CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1927 |
1.2071 |
0.0144 |
1.2% |
1.1750 |
| High |
1.1927 |
1.2098 |
0.0171 |
1.4% |
1.1952 |
| Low |
1.1927 |
1.2066 |
0.0139 |
1.2% |
1.1736 |
| Close |
1.1927 |
1.2066 |
0.0139 |
1.2% |
1.1893 |
| Range |
0.0000 |
0.0032 |
0.0032 |
|
0.0217 |
| ATR |
0.0062 |
0.0070 |
0.0008 |
12.5% |
0.0000 |
| Volume |
0 |
6 |
6 |
|
52 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2173 |
1.2151 |
1.2084 |
|
| R3 |
1.2141 |
1.2119 |
1.2075 |
|
| R2 |
1.2109 |
1.2109 |
1.2072 |
|
| R1 |
1.2087 |
1.2087 |
1.2069 |
1.2082 |
| PP |
1.2077 |
1.2077 |
1.2077 |
1.2074 |
| S1 |
1.2055 |
1.2055 |
1.2063 |
1.2050 |
| S2 |
1.2045 |
1.2045 |
1.2060 |
|
| S3 |
1.2013 |
1.2023 |
1.2057 |
|
| S4 |
1.1981 |
1.1991 |
1.2048 |
|
|
| 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 |
1.2098 |
1.1780 |
0.0318 |
2.6% |
0.0040 |
0.3% |
90% |
True |
False |
7 |
| 10 |
1.2098 |
1.1624 |
0.0474 |
3.9% |
0.0061 |
0.5% |
93% |
True |
False |
74 |
| 20 |
1.2098 |
1.1577 |
0.0521 |
4.3% |
0.0055 |
0.5% |
94% |
True |
False |
40 |
| 40 |
1.2098 |
1.1270 |
0.0829 |
6.9% |
0.0035 |
0.3% |
96% |
True |
False |
20 |
| 60 |
1.2098 |
1.1145 |
0.0954 |
7.9% |
0.0036 |
0.3% |
97% |
True |
False |
14 |
| 80 |
1.2098 |
1.1145 |
0.0954 |
7.9% |
0.0030 |
0.3% |
97% |
True |
False |
10 |
| 100 |
1.2098 |
1.1145 |
0.0954 |
7.9% |
0.0033 |
0.3% |
97% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2234 |
|
2.618 |
1.2182 |
|
1.618 |
1.2150 |
|
1.000 |
1.2130 |
|
0.618 |
1.2118 |
|
HIGH |
1.2098 |
|
0.618 |
1.2086 |
|
0.500 |
1.2082 |
|
0.382 |
1.2078 |
|
LOW |
1.2066 |
|
0.618 |
1.2046 |
|
1.000 |
1.2034 |
|
1.618 |
1.2014 |
|
2.618 |
1.1982 |
|
4.250 |
1.1930 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2082 |
1.2040 |
| PP |
1.2077 |
1.2014 |
| S1 |
1.2071 |
1.1989 |
|