CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1430 |
1.1452 |
0.0022 |
0.2% |
1.1233 |
| High |
1.1472 |
1.1479 |
0.0007 |
0.1% |
1.1443 |
| Low |
1.1430 |
1.1452 |
0.0022 |
0.2% |
1.1205 |
| Close |
1.1455 |
1.1460 |
0.0006 |
0.0% |
1.1441 |
| Range |
0.0042 |
0.0027 |
-0.0015 |
-35.7% |
0.0238 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
86 |
7 |
-79 |
-91.9% |
254 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1544 |
1.1529 |
1.1475 |
|
| R3 |
1.1517 |
1.1502 |
1.1467 |
|
| R2 |
1.1490 |
1.1490 |
1.1465 |
|
| R1 |
1.1475 |
1.1475 |
1.1462 |
1.1483 |
| PP |
1.1463 |
1.1463 |
1.1463 |
1.1467 |
| S1 |
1.1448 |
1.1448 |
1.1458 |
1.1456 |
| S2 |
1.1436 |
1.1436 |
1.1455 |
|
| S3 |
1.1409 |
1.1421 |
1.1453 |
|
| S4 |
1.1382 |
1.1394 |
1.1445 |
|
|
| 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 |
1.1479 |
1.1392 |
0.0087 |
0.8% |
0.0036 |
0.3% |
79% |
True |
False |
40 |
| 10 |
1.1479 |
1.1205 |
0.0274 |
2.4% |
0.0053 |
0.5% |
93% |
True |
False |
42 |
| 20 |
1.1479 |
1.1150 |
0.0329 |
2.9% |
0.0051 |
0.4% |
94% |
True |
False |
32 |
| 40 |
1.1479 |
1.1030 |
0.0449 |
3.9% |
0.0047 |
0.4% |
96% |
True |
False |
22 |
| 60 |
1.1640 |
1.1030 |
0.0610 |
5.3% |
0.0042 |
0.4% |
70% |
False |
False |
24 |
| 80 |
1.1769 |
1.1030 |
0.0739 |
6.4% |
0.0040 |
0.4% |
58% |
False |
False |
19 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0039 |
0.3% |
46% |
False |
False |
16 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0038 |
0.3% |
46% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1593 |
|
2.618 |
1.1549 |
|
1.618 |
1.1522 |
|
1.000 |
1.1506 |
|
0.618 |
1.1495 |
|
HIGH |
1.1479 |
|
0.618 |
1.1468 |
|
0.500 |
1.1465 |
|
0.382 |
1.1462 |
|
LOW |
1.1452 |
|
0.618 |
1.1435 |
|
1.000 |
1.1425 |
|
1.618 |
1.1408 |
|
2.618 |
1.1381 |
|
4.250 |
1.1337 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1465 |
1.1452 |
| PP |
1.1463 |
1.1444 |
| S1 |
1.1462 |
1.1435 |
|