CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1591 |
1.1640 |
0.0049 |
0.4% |
1.1488 |
| High |
1.1702 |
1.1671 |
-0.0031 |
-0.3% |
1.1702 |
| Low |
1.1567 |
1.1592 |
0.0025 |
0.2% |
1.1468 |
| Close |
1.1660 |
1.1606 |
-0.0055 |
-0.5% |
1.1606 |
| Range |
0.0135 |
0.0080 |
-0.0056 |
-41.1% |
0.0234 |
| ATR |
0.0074 |
0.0075 |
0.0000 |
0.5% |
0.0000 |
| Volume |
29,357 |
34,808 |
5,451 |
18.6% |
138,743 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1861 |
1.1813 |
1.1649 |
|
| R3 |
1.1782 |
1.1733 |
1.1627 |
|
| R2 |
1.1702 |
1.1702 |
1.1620 |
|
| R1 |
1.1654 |
1.1654 |
1.1613 |
1.1638 |
| PP |
1.1623 |
1.1623 |
1.1623 |
1.1615 |
| S1 |
1.1574 |
1.1574 |
1.1598 |
1.1559 |
| S2 |
1.1543 |
1.1543 |
1.1591 |
|
| S3 |
1.1464 |
1.1495 |
1.1584 |
|
| S4 |
1.1384 |
1.1415 |
1.1562 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2294 |
1.2184 |
1.1734 |
|
| R3 |
1.2060 |
1.1950 |
1.1670 |
|
| R2 |
1.1826 |
1.1826 |
1.1648 |
|
| R1 |
1.1716 |
1.1716 |
1.1627 |
1.1771 |
| PP |
1.1592 |
1.1592 |
1.1592 |
1.1619 |
| S1 |
1.1482 |
1.1482 |
1.1584 |
1.1537 |
| S2 |
1.1358 |
1.1358 |
1.1563 |
|
| S3 |
1.1124 |
1.1248 |
1.1541 |
|
| S4 |
1.0890 |
1.1014 |
1.1477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1702 |
1.1468 |
0.0234 |
2.0% |
0.0090 |
0.8% |
59% |
False |
False |
27,748 |
| 10 |
1.1702 |
1.1459 |
0.0243 |
2.1% |
0.0084 |
0.7% |
60% |
False |
False |
14,607 |
| 20 |
1.1702 |
1.1392 |
0.0310 |
2.7% |
0.0073 |
0.6% |
69% |
False |
False |
7,390 |
| 40 |
1.1702 |
1.1150 |
0.0552 |
4.8% |
0.0060 |
0.5% |
83% |
False |
False |
3,709 |
| 60 |
1.1702 |
1.1030 |
0.0672 |
5.8% |
0.0056 |
0.5% |
86% |
False |
False |
2,476 |
| 80 |
1.1702 |
1.1030 |
0.0672 |
5.8% |
0.0050 |
0.4% |
86% |
False |
False |
1,864 |
| 100 |
1.1832 |
1.1030 |
0.0802 |
6.9% |
0.0047 |
0.4% |
72% |
False |
False |
1,492 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0045 |
0.4% |
61% |
False |
False |
1,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2009 |
|
2.618 |
1.1879 |
|
1.618 |
1.1800 |
|
1.000 |
1.1751 |
|
0.618 |
1.1720 |
|
HIGH |
1.1671 |
|
0.618 |
1.1641 |
|
0.500 |
1.1631 |
|
0.382 |
1.1622 |
|
LOW |
1.1592 |
|
0.618 |
1.1542 |
|
1.000 |
1.1512 |
|
1.618 |
1.1463 |
|
2.618 |
1.1383 |
|
4.250 |
1.1254 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1631 |
1.1605 |
| PP |
1.1623 |
1.1605 |
| S1 |
1.1614 |
1.1605 |
|