CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1446 |
1.1522 |
0.0076 |
0.7% |
1.1370 |
| High |
1.1540 |
1.1555 |
0.0016 |
0.1% |
1.1540 |
| Low |
1.1423 |
1.1439 |
0.0017 |
0.1% |
1.1353 |
| Close |
1.1522 |
1.1469 |
-0.0053 |
-0.5% |
1.1522 |
| Range |
0.0117 |
0.0116 |
-0.0001 |
-0.9% |
0.0187 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
3.9% |
0.0000 |
| Volume |
26,531 |
26,198 |
-333 |
-1.3% |
125,843 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1836 |
1.1768 |
1.1532 |
|
| R3 |
1.1720 |
1.1652 |
1.1500 |
|
| R2 |
1.1604 |
1.1604 |
1.1490 |
|
| R1 |
1.1536 |
1.1536 |
1.1479 |
1.1512 |
| PP |
1.1488 |
1.1488 |
1.1488 |
1.1475 |
| S1 |
1.1420 |
1.1420 |
1.1458 |
1.1396 |
| S2 |
1.1372 |
1.1372 |
1.1447 |
|
| S3 |
1.1256 |
1.1304 |
1.1437 |
|
| S4 |
1.1140 |
1.1188 |
1.1405 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2032 |
1.1964 |
1.1624 |
|
| R3 |
1.1845 |
1.1777 |
1.1573 |
|
| R2 |
1.1658 |
1.1658 |
1.1556 |
|
| R1 |
1.1590 |
1.1590 |
1.1539 |
1.1624 |
| PP |
1.1471 |
1.1471 |
1.1471 |
1.1488 |
| S1 |
1.1403 |
1.1403 |
1.1504 |
1.1437 |
| S2 |
1.1284 |
1.1284 |
1.1487 |
|
| S3 |
1.1097 |
1.1216 |
1.1470 |
|
| S4 |
1.0910 |
1.1029 |
1.1419 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1555 |
1.1363 |
0.0192 |
1.7% |
0.0101 |
0.9% |
55% |
True |
False |
27,592 |
| 10 |
1.1555 |
1.1298 |
0.0258 |
2.2% |
0.0075 |
0.7% |
66% |
True |
False |
22,833 |
| 20 |
1.1555 |
1.1087 |
0.0469 |
4.1% |
0.0072 |
0.6% |
82% |
True |
False |
20,797 |
| 40 |
1.1555 |
1.1028 |
0.0527 |
4.6% |
0.0075 |
0.7% |
84% |
True |
False |
21,658 |
| 60 |
1.1555 |
1.0904 |
0.0652 |
5.7% |
0.0074 |
0.6% |
87% |
True |
False |
22,117 |
| 80 |
1.1602 |
1.0904 |
0.0698 |
6.1% |
0.0071 |
0.6% |
81% |
False |
False |
16,638 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.3% |
0.0071 |
0.6% |
59% |
False |
False |
13,333 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.3% |
0.0070 |
0.6% |
59% |
False |
False |
11,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2048 |
|
2.618 |
1.1859 |
|
1.618 |
1.1743 |
|
1.000 |
1.1671 |
|
0.618 |
1.1627 |
|
HIGH |
1.1555 |
|
0.618 |
1.1511 |
|
0.500 |
1.1497 |
|
0.382 |
1.1483 |
|
LOW |
1.1439 |
|
0.618 |
1.1367 |
|
1.000 |
1.1323 |
|
1.618 |
1.1251 |
|
2.618 |
1.1135 |
|
4.250 |
1.0946 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1497 |
1.1488 |
| PP |
1.1488 |
1.1482 |
| S1 |
1.1478 |
1.1475 |
|