CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1157 |
1.1166 |
0.0009 |
0.1% |
1.1148 |
| High |
1.1187 |
1.1170 |
-0.0017 |
-0.2% |
1.1204 |
| Low |
1.1127 |
1.1104 |
-0.0024 |
-0.2% |
1.1028 |
| Close |
1.1160 |
1.1111 |
-0.0049 |
-0.4% |
1.1186 |
| Range |
0.0060 |
0.0066 |
0.0007 |
10.9% |
0.0176 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
13,640 |
16,579 |
2,939 |
21.5% |
115,341 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1326 |
1.1284 |
1.1147 |
|
| R3 |
1.1260 |
1.1218 |
1.1129 |
|
| R2 |
1.1194 |
1.1194 |
1.1123 |
|
| R1 |
1.1152 |
1.1152 |
1.1117 |
1.1140 |
| PP |
1.1128 |
1.1128 |
1.1128 |
1.1122 |
| S1 |
1.1086 |
1.1086 |
1.1104 |
1.1074 |
| S2 |
1.1062 |
1.1062 |
1.1098 |
|
| S3 |
1.0996 |
1.1020 |
1.1092 |
|
| S4 |
1.0930 |
1.0954 |
1.1074 |
|
|
| 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 |
1.1070 |
0.0148 |
1.3% |
0.0070 |
0.6% |
27% |
False |
False |
16,478 |
| 10 |
1.1218 |
1.1028 |
0.0190 |
1.7% |
0.0072 |
0.6% |
44% |
False |
False |
20,418 |
| 20 |
1.1316 |
1.1028 |
0.0288 |
2.6% |
0.0071 |
0.6% |
29% |
False |
False |
21,436 |
| 40 |
1.1316 |
1.0904 |
0.0413 |
3.7% |
0.0075 |
0.7% |
50% |
False |
False |
22,307 |
| 60 |
1.1570 |
1.0904 |
0.0667 |
6.0% |
0.0071 |
0.6% |
31% |
False |
False |
16,224 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0070 |
0.6% |
22% |
False |
False |
12,195 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
22% |
False |
False |
9,765 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0064 |
0.6% |
22% |
False |
False |
8,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1450 |
|
2.618 |
1.1342 |
|
1.618 |
1.1276 |
|
1.000 |
1.1236 |
|
0.618 |
1.1210 |
|
HIGH |
1.1170 |
|
0.618 |
1.1144 |
|
0.500 |
1.1137 |
|
0.382 |
1.1129 |
|
LOW |
1.1104 |
|
0.618 |
1.1063 |
|
1.000 |
1.1038 |
|
1.618 |
1.0997 |
|
2.618 |
1.0931 |
|
4.250 |
1.0823 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1137 |
1.1145 |
| PP |
1.1128 |
1.1134 |
| S1 |
1.1119 |
1.1122 |
|