CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1597 |
1.1559 |
-0.0038 |
-0.3% |
1.1479 |
| High |
1.1649 |
1.1654 |
0.0005 |
0.0% |
1.1654 |
| Low |
1.1542 |
1.1537 |
-0.0005 |
0.0% |
1.1470 |
| Close |
1.1558 |
1.1637 |
0.0079 |
0.7% |
1.1637 |
| Range |
0.0108 |
0.0117 |
0.0009 |
8.4% |
0.0184 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
7.2% |
0.0000 |
| Volume |
464 |
423 |
-41 |
-8.8% |
1,486 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1959 |
1.1914 |
1.1701 |
|
| R3 |
1.1842 |
1.1798 |
1.1669 |
|
| R2 |
1.1726 |
1.1726 |
1.1658 |
|
| R1 |
1.1681 |
1.1681 |
1.1647 |
1.1703 |
| PP |
1.1609 |
1.1609 |
1.1609 |
1.1620 |
| S1 |
1.1565 |
1.1565 |
1.1626 |
1.1587 |
| S2 |
1.1493 |
1.1493 |
1.1615 |
|
| S3 |
1.1376 |
1.1448 |
1.1604 |
|
| S4 |
1.1260 |
1.1332 |
1.1572 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2137 |
1.2070 |
1.1737 |
|
| R3 |
1.1954 |
1.1887 |
1.1687 |
|
| R2 |
1.1770 |
1.1770 |
1.1670 |
|
| R1 |
1.1703 |
1.1703 |
1.1653 |
1.1737 |
| PP |
1.1587 |
1.1587 |
1.1587 |
1.1603 |
| S1 |
1.1520 |
1.1520 |
1.1620 |
1.1553 |
| S2 |
1.1403 |
1.1403 |
1.1603 |
|
| S3 |
1.1220 |
1.1336 |
1.1586 |
|
| S4 |
1.1036 |
1.1153 |
1.1536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1654 |
1.1470 |
0.0184 |
1.6% |
0.0082 |
0.7% |
91% |
True |
False |
297 |
| 10 |
1.1654 |
1.1392 |
0.0262 |
2.2% |
0.0062 |
0.5% |
93% |
True |
False |
173 |
| 20 |
1.1654 |
1.1186 |
0.0468 |
4.0% |
0.0058 |
0.5% |
96% |
True |
False |
103 |
| 40 |
1.1654 |
1.1101 |
0.0553 |
4.7% |
0.0051 |
0.4% |
97% |
True |
False |
59 |
| 60 |
1.1654 |
1.1030 |
0.0624 |
5.4% |
0.0046 |
0.4% |
97% |
True |
False |
50 |
| 80 |
1.1750 |
1.1030 |
0.0720 |
6.2% |
0.0043 |
0.4% |
84% |
False |
False |
38 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0040 |
0.3% |
64% |
False |
False |
31 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0040 |
0.3% |
64% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2149 |
|
2.618 |
1.1958 |
|
1.618 |
1.1842 |
|
1.000 |
1.1770 |
|
0.618 |
1.1725 |
|
HIGH |
1.1654 |
|
0.618 |
1.1609 |
|
0.500 |
1.1595 |
|
0.382 |
1.1582 |
|
LOW |
1.1537 |
|
0.618 |
1.1465 |
|
1.000 |
1.1421 |
|
1.618 |
1.1349 |
|
2.618 |
1.1232 |
|
4.250 |
1.1042 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1623 |
1.1622 |
| PP |
1.1609 |
1.1607 |
| S1 |
1.1595 |
1.1592 |
|