CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2071 |
1.2096 |
0.0025 |
0.2% |
1.1750 |
| High |
1.2098 |
1.2197 |
0.0099 |
0.8% |
1.1952 |
| Low |
1.2066 |
1.2040 |
-0.0026 |
-0.2% |
1.1736 |
| Close |
1.2066 |
1.2057 |
-0.0009 |
-0.1% |
1.1893 |
| Range |
0.0032 |
0.0157 |
0.0125 |
389.1% |
0.0217 |
| ATR |
0.0070 |
0.0076 |
0.0006 |
8.8% |
0.0000 |
| Volume |
6 |
32 |
26 |
433.3% |
52 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2567 |
1.2469 |
1.2143 |
|
| R3 |
1.2411 |
1.2312 |
1.2100 |
|
| R2 |
1.2254 |
1.2254 |
1.2086 |
|
| R1 |
1.2156 |
1.2156 |
1.2071 |
1.2127 |
| PP |
1.2098 |
1.2098 |
1.2098 |
1.2083 |
| S1 |
1.1999 |
1.1999 |
1.2043 |
1.1970 |
| S2 |
1.1941 |
1.1941 |
1.2028 |
|
| S3 |
1.1785 |
1.1843 |
1.2014 |
|
| S4 |
1.1628 |
1.1686 |
1.1971 |
|
|
| 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 |
1.2197 |
1.1836 |
0.0361 |
3.0% |
0.0061 |
0.5% |
61% |
True |
False |
12 |
| 10 |
1.2197 |
1.1684 |
0.0513 |
4.3% |
0.0067 |
0.6% |
73% |
True |
False |
76 |
| 20 |
1.2197 |
1.1577 |
0.0620 |
5.1% |
0.0063 |
0.5% |
77% |
True |
False |
42 |
| 40 |
1.2197 |
1.1270 |
0.0927 |
7.7% |
0.0039 |
0.3% |
85% |
True |
False |
21 |
| 60 |
1.2197 |
1.1210 |
0.0987 |
8.2% |
0.0038 |
0.3% |
86% |
True |
False |
14 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
8.7% |
0.0032 |
0.3% |
87% |
True |
False |
11 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.7% |
0.0034 |
0.3% |
87% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2862 |
|
2.618 |
1.2606 |
|
1.618 |
1.2450 |
|
1.000 |
1.2353 |
|
0.618 |
1.2293 |
|
HIGH |
1.2197 |
|
0.618 |
1.2137 |
|
0.500 |
1.2118 |
|
0.382 |
1.2100 |
|
LOW |
1.2040 |
|
0.618 |
1.1943 |
|
1.000 |
1.1884 |
|
1.618 |
1.1787 |
|
2.618 |
1.1630 |
|
4.250 |
1.1375 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2118 |
1.2062 |
| PP |
1.2098 |
1.2060 |
| S1 |
1.2077 |
1.2059 |
|