CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 29-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2158 |
1.2188 |
0.0030 |
0.2% |
1.2026 |
| High |
1.2158 |
1.2267 |
0.0110 |
0.9% |
1.2267 |
| Low |
1.2158 |
1.2188 |
0.0030 |
0.2% |
1.1977 |
| Close |
1.2158 |
1.2188 |
0.0030 |
0.2% |
1.2188 |
| Range |
0.0000 |
0.0080 |
0.0080 |
|
0.0290 |
| ATR |
0.0060 |
0.0063 |
0.0004 |
6.0% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2453 |
1.2400 |
1.2231 |
|
| R3 |
1.2373 |
1.2320 |
1.2209 |
|
| R2 |
1.2294 |
1.2294 |
1.2202 |
|
| R1 |
1.2241 |
1.2241 |
1.2195 |
1.2227 |
| PP |
1.2214 |
1.2214 |
1.2214 |
1.2207 |
| S1 |
1.2161 |
1.2161 |
1.2180 |
1.2148 |
| S2 |
1.2135 |
1.2135 |
1.2173 |
|
| S3 |
1.2055 |
1.2082 |
1.2166 |
|
| S4 |
1.1976 |
1.2002 |
1.2144 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3014 |
1.2891 |
1.2347 |
|
| R3 |
1.2724 |
1.2601 |
1.2267 |
|
| R2 |
1.2434 |
1.2434 |
1.2241 |
|
| R1 |
1.2311 |
1.2311 |
1.2214 |
1.2372 |
| PP |
1.2144 |
1.2144 |
1.2144 |
1.2175 |
| S1 |
1.2021 |
1.2021 |
1.2161 |
1.2082 |
| S2 |
1.1854 |
1.1854 |
1.2134 |
|
| S3 |
1.1564 |
1.1731 |
1.2108 |
|
| S4 |
1.1274 |
1.1441 |
1.2028 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2605 |
|
2.618 |
1.2475 |
|
1.618 |
1.2396 |
|
1.000 |
1.2347 |
|
0.618 |
1.2316 |
|
HIGH |
1.2267 |
|
0.618 |
1.2237 |
|
0.500 |
1.2227 |
|
0.382 |
1.2218 |
|
LOW |
1.2188 |
|
0.618 |
1.2138 |
|
1.000 |
1.2108 |
|
1.618 |
1.2059 |
|
2.618 |
1.1979 |
|
4.250 |
1.1850 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2227 |
1.2173 |
| PP |
1.2214 |
1.2158 |
| S1 |
1.2201 |
1.2143 |
|