CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1393 |
1.1432 |
0.0039 |
0.3% |
1.1522 |
| High |
1.1471 |
1.1513 |
0.0042 |
0.4% |
1.1555 |
| Low |
1.1390 |
1.1395 |
0.0006 |
0.0% |
1.1346 |
| Close |
1.1426 |
1.1506 |
0.0080 |
0.7% |
1.1368 |
| Range |
0.0082 |
0.0118 |
0.0037 |
44.8% |
0.0209 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
4.1% |
0.0000 |
| Volume |
37,213 |
63,119 |
25,906 |
69.6% |
118,399 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1825 |
1.1783 |
1.1570 |
|
| R3 |
1.1707 |
1.1665 |
1.1538 |
|
| R2 |
1.1589 |
1.1589 |
1.1527 |
|
| R1 |
1.1547 |
1.1547 |
1.1516 |
1.1568 |
| PP |
1.1471 |
1.1471 |
1.1471 |
1.1482 |
| S1 |
1.1429 |
1.1429 |
1.1495 |
1.1450 |
| S2 |
1.1353 |
1.1353 |
1.1484 |
|
| S3 |
1.1235 |
1.1311 |
1.1473 |
|
| S4 |
1.1117 |
1.1193 |
1.1441 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2050 |
1.1918 |
1.1483 |
|
| R3 |
1.1841 |
1.1709 |
1.1425 |
|
| R2 |
1.1632 |
1.1632 |
1.1406 |
|
| R1 |
1.1500 |
1.1500 |
1.1387 |
1.1462 |
| PP |
1.1423 |
1.1423 |
1.1423 |
1.1404 |
| S1 |
1.1291 |
1.1291 |
1.1349 |
1.1253 |
| S2 |
1.1214 |
1.1214 |
1.1330 |
|
| S3 |
1.1005 |
1.1082 |
1.1311 |
|
| S4 |
1.0796 |
1.0873 |
1.1253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1513 |
1.1346 |
0.0167 |
1.5% |
0.0084 |
0.7% |
96% |
True |
False |
34,854 |
| 10 |
1.1555 |
1.1346 |
0.0209 |
1.8% |
0.0088 |
0.8% |
76% |
False |
False |
31,437 |
| 20 |
1.1555 |
1.1271 |
0.0284 |
2.5% |
0.0073 |
0.6% |
83% |
False |
False |
25,775 |
| 40 |
1.1555 |
1.1028 |
0.0527 |
4.6% |
0.0074 |
0.6% |
91% |
False |
False |
23,533 |
| 60 |
1.1555 |
1.0904 |
0.0652 |
5.7% |
0.0077 |
0.7% |
92% |
False |
False |
23,548 |
| 80 |
1.1570 |
1.0904 |
0.0667 |
5.8% |
0.0073 |
0.6% |
90% |
False |
False |
19,357 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.3% |
0.0071 |
0.6% |
63% |
False |
False |
15,500 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.3% |
0.0070 |
0.6% |
63% |
False |
False |
12,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2015 |
|
2.618 |
1.1822 |
|
1.618 |
1.1704 |
|
1.000 |
1.1631 |
|
0.618 |
1.1586 |
|
HIGH |
1.1513 |
|
0.618 |
1.1468 |
|
0.500 |
1.1454 |
|
0.382 |
1.1440 |
|
LOW |
1.1395 |
|
0.618 |
1.1322 |
|
1.000 |
1.1277 |
|
1.618 |
1.1204 |
|
2.618 |
1.1086 |
|
4.250 |
1.0894 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1488 |
1.1481 |
| PP |
1.1471 |
1.1457 |
| S1 |
1.1454 |
1.1432 |
|