CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1415 |
1.1468 |
0.0054 |
0.5% |
1.1329 |
| High |
1.1490 |
1.1535 |
0.0045 |
0.4% |
1.1376 |
| Low |
1.1408 |
1.1421 |
0.0014 |
0.1% |
1.1298 |
| Close |
1.1478 |
1.1444 |
-0.0034 |
-0.3% |
1.1371 |
| Range |
0.0083 |
0.0114 |
0.0031 |
37.6% |
0.0079 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.6% |
0.0000 |
| Volume |
20,282 |
43,972 |
23,690 |
116.8% |
76,294 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1807 |
1.1739 |
1.1506 |
|
| R3 |
1.1694 |
1.1626 |
1.1475 |
|
| R2 |
1.1580 |
1.1580 |
1.1465 |
|
| R1 |
1.1512 |
1.1512 |
1.1454 |
1.1489 |
| PP |
1.1467 |
1.1467 |
1.1467 |
1.1455 |
| S1 |
1.1399 |
1.1399 |
1.1434 |
1.1376 |
| S2 |
1.1353 |
1.1353 |
1.1423 |
|
| S3 |
1.1240 |
1.1285 |
1.1413 |
|
| S4 |
1.1126 |
1.1172 |
1.1382 |
|
|
| 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 |
1.1535 |
1.1327 |
0.0208 |
1.8% |
0.0073 |
0.6% |
56% |
True |
False |
23,891 |
| 10 |
1.1535 |
1.1271 |
0.0264 |
2.3% |
0.0063 |
0.6% |
66% |
True |
False |
21,841 |
| 20 |
1.1535 |
1.1067 |
0.0468 |
4.1% |
0.0071 |
0.6% |
81% |
True |
False |
20,351 |
| 40 |
1.1535 |
1.0973 |
0.0562 |
4.9% |
0.0074 |
0.6% |
84% |
True |
False |
21,398 |
| 60 |
1.1535 |
1.0904 |
0.0631 |
5.5% |
0.0071 |
0.6% |
86% |
True |
False |
21,274 |
| 80 |
1.1660 |
1.0904 |
0.0757 |
6.6% |
0.0070 |
0.6% |
71% |
False |
False |
15,981 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0071 |
0.6% |
56% |
False |
False |
12,807 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0069 |
0.6% |
56% |
False |
False |
10,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2017 |
|
2.618 |
1.1832 |
|
1.618 |
1.1718 |
|
1.000 |
1.1648 |
|
0.618 |
1.1605 |
|
HIGH |
1.1535 |
|
0.618 |
1.1491 |
|
0.500 |
1.1478 |
|
0.382 |
1.1464 |
|
LOW |
1.1421 |
|
0.618 |
1.1351 |
|
1.000 |
1.1308 |
|
1.618 |
1.1237 |
|
2.618 |
1.1124 |
|
4.250 |
1.0939 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1478 |
1.1449 |
| PP |
1.1467 |
1.1447 |
| S1 |
1.1455 |
1.1446 |
|