CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1645 |
1.1746 |
0.0101 |
0.9% |
1.1740 |
| High |
1.1730 |
1.1810 |
0.0080 |
0.7% |
1.1740 |
| Low |
1.1624 |
1.1684 |
0.0060 |
0.5% |
1.1577 |
| Close |
1.1730 |
1.1767 |
0.0037 |
0.3% |
1.1593 |
| Range |
0.0106 |
0.0126 |
0.0020 |
19.0% |
0.0163 |
| ATR |
0.0055 |
0.0060 |
0.0005 |
9.1% |
0.0000 |
| Volume |
10 |
674 |
664 |
6,640.0% |
62 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2130 |
1.2074 |
1.1836 |
|
| R3 |
1.2004 |
1.1948 |
1.1801 |
|
| R2 |
1.1879 |
1.1879 |
1.1790 |
|
| R1 |
1.1823 |
1.1823 |
1.1778 |
1.1851 |
| PP |
1.1753 |
1.1753 |
1.1753 |
1.1767 |
| S1 |
1.1697 |
1.1697 |
1.1755 |
1.1725 |
| S2 |
1.1628 |
1.1628 |
1.1743 |
|
| S3 |
1.1502 |
1.1572 |
1.1732 |
|
| S4 |
1.1377 |
1.1446 |
1.1697 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2126 |
1.2022 |
1.1682 |
|
| R3 |
1.1963 |
1.1859 |
1.1637 |
|
| R2 |
1.1800 |
1.1800 |
1.1622 |
|
| R1 |
1.1696 |
1.1696 |
1.1607 |
1.1666 |
| PP |
1.1637 |
1.1637 |
1.1637 |
1.1622 |
| S1 |
1.1533 |
1.1533 |
1.1578 |
1.1503 |
| S2 |
1.1474 |
1.1474 |
1.1563 |
|
| S3 |
1.1311 |
1.1370 |
1.1548 |
|
| S4 |
1.1148 |
1.1207 |
1.1503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1810 |
1.1577 |
0.0233 |
2.0% |
0.0067 |
0.6% |
82% |
True |
False |
138 |
| 10 |
1.1810 |
1.1577 |
0.0233 |
2.0% |
0.0061 |
0.5% |
82% |
True |
False |
75 |
| 20 |
1.1810 |
1.1508 |
0.0302 |
2.6% |
0.0040 |
0.3% |
86% |
True |
False |
37 |
| 40 |
1.1810 |
1.1270 |
0.0540 |
4.6% |
0.0030 |
0.3% |
92% |
True |
False |
19 |
| 60 |
1.1810 |
1.1145 |
0.0665 |
5.7% |
0.0033 |
0.3% |
94% |
True |
False |
13 |
| 80 |
1.1810 |
1.1145 |
0.0665 |
5.7% |
0.0029 |
0.2% |
94% |
True |
False |
10 |
| 100 |
1.2035 |
1.1145 |
0.0890 |
7.6% |
0.0032 |
0.3% |
70% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2343 |
|
2.618 |
1.2138 |
|
1.618 |
1.2013 |
|
1.000 |
1.1935 |
|
0.618 |
1.1887 |
|
HIGH |
1.1810 |
|
0.618 |
1.1762 |
|
0.500 |
1.1747 |
|
0.382 |
1.1732 |
|
LOW |
1.1684 |
|
0.618 |
1.1606 |
|
1.000 |
1.1559 |
|
1.618 |
1.1481 |
|
2.618 |
1.1355 |
|
4.250 |
1.1151 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1760 |
1.1750 |
| PP |
1.1753 |
1.1733 |
| S1 |
1.1747 |
1.1717 |
|