CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1728 |
1.1698 |
-0.0030 |
-0.3% |
1.1488 |
| High |
1.1735 |
1.1786 |
0.0051 |
0.4% |
1.1702 |
| Low |
1.1669 |
1.1687 |
0.0018 |
0.2% |
1.1468 |
| Close |
1.1700 |
1.1774 |
0.0074 |
0.6% |
1.1606 |
| Range |
0.0067 |
0.0100 |
0.0033 |
49.6% |
0.0234 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.2% |
0.0000 |
| Volume |
21,434 |
20,060 |
-1,374 |
-6.4% |
138,743 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2047 |
1.2010 |
1.1828 |
|
| R3 |
1.1948 |
1.1910 |
1.1801 |
|
| R2 |
1.1848 |
1.1848 |
1.1792 |
|
| R1 |
1.1811 |
1.1811 |
1.1783 |
1.1830 |
| PP |
1.1749 |
1.1749 |
1.1749 |
1.1758 |
| S1 |
1.1711 |
1.1711 |
1.1764 |
1.1730 |
| S2 |
1.1649 |
1.1649 |
1.1755 |
|
| S3 |
1.1550 |
1.1612 |
1.1746 |
|
| S4 |
1.1450 |
1.1512 |
1.1719 |
|
|
| 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 |
1.1786 |
1.1590 |
0.0196 |
1.7% |
0.0084 |
0.7% |
94% |
True |
False |
21,670 |
| 10 |
1.1786 |
1.1459 |
0.0328 |
2.8% |
0.0089 |
0.8% |
96% |
True |
False |
21,423 |
| 20 |
1.1786 |
1.1442 |
0.0344 |
2.9% |
0.0082 |
0.7% |
96% |
True |
False |
11,061 |
| 40 |
1.1786 |
1.1150 |
0.0636 |
5.4% |
0.0066 |
0.6% |
98% |
True |
False |
5,546 |
| 60 |
1.1786 |
1.1030 |
0.0756 |
6.4% |
0.0058 |
0.5% |
98% |
True |
False |
3,701 |
| 80 |
1.1786 |
1.1030 |
0.0756 |
6.4% |
0.0052 |
0.4% |
98% |
True |
False |
2,783 |
| 100 |
1.1786 |
1.1030 |
0.0756 |
6.4% |
0.0049 |
0.4% |
98% |
True |
False |
2,227 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.0% |
0.0046 |
0.4% |
79% |
False |
False |
1,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2209 |
|
2.618 |
1.2046 |
|
1.618 |
1.1947 |
|
1.000 |
1.1886 |
|
0.618 |
1.1847 |
|
HIGH |
1.1786 |
|
0.618 |
1.1748 |
|
0.500 |
1.1736 |
|
0.382 |
1.1725 |
|
LOW |
1.1687 |
|
0.618 |
1.1625 |
|
1.000 |
1.1587 |
|
1.618 |
1.1526 |
|
2.618 |
1.1426 |
|
4.250 |
1.1264 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1761 |
1.1752 |
| PP |
1.1749 |
1.1731 |
| S1 |
1.1736 |
1.1710 |
|