CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1770 |
1.1830 |
0.0060 |
0.5% |
1.1604 |
| High |
1.1850 |
1.1830 |
-0.0020 |
-0.2% |
1.1810 |
| Low |
1.1760 |
1.1780 |
0.0020 |
0.2% |
1.1582 |
| Close |
1.1836 |
1.1807 |
-0.0029 |
-0.2% |
1.1716 |
| Range |
0.0090 |
0.0050 |
-0.0040 |
-44.4% |
0.0228 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
21 |
6 |
-15 |
-71.4% |
691 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1956 |
1.1931 |
1.1835 |
|
| R3 |
1.1906 |
1.1881 |
1.1821 |
|
| R2 |
1.1856 |
1.1856 |
1.1816 |
|
| R1 |
1.1831 |
1.1831 |
1.1812 |
1.1819 |
| PP |
1.1806 |
1.1806 |
1.1806 |
1.1799 |
| S1 |
1.1781 |
1.1781 |
1.1802 |
1.1769 |
| S2 |
1.1756 |
1.1756 |
1.1798 |
|
| S3 |
1.1706 |
1.1731 |
1.1793 |
|
| S4 |
1.1656 |
1.1681 |
1.1780 |
|
|
| 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 |
1.1684 |
0.0166 |
1.4% |
0.0072 |
0.6% |
74% |
False |
False |
141 |
| 10 |
1.1850 |
1.1577 |
0.0273 |
2.3% |
0.0063 |
0.5% |
84% |
False |
False |
73 |
| 20 |
1.1850 |
1.1560 |
0.0291 |
2.5% |
0.0049 |
0.4% |
85% |
False |
False |
39 |
| 40 |
1.1850 |
1.1270 |
0.0581 |
4.9% |
0.0034 |
0.3% |
93% |
False |
False |
19 |
| 60 |
1.1850 |
1.1145 |
0.0706 |
6.0% |
0.0036 |
0.3% |
94% |
False |
False |
14 |
| 80 |
1.1850 |
1.1145 |
0.0706 |
6.0% |
0.0030 |
0.3% |
94% |
False |
False |
10 |
| 100 |
1.1880 |
1.1145 |
0.0736 |
6.2% |
0.0032 |
0.3% |
90% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2043 |
|
2.618 |
1.1961 |
|
1.618 |
1.1911 |
|
1.000 |
1.1880 |
|
0.618 |
1.1861 |
|
HIGH |
1.1830 |
|
0.618 |
1.1811 |
|
0.500 |
1.1805 |
|
0.382 |
1.1799 |
|
LOW |
1.1780 |
|
0.618 |
1.1749 |
|
1.000 |
1.1730 |
|
1.618 |
1.1699 |
|
2.618 |
1.1649 |
|
4.250 |
1.1568 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1806 |
1.1802 |
| PP |
1.1806 |
1.1798 |
| S1 |
1.1805 |
1.1793 |
|