CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 14-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1.1124 |
1.1130 |
0.0006 |
0.0% |
1.1173 |
High |
1.1143 |
1.1302 |
0.0159 |
1.4% |
1.1218 |
Low |
1.1087 |
1.1112 |
0.0026 |
0.2% |
1.1096 |
Close |
1.1132 |
1.1293 |
0.0161 |
1.4% |
1.1120 |
Range |
0.0057 |
0.0190 |
0.0134 |
236.3% |
0.0122 |
ATR |
0.0071 |
0.0079 |
0.0009 |
12.1% |
0.0000 |
Volume |
14,901 |
31,541 |
16,640 |
111.7% |
71,689 |
|
Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1806 |
1.1739 |
1.1397 |
|
R3 |
1.1616 |
1.1549 |
1.1345 |
|
R2 |
1.1426 |
1.1426 |
1.1327 |
|
R1 |
1.1359 |
1.1359 |
1.1310 |
1.1392 |
PP |
1.1236 |
1.1236 |
1.1236 |
1.1252 |
S1 |
1.1169 |
1.1169 |
1.1275 |
1.1202 |
S2 |
1.1046 |
1.1046 |
1.1258 |
|
S3 |
1.0856 |
1.0979 |
1.1240 |
|
S4 |
1.0666 |
1.0789 |
1.1188 |
|
|
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 |
1.1302 |
1.1087 |
0.0216 |
1.9% |
0.0085 |
0.8% |
96% |
True |
False |
17,996 |
10 |
1.1302 |
1.1028 |
0.0274 |
2.4% |
0.0078 |
0.7% |
97% |
True |
False |
18,602 |
20 |
1.1316 |
1.1028 |
0.0288 |
2.6% |
0.0075 |
0.7% |
92% |
False |
False |
21,292 |
40 |
1.1316 |
1.0904 |
0.0413 |
3.7% |
0.0079 |
0.7% |
94% |
False |
False |
22,435 |
60 |
1.1570 |
1.0904 |
0.0667 |
5.9% |
0.0073 |
0.6% |
58% |
False |
False |
17,217 |
80 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0071 |
0.6% |
41% |
False |
False |
12,931 |
100 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0070 |
0.6% |
41% |
False |
False |
10,363 |
120 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0066 |
0.6% |
41% |
False |
False |
8,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2110 |
2.618 |
1.1799 |
1.618 |
1.1609 |
1.000 |
1.1492 |
0.618 |
1.1419 |
HIGH |
1.1302 |
0.618 |
1.1229 |
0.500 |
1.1207 |
0.382 |
1.1185 |
LOW |
1.1112 |
0.618 |
1.0995 |
1.000 |
1.0922 |
1.618 |
1.0805 |
2.618 |
1.0615 |
4.250 |
1.0305 |
|
|
Fisher Pivots for day following 14-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1264 |
1.1260 |
PP |
1.1236 |
1.1227 |
S1 |
1.1207 |
1.1194 |
|