CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1772 |
1.1778 |
0.0007 |
0.1% |
1.1723 |
| High |
1.1772 |
1.1800 |
0.0028 |
0.2% |
1.1866 |
| Low |
1.1772 |
1.1768 |
-0.0004 |
0.0% |
1.1723 |
| Close |
1.1772 |
1.1778 |
0.0007 |
0.1% |
1.1853 |
| Range |
0.0000 |
0.0032 |
0.0032 |
|
0.0144 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1878 |
1.1860 |
1.1796 |
|
| R3 |
1.1846 |
1.1828 |
1.1787 |
|
| R2 |
1.1814 |
1.1814 |
1.1784 |
|
| R1 |
1.1796 |
1.1796 |
1.1781 |
1.1794 |
| PP |
1.1782 |
1.1782 |
1.1782 |
1.1781 |
| S1 |
1.1764 |
1.1764 |
1.1775 |
1.1762 |
| S2 |
1.1750 |
1.1750 |
1.1772 |
|
| S3 |
1.1718 |
1.1732 |
1.1769 |
|
| S4 |
1.1686 |
1.1700 |
1.1760 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2244 |
1.2192 |
1.1932 |
|
| R3 |
1.2101 |
1.2049 |
1.1892 |
|
| R2 |
1.1957 |
1.1957 |
1.1879 |
|
| R1 |
1.1905 |
1.1905 |
1.1866 |
1.1931 |
| PP |
1.1814 |
1.1814 |
1.1814 |
1.1827 |
| S1 |
1.1762 |
1.1762 |
1.1840 |
1.1788 |
| S2 |
1.1670 |
1.1670 |
1.1827 |
|
| S3 |
1.1527 |
1.1618 |
1.1814 |
|
| S4 |
1.1383 |
1.1475 |
1.1774 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1936 |
|
2.618 |
1.1883 |
|
1.618 |
1.1851 |
|
1.000 |
1.1832 |
|
0.618 |
1.1819 |
|
HIGH |
1.1800 |
|
0.618 |
1.1787 |
|
0.500 |
1.1784 |
|
0.382 |
1.1780 |
|
LOW |
1.1768 |
|
0.618 |
1.1748 |
|
1.000 |
1.1736 |
|
1.618 |
1.1716 |
|
2.618 |
1.1684 |
|
4.250 |
1.1632 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1784 |
1.1786 |
| PP |
1.1782 |
1.1784 |
| S1 |
1.1780 |
1.1781 |
|