CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1116 |
1.1124 |
0.0009 |
0.1% |
1.1173 |
| High |
1.1150 |
1.1143 |
-0.0007 |
-0.1% |
1.1218 |
| Low |
1.1096 |
1.1087 |
-0.0009 |
-0.1% |
1.1096 |
| Close |
1.1120 |
1.1132 |
0.0012 |
0.1% |
1.1120 |
| Range |
0.0054 |
0.0057 |
0.0003 |
4.6% |
0.0122 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
13,320 |
14,901 |
1,581 |
11.9% |
71,689 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1290 |
1.1267 |
1.1163 |
|
| R3 |
1.1233 |
1.1211 |
1.1147 |
|
| R2 |
1.1177 |
1.1177 |
1.1142 |
|
| R1 |
1.1154 |
1.1154 |
1.1137 |
1.1166 |
| PP |
1.1120 |
1.1120 |
1.1120 |
1.1126 |
| S1 |
1.1098 |
1.1098 |
1.1126 |
1.1109 |
| S2 |
1.1064 |
1.1064 |
1.1121 |
|
| S3 |
1.1007 |
1.1041 |
1.1116 |
|
| S4 |
1.0951 |
1.0985 |
1.1100 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1510 |
1.1437 |
1.1187 |
|
| R3 |
1.1388 |
1.1315 |
1.1153 |
|
| R2 |
1.1266 |
1.1266 |
1.1142 |
|
| R1 |
1.1193 |
1.1193 |
1.1131 |
1.1169 |
| PP |
1.1144 |
1.1144 |
1.1144 |
1.1132 |
| S1 |
1.1071 |
1.1071 |
1.1108 |
1.1047 |
| S2 |
1.1022 |
1.1022 |
1.1097 |
|
| S3 |
1.0900 |
1.0949 |
1.1086 |
|
| S4 |
1.0778 |
1.0827 |
1.1052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1187 |
1.1087 |
0.0100 |
0.9% |
0.0055 |
0.5% |
45% |
False |
True |
14,522 |
| 10 |
1.1218 |
1.1028 |
0.0190 |
1.7% |
0.0071 |
0.6% |
55% |
False |
False |
18,342 |
| 20 |
1.1316 |
1.1028 |
0.0288 |
2.6% |
0.0069 |
0.6% |
36% |
False |
False |
20,813 |
| 40 |
1.1316 |
1.0904 |
0.0413 |
3.7% |
0.0076 |
0.7% |
55% |
False |
False |
22,102 |
| 60 |
1.1570 |
1.0904 |
0.0667 |
6.0% |
0.0071 |
0.6% |
34% |
False |
False |
16,692 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0069 |
0.6% |
24% |
False |
False |
12,541 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0069 |
0.6% |
24% |
False |
False |
10,047 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0065 |
0.6% |
24% |
False |
False |
8,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1383 |
|
2.618 |
1.1291 |
|
1.618 |
1.1234 |
|
1.000 |
1.1200 |
|
0.618 |
1.1178 |
|
HIGH |
1.1143 |
|
0.618 |
1.1121 |
|
0.500 |
1.1115 |
|
0.382 |
1.1108 |
|
LOW |
1.1087 |
|
0.618 |
1.1052 |
|
1.000 |
1.1030 |
|
1.618 |
1.0995 |
|
2.618 |
1.0939 |
|
4.250 |
1.0846 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1126 |
1.1130 |
| PP |
1.1120 |
1.1129 |
| S1 |
1.1115 |
1.1128 |
|