CME Swiss Franc Future March 2024

Trading Metrics calculated at close of trading on 13-Nov-2023

Day Change Summary
	Previous	Current
	10-Nov-2023	13-Nov-2023	Change	Change %	Previous Week
Open	1.1225	1.1233	0.0008	0.1%	1.1291
High	1.1262	1.1251	-0.0011	-0.1%	1.1291
Low	1.1210	1.1205	-0.0005	0.0%	1.1210
Close	1.1232	1.1246	0.0014	0.1%	1.1232
Range	0.0052	0.0047	-0.0006	-10.6%	0.0081
ATR	0.0053	0.0052	0.0000	-0.8%	0.0000
Volume	32	46	14	43.8%	95

Daily Pivots for day following 13-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1373	1.1356	1.1271
R3	1.1327	1.1309	1.1258
R2	1.1280	1.1280	1.1254
R1	1.1263	1.1263	1.1250	1.1272
PP	1.1234	1.1234	1.1234	1.1238
S1	1.1216	1.1216	1.1241	1.1225
S2	1.1187	1.1187	1.1237
S3	1.1141	1.1170	1.1233
S4	1.1094	1.1123	1.1220

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1487	1.1441	1.1277
R3	1.1406	1.1360	1.1254
R2	1.1325	1.1325	1.1247
R1	1.1279	1.1279	1.1239	1.1261
PP	1.1244	1.1244	1.1244	1.1235
S1	1.1198	1.1198	1.1225	1.1180
S2	1.1163	1.1163	1.1217
S3	1.1082	1.1117	1.1210
S4	1.1001	1.1036	1.1187

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1274	1.1205	0.0069	0.6%	0.0036	0.3%	59%	False	True	27
10	1.1314	1.1150	0.0164	1.5%	0.0049	0.4%	58%	False	False	26
20	1.1418	1.1150	0.0268	2.4%	0.0041	0.4%	36%	False	False	18
40	1.1418	1.1030	0.0388	3.5%	0.0043	0.4%	56%	False	False	22
60	1.1674	1.1030	0.0644	5.7%	0.0039	0.3%	33%	False	False	19
80	1.1929	1.1030	0.0899	8.0%	0.0039	0.3%	24%	False	False	15
100	1.1971	1.1030	0.0941	8.4%	0.0038	0.3%	23%	False	False	13
120	1.1971	1.1030	0.0941	8.4%	0.0036	0.3%	23%	False	False	11

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1449
2.618	1.1373
1.618	1.1326
1.000	1.1298
0.618	1.1280
HIGH	1.1251
0.618	1.1233
0.500	1.1228
0.382	1.1222
LOW	1.1205
0.618	1.1176
1.000	1.1158
1.618	1.1129
2.618	1.1083
4.250	1.1007

Fisher Pivots for day following 13-Nov-2023
Pivot	1 day	3 day
R1	1.1240	1.1242
PP	1.1234	1.1239
S1	1.1228	1.1236

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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