CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1830 |
1.1836 |
0.0006 |
0.1% |
1.1604 |
| High |
1.1830 |
1.1880 |
0.0050 |
0.4% |
1.1810 |
| Low |
1.1780 |
1.1836 |
0.0056 |
0.5% |
1.1582 |
| Close |
1.1807 |
1.1880 |
0.0073 |
0.6% |
1.1716 |
| Range |
0.0050 |
0.0044 |
-0.0006 |
-12.0% |
0.0228 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.1% |
0.0000 |
| Volume |
6 |
9 |
3 |
50.0% |
691 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1997 |
1.1983 |
1.1904 |
|
| R3 |
1.1953 |
1.1939 |
1.1892 |
|
| R2 |
1.1909 |
1.1909 |
1.1888 |
|
| R1 |
1.1895 |
1.1895 |
1.1884 |
1.1902 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1869 |
| S1 |
1.1851 |
1.1851 |
1.1876 |
1.1858 |
| S2 |
1.1821 |
1.1821 |
1.1872 |
|
| S3 |
1.1777 |
1.1807 |
1.1868 |
|
| S4 |
1.1733 |
1.1763 |
1.1856 |
|
|
| 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 |
1.1880 |
1.1700 |
0.0180 |
1.5% |
0.0056 |
0.5% |
100% |
True |
False |
8 |
| 10 |
1.1880 |
1.1577 |
0.0303 |
2.6% |
0.0062 |
0.5% |
100% |
True |
False |
73 |
| 20 |
1.1880 |
1.1560 |
0.0321 |
2.7% |
0.0051 |
0.4% |
100% |
True |
False |
39 |
| 40 |
1.1880 |
1.1270 |
0.0611 |
5.1% |
0.0033 |
0.3% |
100% |
True |
False |
20 |
| 60 |
1.1880 |
1.1145 |
0.0736 |
6.2% |
0.0037 |
0.3% |
100% |
True |
False |
14 |
| 80 |
1.1880 |
1.1145 |
0.0736 |
6.2% |
0.0031 |
0.3% |
100% |
True |
False |
10 |
| 100 |
1.1880 |
1.1145 |
0.0736 |
6.2% |
0.0033 |
0.3% |
100% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2067 |
|
2.618 |
1.1995 |
|
1.618 |
1.1951 |
|
1.000 |
1.1924 |
|
0.618 |
1.1907 |
|
HIGH |
1.1880 |
|
0.618 |
1.1863 |
|
0.500 |
1.1858 |
|
0.382 |
1.1853 |
|
LOW |
1.1836 |
|
0.618 |
1.1809 |
|
1.000 |
1.1792 |
|
1.618 |
1.1765 |
|
2.618 |
1.1721 |
|
4.250 |
1.1649 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1873 |
1.1860 |
| PP |
1.1865 |
1.1840 |
| S1 |
1.1858 |
1.1820 |
|