CME Swiss Franc Future December 2023
| 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 |
1.1444 |
1.1446 |
0.0002 |
0.0% |
1.1370 |
| High |
1.1471 |
1.1469 |
-0.0002 |
0.0% |
1.1540 |
| Low |
1.1430 |
1.1397 |
-0.0033 |
-0.3% |
1.1353 |
| Close |
1.1445 |
1.1448 |
0.0004 |
0.0% |
1.1522 |
| Range |
0.0041 |
0.0072 |
0.0031 |
76.5% |
0.0187 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
24,566 |
25,515 |
949 |
3.9% |
125,843 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1622 |
1.1487 |
|
| R3 |
1.1581 |
1.1550 |
1.1468 |
|
| R2 |
1.1509 |
1.1509 |
1.1461 |
|
| R1 |
1.1479 |
1.1479 |
1.1455 |
1.1494 |
| PP |
1.1438 |
1.1438 |
1.1438 |
1.1446 |
| S1 |
1.1407 |
1.1407 |
1.1441 |
1.1423 |
| S2 |
1.1366 |
1.1366 |
1.1435 |
|
| S3 |
1.1295 |
1.1336 |
1.1428 |
|
| S4 |
1.1223 |
1.1264 |
1.1409 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2032 |
1.1964 |
1.1624 |
|
| R3 |
1.1845 |
1.1777 |
1.1573 |
|
| R2 |
1.1658 |
1.1658 |
1.1556 |
|
| R1 |
1.1590 |
1.1590 |
1.1539 |
1.1624 |
| PP |
1.1471 |
1.1471 |
1.1471 |
1.1488 |
| S1 |
1.1403 |
1.1403 |
1.1504 |
1.1437 |
| S2 |
1.1284 |
1.1284 |
1.1487 |
|
| S3 |
1.1097 |
1.1216 |
1.1470 |
|
| S4 |
1.0910 |
1.1029 |
1.1419 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1555 |
1.1397 |
0.0158 |
1.4% |
0.0083 |
0.7% |
32% |
False |
True |
24,330 |
| 10 |
1.1555 |
1.1327 |
0.0228 |
2.0% |
0.0078 |
0.7% |
53% |
False |
False |
24,110 |
| 20 |
1.1555 |
1.1087 |
0.0469 |
4.1% |
0.0074 |
0.6% |
77% |
False |
False |
22,154 |
| 40 |
1.1555 |
1.1028 |
0.0527 |
4.6% |
0.0074 |
0.6% |
80% |
False |
False |
21,865 |
| 60 |
1.1555 |
1.0904 |
0.0652 |
5.7% |
0.0075 |
0.7% |
84% |
False |
False |
22,407 |
| 80 |
1.1570 |
1.0904 |
0.0667 |
5.8% |
0.0071 |
0.6% |
82% |
False |
False |
17,499 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0071 |
0.6% |
57% |
False |
False |
14,021 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0069 |
0.6% |
57% |
False |
False |
11,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1772 |
|
2.618 |
1.1656 |
|
1.618 |
1.1584 |
|
1.000 |
1.1540 |
|
0.618 |
1.1513 |
|
HIGH |
1.1469 |
|
0.618 |
1.1441 |
|
0.500 |
1.1433 |
|
0.382 |
1.1424 |
|
LOW |
1.1397 |
|
0.618 |
1.1353 |
|
1.000 |
1.1326 |
|
1.618 |
1.1281 |
|
2.618 |
1.1210 |
|
4.250 |
1.1093 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1443 |
1.1447 |
| PP |
1.1438 |
1.1446 |
| S1 |
1.1433 |
1.1444 |
|