CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1703 |
1.1729 |
0.0027 |
0.2% |
1.1805 |
| High |
1.1703 |
1.1730 |
0.0028 |
0.2% |
1.1805 |
| Low |
1.1688 |
1.1691 |
0.0004 |
0.0% |
1.1688 |
| Close |
1.1703 |
1.1729 |
0.0027 |
0.2% |
1.1703 |
| Range |
0.0015 |
0.0039 |
0.0024 |
160.0% |
0.0118 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1834 |
1.1820 |
1.1750 |
|
| R3 |
1.1795 |
1.1781 |
1.1740 |
|
| R2 |
1.1756 |
1.1756 |
1.1736 |
|
| R1 |
1.1742 |
1.1742 |
1.1733 |
1.1749 |
| PP |
1.1717 |
1.1717 |
1.1717 |
1.1720 |
| S1 |
1.1703 |
1.1703 |
1.1725 |
1.1710 |
| S2 |
1.1678 |
1.1678 |
1.1722 |
|
| S3 |
1.1639 |
1.1664 |
1.1718 |
|
| S4 |
1.1600 |
1.1625 |
1.1708 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2084 |
1.2011 |
1.1767 |
|
| R3 |
1.1967 |
1.1893 |
1.1735 |
|
| R2 |
1.1849 |
1.1849 |
1.1724 |
|
| R1 |
1.1776 |
1.1776 |
1.1713 |
1.1754 |
| PP |
1.1732 |
1.1732 |
1.1732 |
1.1721 |
| S1 |
1.1658 |
1.1658 |
1.1692 |
1.1636 |
| S2 |
1.1614 |
1.1614 |
1.1681 |
|
| S3 |
1.1497 |
1.1541 |
1.1670 |
|
| S4 |
1.1379 |
1.1423 |
1.1638 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1896 |
|
2.618 |
1.1832 |
|
1.618 |
1.1793 |
|
1.000 |
1.1769 |
|
0.618 |
1.1754 |
|
HIGH |
1.1730 |
|
0.618 |
1.1715 |
|
0.500 |
1.1711 |
|
0.382 |
1.1706 |
|
LOW |
1.1691 |
|
0.618 |
1.1667 |
|
1.000 |
1.1652 |
|
1.618 |
1.1628 |
|
2.618 |
1.1589 |
|
4.250 |
1.1525 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1723 |
1.1741 |
| PP |
1.1717 |
1.1737 |
| S1 |
1.1711 |
1.1733 |
|