CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1700 |
1.1750 |
0.0050 |
0.4% |
1.1604 |
| High |
1.1780 |
1.1750 |
-0.0030 |
-0.3% |
1.1810 |
| Low |
1.1700 |
1.1736 |
0.0036 |
0.3% |
1.1582 |
| Close |
1.1716 |
1.1736 |
0.0020 |
0.2% |
1.1716 |
| Range |
0.0080 |
0.0015 |
-0.0066 |
-81.9% |
0.0228 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
691 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1784 |
1.1774 |
1.1743 |
|
| R3 |
1.1769 |
1.1760 |
1.1739 |
|
| R2 |
1.1755 |
1.1755 |
1.1738 |
|
| R1 |
1.1745 |
1.1745 |
1.1737 |
1.1743 |
| PP |
1.1740 |
1.1740 |
1.1740 |
1.1739 |
| S1 |
1.1731 |
1.1731 |
1.1734 |
1.1728 |
| S2 |
1.1726 |
1.1726 |
1.1733 |
|
| S3 |
1.1711 |
1.1716 |
1.1732 |
|
| S4 |
1.1697 |
1.1702 |
1.1728 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2386 |
1.2279 |
1.1841 |
|
| R3 |
1.2158 |
1.2051 |
1.1779 |
|
| R2 |
1.1930 |
1.1930 |
1.1758 |
|
| R1 |
1.1823 |
1.1823 |
1.1737 |
1.1877 |
| PP |
1.1702 |
1.1702 |
1.1702 |
1.1729 |
| S1 |
1.1595 |
1.1595 |
1.1695 |
1.1649 |
| S2 |
1.1474 |
1.1474 |
1.1674 |
|
| S3 |
1.1246 |
1.1367 |
1.1653 |
|
| S4 |
1.1018 |
1.1139 |
1.1591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1810 |
1.1624 |
0.0186 |
1.6% |
0.0070 |
0.6% |
60% |
False |
False |
138 |
| 10 |
1.1810 |
1.1577 |
0.0233 |
2.0% |
0.0053 |
0.5% |
68% |
False |
False |
70 |
| 20 |
1.1810 |
1.1560 |
0.0250 |
2.1% |
0.0042 |
0.4% |
70% |
False |
False |
38 |
| 40 |
1.1810 |
1.1270 |
0.0540 |
4.6% |
0.0031 |
0.3% |
86% |
False |
False |
19 |
| 60 |
1.1810 |
1.1145 |
0.0665 |
5.7% |
0.0034 |
0.3% |
89% |
False |
False |
13 |
| 80 |
1.1810 |
1.1145 |
0.0665 |
5.7% |
0.0029 |
0.2% |
89% |
False |
False |
10 |
| 100 |
1.1940 |
1.1145 |
0.0796 |
6.8% |
0.0033 |
0.3% |
74% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1812 |
|
2.618 |
1.1788 |
|
1.618 |
1.1773 |
|
1.000 |
1.1765 |
|
0.618 |
1.1759 |
|
HIGH |
1.1750 |
|
0.618 |
1.1744 |
|
0.500 |
1.1743 |
|
0.382 |
1.1741 |
|
LOW |
1.1736 |
|
0.618 |
1.1727 |
|
1.000 |
1.1721 |
|
1.618 |
1.1712 |
|
2.618 |
1.1698 |
|
4.250 |
1.1674 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1743 |
1.1747 |
| PP |
1.1740 |
1.1743 |
| S1 |
1.1738 |
1.1739 |
|