CME Swiss Franc Future September 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 |
1.2026 |
1.2168 |
0.0142 |
1.2% |
1.1841 |
| High |
1.2025 |
1.2196 |
0.0172 |
1.4% |
1.2047 |
| Low |
1.1977 |
1.2018 |
0.0041 |
0.3% |
1.1841 |
| Close |
1.2026 |
1.2168 |
0.0142 |
1.2% |
1.1992 |
| Range |
0.0048 |
0.0178 |
0.0131 |
274.7% |
0.0207 |
| ATR |
0.0055 |
0.0063 |
0.0009 |
16.2% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2661 |
1.2593 |
1.2266 |
|
| R3 |
1.2483 |
1.2415 |
1.2217 |
|
| R2 |
1.2305 |
1.2305 |
1.2201 |
|
| R1 |
1.2237 |
1.2237 |
1.2184 |
1.2257 |
| PP |
1.2127 |
1.2127 |
1.2127 |
1.2138 |
| S1 |
1.2059 |
1.2059 |
1.2152 |
1.2079 |
| S2 |
1.1949 |
1.1949 |
1.2135 |
|
| S3 |
1.1771 |
1.1881 |
1.2119 |
|
| S4 |
1.1593 |
1.1703 |
1.2070 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2579 |
1.2492 |
1.2105 |
|
| R3 |
1.2373 |
1.2285 |
1.2048 |
|
| R2 |
1.2166 |
1.2166 |
1.2029 |
|
| R1 |
1.2079 |
1.2079 |
1.2010 |
1.2123 |
| PP |
1.1960 |
1.1960 |
1.1960 |
1.1982 |
| S1 |
1.1872 |
1.1872 |
1.1973 |
1.1916 |
| S2 |
1.1753 |
1.1753 |
1.1954 |
|
| S3 |
1.1547 |
1.1666 |
1.1935 |
|
| S4 |
1.1340 |
1.1459 |
1.1878 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2953 |
|
2.618 |
1.2662 |
|
1.618 |
1.2484 |
|
1.000 |
1.2374 |
|
0.618 |
1.2306 |
|
HIGH |
1.2196 |
|
0.618 |
1.2128 |
|
0.500 |
1.2107 |
|
0.382 |
1.2086 |
|
LOW |
1.2018 |
|
0.618 |
1.1908 |
|
1.000 |
1.1840 |
|
1.618 |
1.1730 |
|
2.618 |
1.1552 |
|
4.250 |
1.1262 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2148 |
1.2141 |
| PP |
1.2127 |
1.2114 |
| S1 |
1.2107 |
1.2087 |
|