CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1782 |
1.1791 |
0.0009 |
0.1% |
1.1611 |
| High |
1.1849 |
1.1825 |
-0.0024 |
-0.2% |
1.1849 |
| Low |
1.1767 |
1.1758 |
-0.0010 |
-0.1% |
1.1590 |
| Close |
1.1787 |
1.1821 |
0.0034 |
0.3% |
1.1787 |
| Range |
0.0082 |
0.0067 |
-0.0015 |
-17.8% |
0.0259 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
25,128 |
8,841 |
-16,287 |
-64.8% |
98,674 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2002 |
1.1978 |
1.1857 |
|
| R3 |
1.1935 |
1.1911 |
1.1839 |
|
| R2 |
1.1868 |
1.1868 |
1.1833 |
|
| R1 |
1.1844 |
1.1844 |
1.1827 |
1.1856 |
| PP |
1.1801 |
1.1801 |
1.1801 |
1.1807 |
| S1 |
1.1777 |
1.1777 |
1.1814 |
1.1789 |
| S2 |
1.1734 |
1.1734 |
1.1808 |
|
| S3 |
1.1667 |
1.1710 |
1.1802 |
|
| S4 |
1.1600 |
1.1643 |
1.1784 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2517 |
1.2411 |
1.1929 |
|
| R3 |
1.2259 |
1.2152 |
1.1858 |
|
| R2 |
1.2000 |
1.2000 |
1.1834 |
|
| R1 |
1.1894 |
1.1894 |
1.1811 |
1.1947 |
| PP |
1.1742 |
1.1742 |
1.1742 |
1.1769 |
| S1 |
1.1635 |
1.1635 |
1.1763 |
1.1689 |
| S2 |
1.1483 |
1.1483 |
1.1740 |
|
| S3 |
1.1225 |
1.1377 |
1.1716 |
|
| S4 |
1.0966 |
1.1118 |
1.1645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1849 |
1.1635 |
0.0214 |
1.8% |
0.0085 |
0.7% |
87% |
False |
False |
18,849 |
| 10 |
1.1849 |
1.1505 |
0.0344 |
2.9% |
0.0089 |
0.8% |
92% |
False |
False |
23,725 |
| 20 |
1.1849 |
1.1459 |
0.0390 |
3.3% |
0.0085 |
0.7% |
93% |
False |
False |
12,746 |
| 40 |
1.1849 |
1.1150 |
0.0699 |
5.9% |
0.0068 |
0.6% |
96% |
False |
False |
6,394 |
| 60 |
1.1849 |
1.1030 |
0.0819 |
6.9% |
0.0058 |
0.5% |
97% |
False |
False |
4,267 |
| 80 |
1.1849 |
1.1030 |
0.0819 |
6.9% |
0.0054 |
0.5% |
97% |
False |
False |
3,207 |
| 100 |
1.1849 |
1.1030 |
0.0819 |
6.9% |
0.0049 |
0.4% |
97% |
False |
False |
2,567 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.0% |
0.0048 |
0.4% |
84% |
False |
False |
2,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2109 |
|
2.618 |
1.2000 |
|
1.618 |
1.1933 |
|
1.000 |
1.1892 |
|
0.618 |
1.1866 |
|
HIGH |
1.1825 |
|
0.618 |
1.1799 |
|
0.500 |
1.1791 |
|
0.382 |
1.1783 |
|
LOW |
1.1758 |
|
0.618 |
1.1716 |
|
1.000 |
1.1691 |
|
1.618 |
1.1649 |
|
2.618 |
1.1582 |
|
4.250 |
1.1473 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1811 |
1.1803 |
| PP |
1.1801 |
1.1785 |
| S1 |
1.1791 |
1.1768 |
|