CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1750 |
1.1770 |
0.0020 |
0.2% |
1.1604 |
| High |
1.1750 |
1.1850 |
0.0100 |
0.9% |
1.1810 |
| Low |
1.1736 |
1.1760 |
0.0025 |
0.2% |
1.1582 |
| Close |
1.1736 |
1.1836 |
0.0101 |
0.9% |
1.1716 |
| Range |
0.0015 |
0.0090 |
0.0076 |
520.7% |
0.0228 |
| ATR |
0.0060 |
0.0064 |
0.0004 |
6.6% |
0.0000 |
| Volume |
1 |
21 |
20 |
2,000.0% |
691 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2085 |
1.2051 |
1.1886 |
|
| R3 |
1.1995 |
1.1961 |
1.1861 |
|
| R2 |
1.1905 |
1.1905 |
1.1853 |
|
| R1 |
1.1871 |
1.1871 |
1.1844 |
1.1888 |
| PP |
1.1815 |
1.1815 |
1.1815 |
1.1824 |
| S1 |
1.1781 |
1.1781 |
1.1828 |
1.1798 |
| S2 |
1.1725 |
1.1725 |
1.1820 |
|
| S3 |
1.1635 |
1.1691 |
1.1811 |
|
| S4 |
1.1545 |
1.1601 |
1.1787 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2386 |
1.2279 |
1.1841 |
|
| R3 |
1.2158 |
1.2051 |
1.1779 |
|
| R2 |
1.1930 |
1.1930 |
1.1758 |
|
| R1 |
1.1823 |
1.1823 |
1.1737 |
1.1877 |
| PP |
1.1702 |
1.1702 |
1.1702 |
1.1729 |
| S1 |
1.1595 |
1.1595 |
1.1695 |
1.1649 |
| S2 |
1.1474 |
1.1474 |
1.1674 |
|
| S3 |
1.1246 |
1.1367 |
1.1653 |
|
| S4 |
1.1018 |
1.1139 |
1.1591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1850 |
1.1624 |
0.0226 |
1.9% |
0.0083 |
0.7% |
94% |
True |
False |
141 |
| 10 |
1.1850 |
1.1577 |
0.0273 |
2.3% |
0.0062 |
0.5% |
95% |
True |
False |
72 |
| 20 |
1.1850 |
1.1560 |
0.0291 |
2.5% |
0.0047 |
0.4% |
95% |
True |
False |
39 |
| 40 |
1.1850 |
1.1270 |
0.0581 |
4.9% |
0.0032 |
0.3% |
98% |
True |
False |
19 |
| 60 |
1.1850 |
1.1145 |
0.0706 |
6.0% |
0.0036 |
0.3% |
98% |
True |
False |
13 |
| 80 |
1.1850 |
1.1145 |
0.0706 |
6.0% |
0.0030 |
0.2% |
98% |
True |
False |
10 |
| 100 |
1.1930 |
1.1145 |
0.0786 |
6.6% |
0.0033 |
0.3% |
88% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2233 |
|
2.618 |
1.2086 |
|
1.618 |
1.1996 |
|
1.000 |
1.1940 |
|
0.618 |
1.1906 |
|
HIGH |
1.1850 |
|
0.618 |
1.1816 |
|
0.500 |
1.1805 |
|
0.382 |
1.1794 |
|
LOW |
1.1760 |
|
0.618 |
1.1704 |
|
1.000 |
1.1670 |
|
1.618 |
1.1614 |
|
2.618 |
1.1524 |
|
4.250 |
1.1378 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1826 |
1.1816 |
| PP |
1.1815 |
1.1795 |
| S1 |
1.1805 |
1.1775 |
|