CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1262 |
0.0018 |
0.2% |
1.1240 |
| High |
1.1274 |
1.1268 |
-0.0006 |
-0.1% |
1.1314 |
| Low |
1.1244 |
1.1220 |
-0.0024 |
-0.2% |
1.1150 |
| Close |
1.1274 |
1.1223 |
-0.0051 |
-0.4% |
1.1298 |
| Range |
0.0030 |
0.0048 |
0.0018 |
61.0% |
0.0164 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.1% |
0.0000 |
| Volume |
10 |
37 |
27 |
270.0% |
137 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1379 |
1.1349 |
1.1249 |
|
| R3 |
1.1332 |
1.1301 |
1.1236 |
|
| R2 |
1.1284 |
1.1284 |
1.1232 |
|
| R1 |
1.1254 |
1.1254 |
1.1227 |
1.1245 |
| PP |
1.1237 |
1.1237 |
1.1237 |
1.1233 |
| S1 |
1.1206 |
1.1206 |
1.1219 |
1.1198 |
| S2 |
1.1189 |
1.1189 |
1.1214 |
|
| S3 |
1.1142 |
1.1159 |
1.1210 |
|
| S4 |
1.1094 |
1.1111 |
1.1197 |
|
|
| 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% |
0.0042 |
0.4% |
29% |
False |
False |
14 |
| 10 |
1.1314 |
1.1150 |
0.0164 |
1.5% |
0.0049 |
0.4% |
45% |
False |
False |
20 |
| 20 |
1.1418 |
1.1150 |
0.0268 |
2.4% |
0.0041 |
0.4% |
27% |
False |
False |
17 |
| 40 |
1.1418 |
1.1030 |
0.0388 |
3.5% |
0.0042 |
0.4% |
50% |
False |
False |
20 |
| 60 |
1.1674 |
1.1030 |
0.0644 |
5.7% |
0.0038 |
0.3% |
30% |
False |
False |
17 |
| 80 |
1.1929 |
1.1030 |
0.0899 |
8.0% |
0.0038 |
0.3% |
21% |
False |
False |
14 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0037 |
0.3% |
21% |
False |
False |
12 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0036 |
0.3% |
21% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1469 |
|
2.618 |
1.1392 |
|
1.618 |
1.1344 |
|
1.000 |
1.1315 |
|
0.618 |
1.1297 |
|
HIGH |
1.1268 |
|
0.618 |
1.1249 |
|
0.500 |
1.1244 |
|
0.382 |
1.1238 |
|
LOW |
1.1220 |
|
0.618 |
1.1191 |
|
1.000 |
1.1173 |
|
1.618 |
1.1143 |
|
2.618 |
1.1096 |
|
4.250 |
1.1018 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1244 |
1.1247 |
| PP |
1.1237 |
1.1239 |
| S1 |
1.1230 |
1.1231 |
|