CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1689 |
1.1760 |
0.0071 |
0.6% |
1.1613 |
| High |
1.1767 |
1.1762 |
-0.0006 |
0.0% |
1.1767 |
| Low |
1.1669 |
1.1654 |
-0.0015 |
-0.1% |
1.1613 |
| Close |
1.1669 |
1.1748 |
0.0079 |
0.7% |
1.1748 |
| Range |
0.0099 |
0.0108 |
0.0009 |
9.1% |
0.0155 |
| ATR |
0.0043 |
0.0047 |
0.0005 |
10.9% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
6 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2044 |
1.2003 |
1.1807 |
|
| R3 |
1.1936 |
1.1896 |
1.1777 |
|
| R2 |
1.1829 |
1.1829 |
1.1767 |
|
| R1 |
1.1788 |
1.1788 |
1.1757 |
1.1755 |
| PP |
1.1721 |
1.1721 |
1.1721 |
1.1704 |
| S1 |
1.1681 |
1.1681 |
1.1738 |
1.1647 |
| S2 |
1.1614 |
1.1614 |
1.1728 |
|
| S3 |
1.1506 |
1.1573 |
1.1718 |
|
| S4 |
1.1399 |
1.1466 |
1.1688 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2173 |
1.2115 |
1.1832 |
|
| R3 |
1.2018 |
1.1960 |
1.1790 |
|
| R2 |
1.1864 |
1.1864 |
1.1776 |
|
| R1 |
1.1806 |
1.1806 |
1.1762 |
1.1835 |
| PP |
1.1709 |
1.1709 |
1.1709 |
1.1724 |
| S1 |
1.1651 |
1.1651 |
1.1733 |
1.1680 |
| S2 |
1.1555 |
1.1555 |
1.1719 |
|
| S3 |
1.1400 |
1.1497 |
1.1705 |
|
| S4 |
1.1246 |
1.1342 |
1.1663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1767 |
1.1613 |
0.0155 |
1.3% |
0.0041 |
0.4% |
87% |
False |
False |
1 |
| 10 |
1.1767 |
1.1508 |
0.0260 |
2.2% |
0.0029 |
0.2% |
92% |
False |
False |
|
| 20 |
1.1767 |
1.1302 |
0.0465 |
4.0% |
0.0024 |
0.2% |
96% |
False |
False |
|
| 40 |
1.1767 |
1.1216 |
0.0552 |
4.7% |
0.0030 |
0.3% |
96% |
False |
False |
1 |
| 60 |
1.1767 |
1.1145 |
0.0623 |
5.3% |
0.0026 |
0.2% |
97% |
False |
False |
1 |
| 80 |
1.1880 |
1.1145 |
0.0736 |
6.3% |
0.0028 |
0.2% |
82% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2218 |
|
2.618 |
1.2043 |
|
1.618 |
1.1935 |
|
1.000 |
1.1869 |
|
0.618 |
1.1828 |
|
HIGH |
1.1762 |
|
0.618 |
1.1720 |
|
0.500 |
1.1708 |
|
0.382 |
1.1695 |
|
LOW |
1.1654 |
|
0.618 |
1.1588 |
|
1.000 |
1.1547 |
|
1.618 |
1.1480 |
|
2.618 |
1.1373 |
|
4.250 |
1.1197 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1734 |
1.1735 |
| PP |
1.1721 |
1.1723 |
| S1 |
1.1708 |
1.1711 |
|