CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1173 |
1.1169 |
-0.0004 |
0.0% |
1.1148 |
| High |
1.1218 |
1.1175 |
-0.0043 |
-0.4% |
1.1204 |
| Low |
1.1165 |
1.1136 |
-0.0030 |
-0.3% |
1.1028 |
| Close |
1.1178 |
1.1155 |
-0.0023 |
-0.2% |
1.1186 |
| Range |
0.0053 |
0.0039 |
-0.0014 |
-25.7% |
0.0176 |
| ATR |
0.0077 |
0.0075 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
13,977 |
14,173 |
196 |
1.4% |
115,341 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1253 |
1.1176 |
|
| R3 |
1.1233 |
1.1214 |
1.1166 |
|
| R2 |
1.1194 |
1.1194 |
1.1162 |
|
| R1 |
1.1175 |
1.1175 |
1.1159 |
1.1165 |
| PP |
1.1155 |
1.1155 |
1.1155 |
1.1150 |
| S1 |
1.1136 |
1.1136 |
1.1151 |
1.1126 |
| S2 |
1.1116 |
1.1116 |
1.1148 |
|
| S3 |
1.1077 |
1.1097 |
1.1144 |
|
| S4 |
1.1038 |
1.1058 |
1.1134 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1667 |
1.1603 |
1.1283 |
|
| R3 |
1.1491 |
1.1427 |
1.1234 |
|
| R2 |
1.1315 |
1.1315 |
1.1218 |
|
| R1 |
1.1251 |
1.1251 |
1.1202 |
1.1283 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1156 |
| S1 |
1.1075 |
1.1075 |
1.1170 |
1.1107 |
| S2 |
1.0963 |
1.0963 |
1.1154 |
|
| S3 |
1.0787 |
1.0899 |
1.1138 |
|
| S4 |
1.0611 |
1.0723 |
1.1089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1218 |
1.1028 |
0.0190 |
1.7% |
0.0072 |
0.6% |
67% |
False |
False |
19,209 |
| 10 |
1.1274 |
1.1028 |
0.0246 |
2.2% |
0.0071 |
0.6% |
52% |
False |
False |
21,473 |
| 20 |
1.1316 |
1.1028 |
0.0288 |
2.6% |
0.0074 |
0.7% |
44% |
False |
False |
21,758 |
| 40 |
1.1338 |
1.0904 |
0.0435 |
3.9% |
0.0075 |
0.7% |
58% |
False |
False |
22,941 |
| 60 |
1.1570 |
1.0904 |
0.0667 |
6.0% |
0.0069 |
0.6% |
38% |
False |
False |
15,721 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0070 |
0.6% |
26% |
False |
False |
11,818 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
26% |
False |
False |
9,464 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0064 |
0.6% |
26% |
False |
False |
7,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1340 |
|
2.618 |
1.1277 |
|
1.618 |
1.1238 |
|
1.000 |
1.1214 |
|
0.618 |
1.1199 |
|
HIGH |
1.1175 |
|
0.618 |
1.1160 |
|
0.500 |
1.1155 |
|
0.382 |
1.1150 |
|
LOW |
1.1136 |
|
0.618 |
1.1111 |
|
1.000 |
1.1097 |
|
1.618 |
1.1072 |
|
2.618 |
1.1033 |
|
4.250 |
1.0970 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1155 |
1.1151 |
| PP |
1.1155 |
1.1148 |
| S1 |
1.1155 |
1.1144 |
|