CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1558 |
1.1545 |
-0.0013 |
-0.1% |
1.1638 |
| High |
1.1580 |
1.1562 |
-0.0018 |
-0.2% |
1.1668 |
| Low |
1.1510 |
1.1459 |
-0.0051 |
-0.4% |
1.1459 |
| Close |
1.1561 |
1.1480 |
-0.0081 |
-0.7% |
1.1480 |
| Range |
0.0071 |
0.0104 |
0.0033 |
46.8% |
0.0209 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
4.4% |
0.0000 |
| Volume |
1,164 |
1,942 |
778 |
66.8% |
7,334 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1811 |
1.1749 |
1.1537 |
|
| R3 |
1.1707 |
1.1645 |
1.1508 |
|
| R2 |
1.1604 |
1.1604 |
1.1499 |
|
| R1 |
1.1542 |
1.1542 |
1.1489 |
1.1521 |
| PP |
1.1500 |
1.1500 |
1.1500 |
1.1490 |
| S1 |
1.1438 |
1.1438 |
1.1471 |
1.1418 |
| S2 |
1.1397 |
1.1397 |
1.1461 |
|
| S3 |
1.1293 |
1.1335 |
1.1452 |
|
| S4 |
1.1190 |
1.1231 |
1.1423 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2162 |
1.2030 |
1.1595 |
|
| R3 |
1.1953 |
1.1821 |
1.1537 |
|
| R2 |
1.1744 |
1.1744 |
1.1518 |
|
| R1 |
1.1612 |
1.1612 |
1.1499 |
1.1574 |
| PP |
1.1535 |
1.1535 |
1.1535 |
1.1516 |
| S1 |
1.1403 |
1.1403 |
1.1461 |
1.1365 |
| S2 |
1.1326 |
1.1326 |
1.1442 |
|
| S3 |
1.1117 |
1.1194 |
1.1423 |
|
| S4 |
1.0908 |
1.0985 |
1.1365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1668 |
1.1459 |
0.0209 |
1.8% |
0.0078 |
0.7% |
10% |
False |
True |
1,466 |
| 10 |
1.1668 |
1.1459 |
0.0209 |
1.8% |
0.0080 |
0.7% |
10% |
False |
True |
882 |
| 20 |
1.1668 |
1.1205 |
0.0463 |
4.0% |
0.0067 |
0.6% |
60% |
False |
False |
466 |
| 40 |
1.1668 |
1.1150 |
0.0518 |
4.5% |
0.0054 |
0.5% |
64% |
False |
False |
242 |
| 60 |
1.1668 |
1.1030 |
0.0638 |
5.6% |
0.0050 |
0.4% |
71% |
False |
False |
169 |
| 80 |
1.1674 |
1.1030 |
0.0644 |
5.6% |
0.0045 |
0.4% |
70% |
False |
False |
129 |
| 100 |
1.1929 |
1.1030 |
0.0899 |
7.8% |
0.0044 |
0.4% |
50% |
False |
False |
105 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0042 |
0.4% |
48% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2002 |
|
2.618 |
1.1833 |
|
1.618 |
1.1729 |
|
1.000 |
1.1666 |
|
0.618 |
1.1626 |
|
HIGH |
1.1562 |
|
0.618 |
1.1522 |
|
0.500 |
1.1510 |
|
0.382 |
1.1498 |
|
LOW |
1.1459 |
|
0.618 |
1.1395 |
|
1.000 |
1.1355 |
|
1.618 |
1.1291 |
|
2.618 |
1.1188 |
|
4.250 |
1.1019 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1510 |
1.1521 |
| PP |
1.1500 |
1.1507 |
| S1 |
1.1490 |
1.1494 |
|