CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1370 |
1.1385 |
0.0015 |
0.1% |
1.1329 |
| High |
1.1396 |
1.1438 |
0.0042 |
0.4% |
1.1376 |
| Low |
1.1353 |
1.1363 |
0.0011 |
0.1% |
1.1298 |
| Close |
1.1386 |
1.1418 |
0.0032 |
0.3% |
1.1371 |
| Range |
0.0044 |
0.0075 |
0.0032 |
72.4% |
0.0079 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.8% |
0.0000 |
| Volume |
14,080 |
20,978 |
6,898 |
49.0% |
76,294 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1631 |
1.1599 |
1.1459 |
|
| R3 |
1.1556 |
1.1524 |
1.1438 |
|
| R2 |
1.1481 |
1.1481 |
1.1431 |
|
| R1 |
1.1449 |
1.1449 |
1.1424 |
1.1465 |
| PP |
1.1406 |
1.1406 |
1.1406 |
1.1414 |
| S1 |
1.1374 |
1.1374 |
1.1411 |
1.1390 |
| S2 |
1.1331 |
1.1331 |
1.1404 |
|
| S3 |
1.1256 |
1.1299 |
1.1397 |
|
| S4 |
1.1181 |
1.1224 |
1.1376 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1584 |
1.1556 |
1.1414 |
|
| R3 |
1.1505 |
1.1477 |
1.1392 |
|
| R2 |
1.1427 |
1.1427 |
1.1385 |
|
| R1 |
1.1399 |
1.1399 |
1.1378 |
1.1413 |
| PP |
1.1348 |
1.1348 |
1.1348 |
1.1355 |
| S1 |
1.1320 |
1.1320 |
1.1363 |
1.1334 |
| S2 |
1.1270 |
1.1270 |
1.1356 |
|
| S3 |
1.1191 |
1.1242 |
1.1349 |
|
| S4 |
1.1113 |
1.1163 |
1.1327 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1438 |
1.1298 |
0.0141 |
1.2% |
0.0055 |
0.5% |
85% |
True |
False |
18,149 |
| 10 |
1.1438 |
1.1112 |
0.0326 |
2.9% |
0.0069 |
0.6% |
94% |
True |
False |
21,238 |
| 20 |
1.1438 |
1.1028 |
0.0410 |
3.6% |
0.0070 |
0.6% |
95% |
True |
False |
19,790 |
| 40 |
1.1438 |
1.0904 |
0.0535 |
4.7% |
0.0074 |
0.6% |
96% |
True |
False |
20,962 |
| 60 |
1.1447 |
1.0904 |
0.0544 |
4.8% |
0.0071 |
0.6% |
95% |
False |
False |
20,220 |
| 80 |
1.1660 |
1.0904 |
0.0757 |
6.6% |
0.0069 |
0.6% |
68% |
False |
False |
15,178 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0070 |
0.6% |
54% |
False |
False |
12,165 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0068 |
0.6% |
54% |
False |
False |
10,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1757 |
|
2.618 |
1.1634 |
|
1.618 |
1.1559 |
|
1.000 |
1.1513 |
|
0.618 |
1.1484 |
|
HIGH |
1.1438 |
|
0.618 |
1.1409 |
|
0.500 |
1.1401 |
|
0.382 |
1.1392 |
|
LOW |
1.1363 |
|
0.618 |
1.1317 |
|
1.000 |
1.1288 |
|
1.618 |
1.1242 |
|
2.618 |
1.1167 |
|
4.250 |
1.1044 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1412 |
1.1406 |
| PP |
1.1406 |
1.1394 |
| S1 |
1.1401 |
1.1383 |
|