CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1670 |
1.1650 |
-0.0020 |
-0.2% |
1.1613 |
| High |
1.1693 |
1.1688 |
-0.0005 |
0.0% |
1.1767 |
| Low |
1.1661 |
1.1626 |
-0.0035 |
-0.3% |
1.1613 |
| Close |
1.1670 |
1.1673 |
0.0003 |
0.0% |
1.1748 |
| Range |
0.0032 |
0.0062 |
0.0030 |
93.8% |
0.0155 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.2% |
0.0000 |
| Volume |
0 |
5 |
5 |
|
6 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1848 |
1.1822 |
1.1707 |
|
| R3 |
1.1786 |
1.1760 |
1.1690 |
|
| R2 |
1.1724 |
1.1724 |
1.1684 |
|
| R1 |
1.1698 |
1.1698 |
1.1678 |
1.1711 |
| PP |
1.1662 |
1.1662 |
1.1662 |
1.1669 |
| S1 |
1.1636 |
1.1636 |
1.1667 |
1.1649 |
| S2 |
1.1600 |
1.1600 |
1.1661 |
|
| S3 |
1.1538 |
1.1574 |
1.1655 |
|
| S4 |
1.1476 |
1.1512 |
1.1638 |
|
|
| 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 |
1.1762 |
1.1626 |
0.0136 |
1.2% |
0.0055 |
0.5% |
34% |
False |
True |
11 |
| 10 |
1.1767 |
1.1560 |
0.0208 |
1.8% |
0.0041 |
0.4% |
54% |
False |
False |
6 |
| 20 |
1.1767 |
1.1326 |
0.0441 |
3.8% |
0.0026 |
0.2% |
79% |
False |
False |
3 |
| 40 |
1.1767 |
1.1270 |
0.0498 |
4.3% |
0.0028 |
0.2% |
81% |
False |
False |
2 |
| 60 |
1.1767 |
1.1145 |
0.0623 |
5.3% |
0.0028 |
0.2% |
85% |
False |
False |
1 |
| 80 |
1.1790 |
1.1145 |
0.0646 |
5.5% |
0.0027 |
0.2% |
82% |
False |
False |
1 |
| 100 |
1.2052 |
1.1145 |
0.0908 |
7.8% |
0.0028 |
0.2% |
58% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1952 |
|
2.618 |
1.1850 |
|
1.618 |
1.1788 |
|
1.000 |
1.1750 |
|
0.618 |
1.1726 |
|
HIGH |
1.1688 |
|
0.618 |
1.1664 |
|
0.500 |
1.1657 |
|
0.382 |
1.1650 |
|
LOW |
1.1626 |
|
0.618 |
1.1588 |
|
1.000 |
1.1564 |
|
1.618 |
1.1526 |
|
2.618 |
1.1464 |
|
4.250 |
1.1363 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1667 |
1.1668 |
| PP |
1.1662 |
1.1664 |
| S1 |
1.1657 |
1.1659 |
|