CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1505 |
1.1543 |
0.0039 |
0.3% |
1.1638 |
| High |
1.1582 |
1.1623 |
0.0041 |
0.4% |
1.1668 |
| Low |
1.1505 |
1.1508 |
0.0003 |
0.0% |
1.1459 |
| Close |
1.1537 |
1.1618 |
0.0081 |
0.7% |
1.1480 |
| Range |
0.0078 |
0.0116 |
0.0038 |
49.0% |
0.0209 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
5.3% |
0.0000 |
| Volume |
23,196 |
42,375 |
19,179 |
82.7% |
7,334 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1929 |
1.1889 |
1.1681 |
|
| R3 |
1.1814 |
1.1773 |
1.1649 |
|
| R2 |
1.1698 |
1.1698 |
1.1639 |
|
| R1 |
1.1658 |
1.1658 |
1.1628 |
1.1678 |
| PP |
1.1583 |
1.1583 |
1.1583 |
1.1593 |
| S1 |
1.1542 |
1.1542 |
1.1607 |
1.1563 |
| S2 |
1.1467 |
1.1467 |
1.1596 |
|
| S3 |
1.1352 |
1.1427 |
1.1586 |
|
| S4 |
1.1236 |
1.1311 |
1.1554 |
|
|
| 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 |
1.1623 |
1.1459 |
0.0165 |
1.4% |
0.0082 |
0.7% |
97% |
True |
False |
15,536 |
| 10 |
1.1668 |
1.1459 |
0.0209 |
1.8% |
0.0085 |
0.7% |
76% |
False |
False |
8,279 |
| 20 |
1.1668 |
1.1392 |
0.0276 |
2.4% |
0.0065 |
0.6% |
82% |
False |
False |
4,186 |
| 40 |
1.1668 |
1.1150 |
0.0518 |
4.5% |
0.0057 |
0.5% |
90% |
False |
False |
2,105 |
| 60 |
1.1668 |
1.1030 |
0.0638 |
5.5% |
0.0053 |
0.5% |
92% |
False |
False |
1,407 |
| 80 |
1.1674 |
1.1030 |
0.0644 |
5.5% |
0.0047 |
0.4% |
91% |
False |
False |
1,062 |
| 100 |
1.1929 |
1.1030 |
0.0899 |
7.7% |
0.0045 |
0.4% |
65% |
False |
False |
850 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0043 |
0.4% |
62% |
False |
False |
709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2114 |
|
2.618 |
1.1925 |
|
1.618 |
1.1810 |
|
1.000 |
1.1739 |
|
0.618 |
1.1694 |
|
HIGH |
1.1623 |
|
0.618 |
1.1579 |
|
0.500 |
1.1565 |
|
0.382 |
1.1552 |
|
LOW |
1.1508 |
|
0.618 |
1.1436 |
|
1.000 |
1.1392 |
|
1.618 |
1.1321 |
|
2.618 |
1.1205 |
|
4.250 |
1.1017 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1600 |
1.1593 |
| PP |
1.1583 |
1.1569 |
| S1 |
1.1565 |
1.1545 |
|