CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1169 |
1.1157 |
-0.0013 |
-0.1% |
1.1148 |
| High |
1.1175 |
1.1187 |
0.0012 |
0.1% |
1.1204 |
| Low |
1.1136 |
1.1127 |
-0.0009 |
-0.1% |
1.1028 |
| Close |
1.1155 |
1.1160 |
0.0005 |
0.0% |
1.1186 |
| Range |
0.0039 |
0.0060 |
0.0021 |
52.6% |
0.0176 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
14,173 |
13,640 |
-533 |
-3.8% |
115,341 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1336 |
1.1307 |
1.1192 |
|
| R3 |
1.1277 |
1.1248 |
1.1176 |
|
| R2 |
1.1217 |
1.1217 |
1.1170 |
|
| R1 |
1.1188 |
1.1188 |
1.1165 |
1.1203 |
| PP |
1.1158 |
1.1158 |
1.1158 |
1.1165 |
| S1 |
1.1129 |
1.1129 |
1.1154 |
1.1143 |
| S2 |
1.1098 |
1.1098 |
1.1149 |
|
| S3 |
1.1039 |
1.1069 |
1.1143 |
|
| S4 |
1.0979 |
1.1010 |
1.1127 |
|
|
| 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 |
1.1067 |
0.0151 |
1.3% |
0.0072 |
0.6% |
61% |
False |
False |
17,118 |
| 10 |
1.1218 |
1.1028 |
0.0190 |
1.7% |
0.0071 |
0.6% |
69% |
False |
False |
20,816 |
| 20 |
1.1316 |
1.1028 |
0.0288 |
2.6% |
0.0074 |
0.7% |
46% |
False |
False |
21,576 |
| 40 |
1.1328 |
1.0904 |
0.0424 |
3.8% |
0.0075 |
0.7% |
60% |
False |
False |
22,533 |
| 60 |
1.1570 |
1.0904 |
0.0667 |
6.0% |
0.0070 |
0.6% |
38% |
False |
False |
15,948 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0070 |
0.6% |
27% |
False |
False |
11,988 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
27% |
False |
False |
9,600 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0064 |
0.6% |
27% |
False |
False |
8,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1439 |
|
2.618 |
1.1342 |
|
1.618 |
1.1283 |
|
1.000 |
1.1246 |
|
0.618 |
1.1223 |
|
HIGH |
1.1187 |
|
0.618 |
1.1164 |
|
0.500 |
1.1157 |
|
0.382 |
1.1150 |
|
LOW |
1.1127 |
|
0.618 |
1.1090 |
|
1.000 |
1.1068 |
|
1.618 |
1.1031 |
|
2.618 |
1.0971 |
|
4.250 |
1.0874 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1159 |
1.1172 |
| PP |
1.1158 |
1.1168 |
| S1 |
1.1157 |
1.1164 |
|