CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1344 |
1.1370 |
0.0026 |
0.2% |
1.1329 |
| High |
1.1376 |
1.1396 |
0.0020 |
0.2% |
1.1376 |
| Low |
1.1327 |
1.1353 |
0.0026 |
0.2% |
1.1298 |
| Close |
1.1371 |
1.1386 |
0.0015 |
0.1% |
1.1371 |
| Range |
0.0049 |
0.0044 |
-0.0006 |
-11.2% |
0.0079 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
20,146 |
14,080 |
-6,066 |
-30.1% |
76,294 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1509 |
1.1491 |
1.1409 |
|
| R3 |
1.1465 |
1.1447 |
1.1397 |
|
| R2 |
1.1422 |
1.1422 |
1.1393 |
|
| R1 |
1.1404 |
1.1404 |
1.1389 |
1.1413 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1383 |
| S1 |
1.1360 |
1.1360 |
1.1382 |
1.1369 |
| S2 |
1.1335 |
1.1335 |
1.1378 |
|
| S3 |
1.1291 |
1.1317 |
1.1374 |
|
| S4 |
1.1248 |
1.1273 |
1.1362 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1584 |
1.1556 |
1.1414 |
|
| R3 |
1.1505 |
1.1477 |
1.1392 |
|
| R2 |
1.1427 |
1.1427 |
1.1385 |
|
| R1 |
1.1399 |
1.1399 |
1.1378 |
1.1413 |
| PP |
1.1348 |
1.1348 |
1.1348 |
1.1355 |
| S1 |
1.1320 |
1.1320 |
1.1363 |
1.1334 |
| S2 |
1.1270 |
1.1270 |
1.1356 |
|
| S3 |
1.1191 |
1.1242 |
1.1349 |
|
| S4 |
1.1113 |
1.1163 |
1.1327 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1396 |
1.1298 |
0.0099 |
0.9% |
0.0050 |
0.4% |
89% |
True |
False |
18,074 |
| 10 |
1.1396 |
1.1087 |
0.0310 |
2.7% |
0.0067 |
0.6% |
97% |
True |
False |
20,630 |
| 20 |
1.1396 |
1.1028 |
0.0368 |
3.2% |
0.0069 |
0.6% |
97% |
True |
False |
19,666 |
| 40 |
1.1396 |
1.0904 |
0.0493 |
4.3% |
0.0074 |
0.7% |
98% |
True |
False |
21,095 |
| 60 |
1.1497 |
1.0904 |
0.0594 |
5.2% |
0.0071 |
0.6% |
81% |
False |
False |
19,874 |
| 80 |
1.1660 |
1.0904 |
0.0757 |
6.6% |
0.0069 |
0.6% |
64% |
False |
False |
14,917 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0071 |
0.6% |
50% |
False |
False |
11,956 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0068 |
0.6% |
50% |
False |
False |
9,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1581 |
|
2.618 |
1.1510 |
|
1.618 |
1.1466 |
|
1.000 |
1.1440 |
|
0.618 |
1.1423 |
|
HIGH |
1.1396 |
|
0.618 |
1.1379 |
|
0.500 |
1.1374 |
|
0.382 |
1.1369 |
|
LOW |
1.1353 |
|
0.618 |
1.1326 |
|
1.000 |
1.1309 |
|
1.618 |
1.1282 |
|
2.618 |
1.1239 |
|
4.250 |
1.1168 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1382 |
1.1373 |
| PP |
1.1378 |
1.1360 |
| S1 |
1.1374 |
1.1347 |
|