CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 29-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2096 |
1.2087 |
-0.0009 |
-0.1% |
1.1927 |
| High |
1.2197 |
1.2166 |
-0.0031 |
-0.3% |
1.2197 |
| Low |
1.2040 |
1.2054 |
0.0014 |
0.1% |
1.1927 |
| Close |
1.2057 |
1.2087 |
0.0030 |
0.2% |
1.2087 |
| Range |
0.0157 |
0.0113 |
-0.0044 |
-28.1% |
0.0270 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
3.4% |
0.0000 |
| Volume |
32 |
8 |
-24 |
-75.0% |
46 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2440 |
1.2376 |
1.2149 |
|
| R3 |
1.2327 |
1.2263 |
1.2118 |
|
| R2 |
1.2215 |
1.2215 |
1.2108 |
|
| R1 |
1.2151 |
1.2151 |
1.2097 |
1.2143 |
| PP |
1.2102 |
1.2102 |
1.2102 |
1.2098 |
| S1 |
1.2038 |
1.2038 |
1.2077 |
1.2031 |
| S2 |
1.1990 |
1.1990 |
1.2066 |
|
| S3 |
1.1877 |
1.1926 |
1.2056 |
|
| S4 |
1.1765 |
1.1813 |
1.2025 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2879 |
1.2752 |
1.2235 |
|
| R3 |
1.2609 |
1.2483 |
1.2161 |
|
| R2 |
1.2340 |
1.2340 |
1.2136 |
|
| R1 |
1.2213 |
1.2213 |
1.2112 |
1.2277 |
| PP |
1.2070 |
1.2070 |
1.2070 |
1.2102 |
| S1 |
1.1944 |
1.1944 |
1.2062 |
1.2007 |
| S2 |
1.1801 |
1.1801 |
1.2038 |
|
| S3 |
1.1531 |
1.1674 |
1.2013 |
|
| S4 |
1.1262 |
1.1405 |
1.1939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2197 |
1.1879 |
0.0318 |
2.6% |
0.0075 |
0.6% |
66% |
False |
False |
12 |
| 10 |
1.2197 |
1.1700 |
0.0497 |
4.1% |
0.0065 |
0.5% |
78% |
False |
False |
10 |
| 20 |
1.2197 |
1.1577 |
0.0620 |
5.1% |
0.0063 |
0.5% |
82% |
False |
False |
42 |
| 40 |
1.2197 |
1.1302 |
0.0895 |
7.4% |
0.0041 |
0.3% |
88% |
False |
False |
21 |
| 60 |
1.2197 |
1.1216 |
0.0981 |
8.1% |
0.0040 |
0.3% |
89% |
False |
False |
14 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
8.7% |
0.0034 |
0.3% |
90% |
False |
False |
11 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.7% |
0.0035 |
0.3% |
90% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2644 |
|
2.618 |
1.2461 |
|
1.618 |
1.2348 |
|
1.000 |
1.2279 |
|
0.618 |
1.2236 |
|
HIGH |
1.2166 |
|
0.618 |
1.2123 |
|
0.500 |
1.2110 |
|
0.382 |
1.2096 |
|
LOW |
1.2054 |
|
0.618 |
1.1984 |
|
1.000 |
1.1941 |
|
1.618 |
1.1871 |
|
2.618 |
1.1759 |
|
4.250 |
1.1575 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2110 |
1.2118 |
| PP |
1.2102 |
1.2108 |
| S1 |
1.2095 |
1.2097 |
|