 |
1.1705 |
| PP |
1.1695 |
1.1680 |
| S1 |
1.1677 |
1.1656 |
|