CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1399 |
1.1430 |
0.0032 |
0.3% |
1.1233 |
| High |
1.1443 |
1.1472 |
0.0030 |
0.3% |
1.1443 |
| Low |
1.1392 |
1.1430 |
0.0038 |
0.3% |
1.1205 |
| Close |
1.1441 |
1.1455 |
0.0014 |
0.1% |
1.1441 |
| Range |
0.0051 |
0.0042 |
-0.0009 |
-16.8% |
0.0238 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
27 |
86 |
59 |
218.5% |
254 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1578 |
1.1558 |
1.1478 |
|
| R3 |
1.1536 |
1.1516 |
1.1466 |
|
| R2 |
1.1494 |
1.1494 |
1.1462 |
|
| R1 |
1.1474 |
1.1474 |
1.1458 |
1.1484 |
| PP |
1.1452 |
1.1452 |
1.1452 |
1.1457 |
| S1 |
1.1432 |
1.1432 |
1.1451 |
1.1442 |
| S2 |
1.1410 |
1.1410 |
1.1447 |
|
| S3 |
1.1368 |
1.1390 |
1.1443 |
|
| S4 |
1.1326 |
1.1348 |
1.1431 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2077 |
1.1997 |
1.1571 |
|
| R3 |
1.1839 |
1.1759 |
1.1506 |
|
| R2 |
1.1601 |
1.1601 |
1.1484 |
|
| R1 |
1.1521 |
1.1521 |
1.1462 |
1.1561 |
| PP |
1.1363 |
1.1363 |
1.1363 |
1.1383 |
| S1 |
1.1283 |
1.1283 |
1.1419 |
1.1323 |
| S2 |
1.1125 |
1.1125 |
1.1397 |
|
| S3 |
1.0887 |
1.1045 |
1.1375 |
|
| S4 |
1.0649 |
1.0807 |
1.1310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1472 |
1.1239 |
0.0233 |
2.0% |
0.0065 |
0.6% |
92% |
True |
False |
58 |
| 10 |
1.1472 |
1.1205 |
0.0268 |
2.3% |
0.0051 |
0.4% |
93% |
True |
False |
43 |
| 20 |
1.1472 |
1.1150 |
0.0322 |
2.8% |
0.0050 |
0.4% |
95% |
True |
False |
32 |
| 40 |
1.1472 |
1.1030 |
0.0442 |
3.9% |
0.0047 |
0.4% |
96% |
True |
False |
22 |
| 60 |
1.1640 |
1.1030 |
0.0610 |
5.3% |
0.0041 |
0.4% |
70% |
False |
False |
23 |
| 80 |
1.1790 |
1.1030 |
0.0760 |
6.6% |
0.0040 |
0.4% |
56% |
False |
False |
19 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0040 |
0.3% |
45% |
False |
False |
16 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0038 |
0.3% |
45% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1651 |
|
2.618 |
1.1582 |
|
1.618 |
1.1540 |
|
1.000 |
1.1514 |
|
0.618 |
1.1498 |
|
HIGH |
1.1472 |
|
0.618 |
1.1456 |
|
0.500 |
1.1451 |
|
0.382 |
1.1446 |
|
LOW |
1.1430 |
|
0.618 |
1.1404 |
|
1.000 |
1.1388 |
|
1.618 |
1.1362 |
|
2.618 |
1.1320 |
|
4.250 |
1.1252 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1453 |
1.1447 |
| PP |
1.1452 |
1.1440 |
| S1 |
1.1451 |
1.1432 |
|