CME Swiss Franc Future December 2023
| 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 |
1.1288 |
1.1329 |
0.0041 |
0.4% |
1.1124 |
| High |
1.1331 |
1.1363 |
0.0032 |
0.3% |
1.1335 |
| Low |
1.1278 |
1.1313 |
0.0035 |
0.3% |
1.1087 |
| Close |
1.1327 |
1.1341 |
0.0014 |
0.1% |
1.1327 |
| Range |
0.0053 |
0.0050 |
-0.0003 |
-4.8% |
0.0249 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
24,455 |
20,606 |
-3,849 |
-15.7% |
115,933 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1465 |
1.1368 |
|
| R3 |
1.1439 |
1.1415 |
1.1354 |
|
| R2 |
1.1389 |
1.1389 |
1.1350 |
|
| R1 |
1.1365 |
1.1365 |
1.1345 |
1.1377 |
| PP |
1.1339 |
1.1339 |
1.1339 |
1.1345 |
| S1 |
1.1315 |
1.1315 |
1.1336 |
1.1327 |
| S2 |
1.1289 |
1.1289 |
1.1331 |
|
| S3 |
1.1239 |
1.1265 |
1.1327 |
|
| S4 |
1.1189 |
1.1215 |
1.1313 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1995 |
1.1909 |
1.1463 |
|
| R3 |
1.1746 |
1.1661 |
1.1395 |
|
| R2 |
1.1498 |
1.1498 |
1.1372 |
|
| R1 |
1.1412 |
1.1412 |
1.1349 |
1.1455 |
| PP |
1.1249 |
1.1249 |
1.1249 |
1.1271 |
| S1 |
1.1164 |
1.1164 |
1.1304 |
1.1207 |
| S2 |
1.1001 |
1.1001 |
1.1281 |
|
| S3 |
1.0752 |
1.0915 |
1.1258 |
|
| S4 |
1.0504 |
1.0667 |
1.1190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1363 |
1.1112 |
0.0251 |
2.2% |
0.0083 |
0.7% |
91% |
True |
False |
24,327 |
| 10 |
1.1363 |
1.1087 |
0.0276 |
2.4% |
0.0069 |
0.6% |
92% |
True |
False |
19,425 |
| 20 |
1.1363 |
1.1028 |
0.0335 |
2.9% |
0.0072 |
0.6% |
93% |
True |
False |
20,725 |
| 40 |
1.1363 |
1.0904 |
0.0459 |
4.0% |
0.0077 |
0.7% |
95% |
True |
False |
21,977 |
| 60 |
1.1570 |
1.0904 |
0.0667 |
5.9% |
0.0073 |
0.6% |
66% |
False |
False |
18,716 |
| 80 |
1.1671 |
1.0904 |
0.0768 |
6.8% |
0.0069 |
0.6% |
57% |
False |
False |
14,048 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0071 |
0.6% |
46% |
False |
False |
11,258 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0067 |
0.6% |
46% |
False |
False |
9,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1575 |
|
2.618 |
1.1493 |
|
1.618 |
1.1443 |
|
1.000 |
1.1413 |
|
0.618 |
1.1393 |
|
HIGH |
1.1363 |
|
0.618 |
1.1343 |
|
0.500 |
1.1338 |
|
0.382 |
1.1332 |
|
LOW |
1.1313 |
|
0.618 |
1.1282 |
|
1.000 |
1.1263 |
|
1.618 |
1.1232 |
|
2.618 |
1.1182 |
|
4.250 |
1.1100 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1340 |
1.1333 |
| PP |
1.1339 |
1.1325 |
| S1 |
1.1338 |
1.1317 |
|