CME Swiss Franc Future March 2024
| 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 |
1.1559 |
1.1638 |
0.0079 |
0.7% |
1.1479 |
| High |
1.1654 |
1.1668 |
0.0014 |
0.1% |
1.1654 |
| Low |
1.1537 |
1.1555 |
0.0018 |
0.2% |
1.1470 |
| Close |
1.1637 |
1.1583 |
-0.0054 |
-0.5% |
1.1637 |
| Range |
0.0117 |
0.0113 |
-0.0004 |
-3.4% |
0.0184 |
| ATR |
0.0062 |
0.0066 |
0.0004 |
5.8% |
0.0000 |
| Volume |
423 |
2,634 |
2,211 |
522.7% |
1,486 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1939 |
1.1874 |
1.1645 |
|
| R3 |
1.1827 |
1.1761 |
1.1614 |
|
| R2 |
1.1714 |
1.1714 |
1.1604 |
|
| R1 |
1.1649 |
1.1649 |
1.1593 |
1.1625 |
| PP |
1.1602 |
1.1602 |
1.1602 |
1.1590 |
| S1 |
1.1536 |
1.1536 |
1.1573 |
1.1513 |
| S2 |
1.1489 |
1.1489 |
1.1562 |
|
| S3 |
1.1377 |
1.1424 |
1.1552 |
|
| S4 |
1.1264 |
1.1311 |
1.1521 |
|
|
| 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 |
1.1668 |
1.1477 |
0.0191 |
1.6% |
0.0096 |
0.8% |
56% |
True |
False |
794 |
| 10 |
1.1668 |
1.1417 |
0.0251 |
2.2% |
0.0068 |
0.6% |
66% |
True |
False |
434 |
| 20 |
1.1668 |
1.1205 |
0.0463 |
4.0% |
0.0057 |
0.5% |
82% |
True |
False |
234 |
| 40 |
1.1668 |
1.1150 |
0.0518 |
4.5% |
0.0051 |
0.4% |
84% |
True |
False |
125 |
| 60 |
1.1668 |
1.1030 |
0.0638 |
5.5% |
0.0047 |
0.4% |
87% |
True |
False |
94 |
| 80 |
1.1713 |
1.1030 |
0.0683 |
5.9% |
0.0043 |
0.4% |
81% |
False |
False |
71 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0041 |
0.4% |
59% |
False |
False |
58 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0041 |
0.4% |
59% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2146 |
|
2.618 |
1.1962 |
|
1.618 |
1.1850 |
|
1.000 |
1.1780 |
|
0.618 |
1.1737 |
|
HIGH |
1.1668 |
|
0.618 |
1.1625 |
|
0.500 |
1.1611 |
|
0.382 |
1.1598 |
|
LOW |
1.1555 |
|
0.618 |
1.1485 |
|
1.000 |
1.1443 |
|
1.618 |
1.1373 |
|
2.618 |
1.1260 |
|
4.250 |
1.1077 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1611 |
1.1602 |
| PP |
1.1602 |
1.1596 |
| S1 |
1.1592 |
1.1589 |
|