CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 29-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1963 |
1.1930 |
-0.0034 |
-0.3% |
1.1791 |
| High |
1.2097 |
1.2060 |
-0.0037 |
-0.3% |
1.2097 |
| Low |
1.1927 |
1.1930 |
0.0003 |
0.0% |
1.1758 |
| Close |
1.1950 |
1.1980 |
0.0030 |
0.3% |
1.1980 |
| Range |
0.0170 |
0.0131 |
-0.0040 |
-23.2% |
0.0340 |
| ATR |
0.0092 |
0.0095 |
0.0003 |
3.0% |
0.0000 |
| Volume |
47,319 |
35,586 |
-11,733 |
-24.8% |
118,571 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2381 |
1.2311 |
1.2052 |
|
| R3 |
1.2251 |
1.2181 |
1.2016 |
|
| R2 |
1.2120 |
1.2120 |
1.2004 |
|
| R1 |
1.2050 |
1.2050 |
1.1992 |
1.2085 |
| PP |
1.1990 |
1.1990 |
1.1990 |
1.2007 |
| S1 |
1.1920 |
1.1920 |
1.1968 |
1.1955 |
| S2 |
1.1859 |
1.1859 |
1.1956 |
|
| S3 |
1.1729 |
1.1789 |
1.1944 |
|
| S4 |
1.1598 |
1.1659 |
1.1908 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2963 |
1.2811 |
1.2167 |
|
| R3 |
1.2624 |
1.2472 |
1.2073 |
|
| R2 |
1.2284 |
1.2284 |
1.2042 |
|
| R1 |
1.2132 |
1.2132 |
1.2011 |
1.2208 |
| PP |
1.1945 |
1.1945 |
1.1945 |
1.1983 |
| S1 |
1.1793 |
1.1793 |
1.1949 |
1.1869 |
| S2 |
1.1605 |
1.1605 |
1.1918 |
|
| S3 |
1.1266 |
1.1453 |
1.1887 |
|
| S4 |
1.0926 |
1.1114 |
1.1793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2097 |
1.1758 |
0.0340 |
2.8% |
0.0129 |
1.1% |
66% |
False |
False |
28,739 |
| 10 |
1.2097 |
1.1590 |
0.0507 |
4.2% |
0.0106 |
0.9% |
77% |
False |
False |
25,205 |
| 20 |
1.2097 |
1.1459 |
0.0639 |
5.3% |
0.0097 |
0.8% |
82% |
False |
False |
18,187 |
| 40 |
1.2097 |
1.1186 |
0.0911 |
7.6% |
0.0076 |
0.6% |
87% |
False |
False |
9,135 |
| 60 |
1.2097 |
1.1101 |
0.0996 |
8.3% |
0.0065 |
0.5% |
88% |
False |
False |
6,095 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
8.9% |
0.0058 |
0.5% |
89% |
False |
False |
4,579 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
8.9% |
0.0053 |
0.4% |
89% |
False |
False |
3,663 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
8.9% |
0.0050 |
0.4% |
89% |
False |
False |
3,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2615 |
|
2.618 |
1.2402 |
|
1.618 |
1.2271 |
|
1.000 |
1.2191 |
|
0.618 |
1.2141 |
|
HIGH |
1.2060 |
|
0.618 |
1.2010 |
|
0.500 |
1.1995 |
|
0.382 |
1.1979 |
|
LOW |
1.1930 |
|
0.618 |
1.1849 |
|
1.000 |
1.1799 |
|
1.618 |
1.1718 |
|
2.618 |
1.1588 |
|
4.250 |
1.1375 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1995 |
1.1969 |
| PP |
1.1990 |
1.1959 |
| S1 |
1.1985 |
1.1948 |
|