CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1638 |
1.1594 |
-0.0044 |
-0.4% |
1.1479 |
| High |
1.1668 |
1.1605 |
-0.0063 |
-0.5% |
1.1654 |
| Low |
1.1555 |
1.1540 |
-0.0015 |
-0.1% |
1.1470 |
| Close |
1.1583 |
1.1552 |
-0.0031 |
-0.3% |
1.1637 |
| Range |
0.0113 |
0.0065 |
-0.0048 |
-42.2% |
0.0184 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
2,634 |
438 |
-2,196 |
-83.4% |
1,486 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1761 |
1.1721 |
1.1588 |
|
| R3 |
1.1696 |
1.1656 |
1.1570 |
|
| R2 |
1.1631 |
1.1631 |
1.1564 |
|
| R1 |
1.1591 |
1.1591 |
1.1558 |
1.1579 |
| PP |
1.1566 |
1.1566 |
1.1566 |
1.1559 |
| S1 |
1.1526 |
1.1526 |
1.1546 |
1.1514 |
| S2 |
1.1501 |
1.1501 |
1.1540 |
|
| S3 |
1.1436 |
1.1461 |
1.1534 |
|
| S4 |
1.1371 |
1.1396 |
1.1516 |
|
|
| 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 |
1.1531 |
0.0137 |
1.2% |
0.0094 |
0.8% |
15% |
False |
False |
817 |
| 10 |
1.1668 |
1.1417 |
0.0251 |
2.2% |
0.0070 |
0.6% |
54% |
False |
False |
469 |
| 20 |
1.1668 |
1.1205 |
0.0463 |
4.0% |
0.0060 |
0.5% |
75% |
False |
False |
256 |
| 40 |
1.1668 |
1.1150 |
0.0518 |
4.5% |
0.0053 |
0.5% |
78% |
False |
False |
136 |
| 60 |
1.1668 |
1.1030 |
0.0638 |
5.5% |
0.0049 |
0.4% |
82% |
False |
False |
101 |
| 80 |
1.1691 |
1.1030 |
0.0661 |
5.7% |
0.0044 |
0.4% |
79% |
False |
False |
76 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0041 |
0.4% |
56% |
False |
False |
62 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0041 |
0.4% |
56% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1881 |
|
2.618 |
1.1775 |
|
1.618 |
1.1710 |
|
1.000 |
1.1670 |
|
0.618 |
1.1645 |
|
HIGH |
1.1605 |
|
0.618 |
1.1580 |
|
0.500 |
1.1573 |
|
0.382 |
1.1565 |
|
LOW |
1.1540 |
|
0.618 |
1.1500 |
|
1.000 |
1.1475 |
|
1.618 |
1.1435 |
|
2.618 |
1.1370 |
|
4.250 |
1.1264 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1573 |
1.1602 |
| PP |
1.1566 |
1.1586 |
| S1 |
1.1559 |
1.1569 |
|