CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1130 |
1.1289 |
0.0160 |
1.4% |
1.1173 |
| High |
1.1302 |
1.1335 |
0.0033 |
0.3% |
1.1218 |
| Low |
1.1112 |
1.1271 |
0.0159 |
1.4% |
1.1096 |
| Close |
1.1293 |
1.1298 |
0.0005 |
0.0% |
1.1120 |
| Range |
0.0190 |
0.0064 |
-0.0126 |
-66.3% |
0.0122 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
31,541 |
26,683 |
-4,858 |
-15.4% |
71,689 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1493 |
1.1459 |
1.1333 |
|
| R3 |
1.1429 |
1.1395 |
1.1315 |
|
| R2 |
1.1365 |
1.1365 |
1.1309 |
|
| R1 |
1.1331 |
1.1331 |
1.1303 |
1.1348 |
| PP |
1.1301 |
1.1301 |
1.1301 |
1.1310 |
| S1 |
1.1267 |
1.1267 |
1.1292 |
1.1284 |
| S2 |
1.1237 |
1.1237 |
1.1286 |
|
| S3 |
1.1173 |
1.1203 |
1.1280 |
|
| S4 |
1.1109 |
1.1139 |
1.1262 |
|
|
| 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 |
1.1335 |
1.1087 |
0.0249 |
2.2% |
0.0086 |
0.8% |
85% |
True |
False |
20,604 |
| 10 |
1.1335 |
1.1067 |
0.0268 |
2.4% |
0.0079 |
0.7% |
86% |
True |
False |
18,861 |
| 20 |
1.1335 |
1.1028 |
0.0307 |
2.7% |
0.0075 |
0.7% |
88% |
True |
False |
21,384 |
| 40 |
1.1335 |
1.0904 |
0.0432 |
3.8% |
0.0079 |
0.7% |
91% |
True |
False |
22,466 |
| 60 |
1.1570 |
1.0904 |
0.0667 |
5.9% |
0.0074 |
0.7% |
59% |
False |
False |
17,662 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0071 |
0.6% |
41% |
False |
False |
13,264 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0070 |
0.6% |
41% |
False |
False |
10,628 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0067 |
0.6% |
41% |
False |
False |
8,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1607 |
|
2.618 |
1.1503 |
|
1.618 |
1.1439 |
|
1.000 |
1.1399 |
|
0.618 |
1.1375 |
|
HIGH |
1.1335 |
|
0.618 |
1.1311 |
|
0.500 |
1.1303 |
|
0.382 |
1.1295 |
|
LOW |
1.1271 |
|
0.618 |
1.1231 |
|
1.000 |
1.1207 |
|
1.618 |
1.1167 |
|
2.618 |
1.1103 |
|
4.250 |
1.0999 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1303 |
1.1269 |
| PP |
1.1301 |
1.1240 |
| S1 |
1.1299 |
1.1211 |
|