CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 22-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1333 |
1.1348 |
0.0015 |
0.1% |
1.1124 |
| High |
1.1369 |
1.1368 |
-0.0001 |
0.0% |
1.1335 |
| Low |
1.1332 |
1.1298 |
-0.0035 |
-0.3% |
1.1087 |
| Close |
1.1346 |
1.1343 |
-0.0004 |
0.0% |
1.1327 |
| Range |
0.0037 |
0.0071 |
0.0034 |
90.5% |
0.0249 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.0% |
0.0000 |
| Volume |
14,476 |
21,066 |
6,590 |
45.5% |
115,933 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1548 |
1.1516 |
1.1381 |
|
| R3 |
1.1477 |
1.1445 |
1.1362 |
|
| R2 |
1.1407 |
1.1407 |
1.1355 |
|
| R1 |
1.1375 |
1.1375 |
1.1349 |
1.1355 |
| PP |
1.1336 |
1.1336 |
1.1336 |
1.1326 |
| S1 |
1.1304 |
1.1304 |
1.1336 |
1.1285 |
| S2 |
1.1266 |
1.1266 |
1.1330 |
|
| S3 |
1.1195 |
1.1234 |
1.1323 |
|
| S4 |
1.1125 |
1.1163 |
1.1304 |
|
|
| 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 |
1.1369 |
1.1271 |
0.0098 |
0.9% |
0.0054 |
0.5% |
73% |
False |
False |
19,791 |
| 10 |
1.1369 |
1.1087 |
0.0283 |
2.5% |
0.0070 |
0.6% |
91% |
False |
False |
20,198 |
| 20 |
1.1369 |
1.1028 |
0.0341 |
3.0% |
0.0070 |
0.6% |
92% |
False |
False |
20,507 |
| 40 |
1.1369 |
1.0904 |
0.0466 |
4.1% |
0.0076 |
0.7% |
94% |
False |
False |
21,687 |
| 60 |
1.1570 |
1.0904 |
0.0667 |
5.9% |
0.0072 |
0.6% |
66% |
False |
False |
19,307 |
| 80 |
1.1660 |
1.0904 |
0.0757 |
6.7% |
0.0069 |
0.6% |
58% |
False |
False |
14,489 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0071 |
0.6% |
46% |
False |
False |
11,613 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0068 |
0.6% |
46% |
False |
False |
9,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1668 |
|
2.618 |
1.1553 |
|
1.618 |
1.1482 |
|
1.000 |
1.1439 |
|
0.618 |
1.1412 |
|
HIGH |
1.1368 |
|
0.618 |
1.1341 |
|
0.500 |
1.1333 |
|
0.382 |
1.1324 |
|
LOW |
1.1298 |
|
0.618 |
1.1254 |
|
1.000 |
1.1227 |
|
1.618 |
1.1183 |
|
2.618 |
1.1113 |
|
4.250 |
1.0998 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1339 |
1.1339 |
| PP |
1.1336 |
1.1336 |
| S1 |
1.1333 |
1.1333 |
|