CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1166 |
1.1116 |
-0.0050 |
-0.4% |
1.1173 |
| High |
1.1170 |
1.1150 |
-0.0020 |
-0.2% |
1.1218 |
| Low |
1.1104 |
1.1096 |
-0.0008 |
-0.1% |
1.1096 |
| Close |
1.1111 |
1.1120 |
0.0009 |
0.1% |
1.1120 |
| Range |
0.0066 |
0.0054 |
-0.0012 |
-18.2% |
0.0122 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
16,579 |
13,320 |
-3,259 |
-19.7% |
71,689 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1284 |
1.1256 |
1.1149 |
|
| R3 |
1.1230 |
1.1202 |
1.1134 |
|
| R2 |
1.1176 |
1.1176 |
1.1129 |
|
| R1 |
1.1148 |
1.1148 |
1.1124 |
1.1162 |
| PP |
1.1122 |
1.1122 |
1.1122 |
1.1129 |
| S1 |
1.1094 |
1.1094 |
1.1115 |
1.1108 |
| S2 |
1.1068 |
1.1068 |
1.1110 |
|
| S3 |
1.1014 |
1.1040 |
1.1105 |
|
| S4 |
1.0960 |
1.0986 |
1.1090 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1510 |
1.1437 |
1.1187 |
|
| R3 |
1.1388 |
1.1315 |
1.1153 |
|
| R2 |
1.1266 |
1.1266 |
1.1142 |
|
| R1 |
1.1193 |
1.1193 |
1.1131 |
1.1169 |
| PP |
1.1144 |
1.1144 |
1.1144 |
1.1132 |
| S1 |
1.1071 |
1.1071 |
1.1108 |
1.1047 |
| S2 |
1.1022 |
1.1022 |
1.1097 |
|
| S3 |
1.0900 |
1.0949 |
1.1086 |
|
| S4 |
1.0778 |
1.0827 |
1.1052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1218 |
1.1096 |
0.0122 |
1.1% |
0.0054 |
0.5% |
20% |
False |
True |
14,337 |
| 10 |
1.1218 |
1.1028 |
0.0190 |
1.7% |
0.0071 |
0.6% |
48% |
False |
False |
18,703 |
| 20 |
1.1316 |
1.1028 |
0.0288 |
2.6% |
0.0069 |
0.6% |
32% |
False |
False |
20,951 |
| 40 |
1.1316 |
1.0904 |
0.0413 |
3.7% |
0.0075 |
0.7% |
52% |
False |
False |
22,114 |
| 60 |
1.1570 |
1.0904 |
0.0667 |
6.0% |
0.0071 |
0.6% |
32% |
False |
False |
16,446 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0069 |
0.6% |
23% |
False |
False |
12,355 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
23% |
False |
False |
9,899 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0064 |
0.6% |
23% |
False |
False |
8,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1379 |
|
2.618 |
1.1291 |
|
1.618 |
1.1237 |
|
1.000 |
1.1204 |
|
0.618 |
1.1183 |
|
HIGH |
1.1150 |
|
0.618 |
1.1129 |
|
0.500 |
1.1123 |
|
0.382 |
1.1116 |
|
LOW |
1.1096 |
|
0.618 |
1.1062 |
|
1.000 |
1.1042 |
|
1.618 |
1.1008 |
|
2.618 |
1.0954 |
|
4.250 |
1.0866 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1123 |
1.1141 |
| PP |
1.1122 |
1.1134 |
| S1 |
1.1121 |
1.1127 |
|