CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1264 |
1.1244 |
-0.0020 |
-0.2% |
1.1240 |
| High |
1.1270 |
1.1274 |
0.0004 |
0.0% |
1.1314 |
| Low |
1.1264 |
1.1244 |
-0.0020 |
-0.2% |
1.1150 |
| Close |
1.1270 |
1.1274 |
0.0004 |
0.0% |
1.1298 |
| Range |
0.0006 |
0.0030 |
0.0024 |
436.4% |
0.0164 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
12 |
10 |
-2 |
-16.7% |
137 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1352 |
1.1342 |
1.1290 |
|
| R3 |
1.1323 |
1.1313 |
1.1282 |
|
| R2 |
1.1293 |
1.1293 |
1.1279 |
|
| R1 |
1.1283 |
1.1283 |
1.1276 |
1.1288 |
| PP |
1.1264 |
1.1264 |
1.1264 |
1.1266 |
| S1 |
1.1254 |
1.1254 |
1.1271 |
1.1259 |
| S2 |
1.1234 |
1.1234 |
1.1268 |
|
| S3 |
1.1205 |
1.1224 |
1.1265 |
|
| S4 |
1.1175 |
1.1195 |
1.1257 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1746 |
1.1686 |
1.1388 |
|
| R3 |
1.1582 |
1.1522 |
1.1343 |
|
| R2 |
1.1418 |
1.1418 |
1.1328 |
|
| R1 |
1.1358 |
1.1358 |
1.1313 |
1.1388 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1269 |
| S1 |
1.1194 |
1.1194 |
1.1283 |
1.1224 |
| S2 |
1.1090 |
1.1090 |
1.1268 |
|
| S3 |
1.0926 |
1.1030 |
1.1253 |
|
| S4 |
1.0762 |
1.0866 |
1.1208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1314 |
1.1186 |
0.0128 |
1.1% |
0.0041 |
0.4% |
68% |
False |
False |
13 |
| 10 |
1.1320 |
1.1150 |
0.0170 |
1.5% |
0.0047 |
0.4% |
73% |
False |
False |
18 |
| 20 |
1.1418 |
1.1150 |
0.0268 |
2.4% |
0.0044 |
0.4% |
46% |
False |
False |
16 |
| 40 |
1.1437 |
1.1030 |
0.0407 |
3.6% |
0.0042 |
0.4% |
60% |
False |
False |
21 |
| 60 |
1.1674 |
1.1030 |
0.0644 |
5.7% |
0.0037 |
0.3% |
38% |
False |
False |
17 |
| 80 |
1.1950 |
1.1030 |
0.0920 |
8.2% |
0.0037 |
0.3% |
26% |
False |
False |
14 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0036 |
0.3% |
26% |
False |
False |
12 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0036 |
0.3% |
26% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1399 |
|
2.618 |
1.1351 |
|
1.618 |
1.1321 |
|
1.000 |
1.1303 |
|
0.618 |
1.1292 |
|
HIGH |
1.1274 |
|
0.618 |
1.1262 |
|
0.500 |
1.1259 |
|
0.382 |
1.1255 |
|
LOW |
1.1244 |
|
0.618 |
1.1226 |
|
1.000 |
1.1215 |
|
1.618 |
1.1196 |
|
2.618 |
1.1167 |
|
4.250 |
1.1119 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1269 |
1.1271 |
| PP |
1.1264 |
1.1269 |
| S1 |
1.1259 |
1.1267 |
|