CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1836 |
1.1881 |
0.0045 |
0.4% |
1.1750 |
| High |
1.1880 |
1.1952 |
0.0072 |
0.6% |
1.1952 |
| Low |
1.1836 |
1.1879 |
0.0043 |
0.4% |
1.1736 |
| Close |
1.1880 |
1.1893 |
0.0013 |
0.1% |
1.1893 |
| Range |
0.0044 |
0.0073 |
0.0029 |
65.9% |
0.0217 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
1.0% |
0.0000 |
| Volume |
9 |
15 |
6 |
66.7% |
52 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2127 |
1.2083 |
1.1933 |
|
| R3 |
1.2054 |
1.2010 |
1.1913 |
|
| R2 |
1.1981 |
1.1981 |
1.1906 |
|
| R1 |
1.1937 |
1.1937 |
1.1899 |
1.1959 |
| PP |
1.1908 |
1.1908 |
1.1908 |
1.1919 |
| S1 |
1.1864 |
1.1864 |
1.1886 |
1.1886 |
| S2 |
1.1835 |
1.1835 |
1.1879 |
|
| S3 |
1.1762 |
1.1791 |
1.1872 |
|
| S4 |
1.1689 |
1.1718 |
1.1852 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2510 |
1.2418 |
1.2012 |
|
| R3 |
1.2293 |
1.2201 |
1.1952 |
|
| R2 |
1.2077 |
1.2077 |
1.1932 |
|
| R1 |
1.1985 |
1.1985 |
1.1912 |
1.2031 |
| PP |
1.1860 |
1.1860 |
1.1860 |
1.1883 |
| S1 |
1.1768 |
1.1768 |
1.1873 |
1.1814 |
| S2 |
1.1644 |
1.1644 |
1.1853 |
|
| S3 |
1.1427 |
1.1552 |
1.1833 |
|
| S4 |
1.1211 |
1.1335 |
1.1773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1952 |
1.1736 |
0.0217 |
1.8% |
0.0054 |
0.5% |
73% |
True |
False |
10 |
| 10 |
1.1952 |
1.1582 |
0.0371 |
3.1% |
0.0065 |
0.5% |
84% |
True |
False |
74 |
| 20 |
1.1952 |
1.1577 |
0.0375 |
3.2% |
0.0053 |
0.4% |
84% |
True |
False |
40 |
| 40 |
1.1952 |
1.1270 |
0.0683 |
5.7% |
0.0035 |
0.3% |
91% |
True |
False |
20 |
| 60 |
1.1952 |
1.1145 |
0.0808 |
6.8% |
0.0038 |
0.3% |
93% |
True |
False |
14 |
| 80 |
1.1952 |
1.1145 |
0.0808 |
6.8% |
0.0031 |
0.3% |
93% |
True |
False |
10 |
| 100 |
1.1952 |
1.1145 |
0.0808 |
6.8% |
0.0034 |
0.3% |
93% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2262 |
|
2.618 |
1.2143 |
|
1.618 |
1.2070 |
|
1.000 |
1.2025 |
|
0.618 |
1.1997 |
|
HIGH |
1.1952 |
|
0.618 |
1.1924 |
|
0.500 |
1.1916 |
|
0.382 |
1.1907 |
|
LOW |
1.1879 |
|
0.618 |
1.1834 |
|
1.000 |
1.1806 |
|
1.618 |
1.1761 |
|
2.618 |
1.1688 |
|
4.250 |
1.1569 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1916 |
1.1884 |
| PP |
1.1908 |
1.1875 |
| S1 |
1.1900 |
1.1866 |
|