CME Swiss Franc Future June 2024
Trading Metrics calculated at close of trading on 26-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
1.1881 |
1.1927 |
0.0047 |
0.4% |
1.1750 |
High |
1.1952 |
1.1927 |
-0.0025 |
-0.2% |
1.1952 |
Low |
1.1879 |
1.1927 |
0.0048 |
0.4% |
1.1736 |
Close |
1.1893 |
1.1927 |
0.0035 |
0.3% |
1.1893 |
Range |
0.0073 |
0.0000 |
-0.0073 |
-100.0% |
0.0217 |
ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
15 |
0 |
-15 |
-100.0% |
52 |
|
Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1927 |
1.1927 |
1.1927 |
|
R3 |
1.1927 |
1.1927 |
1.1927 |
|
R2 |
1.1927 |
1.1927 |
1.1927 |
|
R1 |
1.1927 |
1.1927 |
1.1927 |
1.1927 |
PP |
1.1927 |
1.1927 |
1.1927 |
1.1927 |
S1 |
1.1927 |
1.1927 |
1.1927 |
1.1927 |
S2 |
1.1927 |
1.1927 |
1.1927 |
|
S3 |
1.1927 |
1.1927 |
1.1927 |
|
S4 |
1.1927 |
1.1927 |
1.1927 |
|
|
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 |
1.1760 |
0.0192 |
1.6% |
0.0051 |
0.4% |
87% |
False |
False |
10 |
10 |
1.1952 |
1.1624 |
0.0328 |
2.8% |
0.0061 |
0.5% |
92% |
False |
False |
74 |
20 |
1.1952 |
1.1577 |
0.0375 |
3.1% |
0.0053 |
0.4% |
93% |
False |
False |
40 |
40 |
1.1952 |
1.1270 |
0.0683 |
5.7% |
0.0034 |
0.3% |
96% |
False |
False |
20 |
60 |
1.1952 |
1.1145 |
0.0808 |
6.8% |
0.0037 |
0.3% |
97% |
False |
False |
14 |
80 |
1.1952 |
1.1145 |
0.0808 |
6.8% |
0.0031 |
0.3% |
97% |
False |
False |
10 |
100 |
1.1952 |
1.1145 |
0.0808 |
6.8% |
0.0033 |
0.3% |
97% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1927 |
2.618 |
1.1927 |
1.618 |
1.1927 |
1.000 |
1.1927 |
0.618 |
1.1927 |
HIGH |
1.1927 |
0.618 |
1.1927 |
0.500 |
1.1927 |
0.382 |
1.1927 |
LOW |
1.1927 |
0.618 |
1.1927 |
1.000 |
1.1927 |
1.618 |
1.1927 |
2.618 |
1.1927 |
4.250 |
1.1927 |
|
|
Fisher Pivots for day following 26-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1927 |
1.1916 |
PP |
1.1927 |
1.1905 |
S1 |
1.1927 |
1.1894 |
|