CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1415 |
1.1419 |
0.0004 |
0.0% |
1.1291 |
| High |
1.1422 |
1.1436 |
0.0014 |
0.1% |
1.1291 |
| Low |
1.1403 |
1.1393 |
-0.0010 |
-0.1% |
1.1210 |
| Close |
1.1413 |
1.1403 |
-0.0010 |
-0.1% |
1.1232 |
| Range |
0.0020 |
0.0043 |
0.0024 |
120.5% |
0.0081 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
17 |
66 |
49 |
288.2% |
95 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1540 |
1.1514 |
1.1426 |
|
| R3 |
1.1497 |
1.1471 |
1.1414 |
|
| R2 |
1.1454 |
1.1454 |
1.1410 |
|
| R1 |
1.1428 |
1.1428 |
1.1406 |
1.1419 |
| PP |
1.1411 |
1.1411 |
1.1411 |
1.1406 |
| S1 |
1.1385 |
1.1385 |
1.1399 |
1.1376 |
| S2 |
1.1368 |
1.1368 |
1.1395 |
|
| S3 |
1.1325 |
1.1342 |
1.1391 |
|
| S4 |
1.1282 |
1.1299 |
1.1379 |
|
|
| 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 |
1.1436 |
1.1205 |
0.0232 |
2.0% |
0.0067 |
0.6% |
86% |
True |
False |
51 |
| 10 |
1.1436 |
1.1186 |
0.0250 |
2.2% |
0.0054 |
0.5% |
87% |
True |
False |
33 |
| 20 |
1.1436 |
1.1150 |
0.0286 |
2.5% |
0.0047 |
0.4% |
88% |
True |
False |
27 |
| 40 |
1.1436 |
1.1030 |
0.0406 |
3.6% |
0.0047 |
0.4% |
92% |
True |
False |
19 |
| 60 |
1.1674 |
1.1030 |
0.0644 |
5.6% |
0.0042 |
0.4% |
58% |
False |
False |
22 |
| 80 |
1.1832 |
1.1030 |
0.0802 |
7.0% |
0.0041 |
0.4% |
46% |
False |
False |
18 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0039 |
0.3% |
40% |
False |
False |
15 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0037 |
0.3% |
40% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1619 |
|
2.618 |
1.1549 |
|
1.618 |
1.1506 |
|
1.000 |
1.1479 |
|
0.618 |
1.1463 |
|
HIGH |
1.1436 |
|
0.618 |
1.1420 |
|
0.500 |
1.1415 |
|
0.382 |
1.1409 |
|
LOW |
1.1393 |
|
0.618 |
1.1366 |
|
1.000 |
1.1350 |
|
1.618 |
1.1323 |
|
2.618 |
1.1280 |
|
4.250 |
1.1210 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1415 |
1.1381 |
| PP |
1.1411 |
1.1359 |
| S1 |
1.1407 |
1.1338 |
|