CME Swiss Franc Future September 2024
Trading Metrics calculated at close of trading on 15-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
1.1872 |
1.1824 |
-0.0048 |
-0.4% |
1.1729 |
High |
1.1910 |
1.1882 |
-0.0028 |
-0.2% |
1.1910 |
Low |
1.1785 |
1.1816 |
0.0031 |
0.3% |
1.1691 |
Close |
1.1872 |
1.1824 |
-0.0048 |
-0.4% |
1.1824 |
Range |
0.0125 |
0.0066 |
-0.0059 |
-47.0% |
0.0219 |
ATR |
0.0053 |
0.0054 |
0.0001 |
1.8% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2038 |
1.1997 |
1.1860 |
|
R3 |
1.1972 |
1.1931 |
1.1842 |
|
R2 |
1.1906 |
1.1906 |
1.1836 |
|
R1 |
1.1865 |
1.1865 |
1.1830 |
1.1857 |
PP |
1.1840 |
1.1840 |
1.1840 |
1.1836 |
S1 |
1.1799 |
1.1799 |
1.1817 |
1.1791 |
S2 |
1.1774 |
1.1774 |
1.1811 |
|
S3 |
1.1708 |
1.1733 |
1.1805 |
|
S4 |
1.1642 |
1.1667 |
1.1787 |
|
|
Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2464 |
1.2362 |
1.1944 |
|
R3 |
1.2245 |
1.2144 |
1.1884 |
|
R2 |
1.2027 |
1.2027 |
1.1864 |
|
R1 |
1.1925 |
1.1925 |
1.1844 |
1.1976 |
PP |
1.1808 |
1.1808 |
1.1808 |
1.1833 |
S1 |
1.1707 |
1.1707 |
1.1803 |
1.1757 |
S2 |
1.1590 |
1.1590 |
1.1783 |
|
S3 |
1.1371 |
1.1488 |
1.1763 |
|
S4 |
1.1153 |
1.1270 |
1.1703 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2162 |
2.618 |
1.2054 |
1.618 |
1.1988 |
1.000 |
1.1948 |
0.618 |
1.1922 |
HIGH |
1.1882 |
0.618 |
1.1856 |
0.500 |
1.1849 |
0.382 |
1.1841 |
LOW |
1.1816 |
0.618 |
1.1775 |
1.000 |
1.1750 |
1.618 |
1.1709 |
2.618 |
1.1643 |
4.250 |
1.1535 |
|
|
Fisher Pivots for day following 15-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1849 |
1.1847 |
PP |
1.1840 |
1.1839 |
S1 |
1.1832 |
1.1831 |
|