CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1289 |
1.1306 |
0.0017 |
0.2% |
1.1173 |
| High |
1.1335 |
1.1329 |
-0.0006 |
-0.1% |
1.1218 |
| Low |
1.1271 |
1.1271 |
0.0000 |
0.0% |
1.1096 |
| Close |
1.1298 |
1.1290 |
-0.0008 |
-0.1% |
1.1120 |
| Range |
0.0064 |
0.0058 |
-0.0006 |
-9.4% |
0.0122 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
26,683 |
18,353 |
-8,330 |
-31.2% |
71,689 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1471 |
1.1438 |
1.1321 |
|
| R3 |
1.1413 |
1.1380 |
1.1305 |
|
| R2 |
1.1355 |
1.1355 |
1.1300 |
|
| R1 |
1.1322 |
1.1322 |
1.1295 |
1.1309 |
| PP |
1.1297 |
1.1297 |
1.1297 |
1.1290 |
| S1 |
1.1264 |
1.1264 |
1.1284 |
1.1251 |
| S2 |
1.1239 |
1.1239 |
1.1279 |
|
| S3 |
1.1181 |
1.1206 |
1.1274 |
|
| S4 |
1.1123 |
1.1148 |
1.1258 |
|
|
| 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 |
1.1335 |
1.1087 |
0.0249 |
2.2% |
0.0085 |
0.7% |
82% |
False |
False |
20,959 |
| 10 |
1.1335 |
1.1070 |
0.0265 |
2.3% |
0.0077 |
0.7% |
83% |
False |
False |
18,718 |
| 20 |
1.1335 |
1.1028 |
0.0307 |
2.7% |
0.0072 |
0.6% |
85% |
False |
False |
20,945 |
| 40 |
1.1335 |
1.0904 |
0.0432 |
3.8% |
0.0078 |
0.7% |
89% |
False |
False |
21,903 |
| 60 |
1.1570 |
1.0904 |
0.0667 |
5.9% |
0.0074 |
0.7% |
58% |
False |
False |
17,967 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0071 |
0.6% |
40% |
False |
False |
13,491 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0070 |
0.6% |
40% |
False |
False |
10,808 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0067 |
0.6% |
40% |
False |
False |
9,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1576 |
|
2.618 |
1.1481 |
|
1.618 |
1.1423 |
|
1.000 |
1.1387 |
|
0.618 |
1.1365 |
|
HIGH |
1.1329 |
|
0.618 |
1.1307 |
|
0.500 |
1.1300 |
|
0.382 |
1.1293 |
|
LOW |
1.1271 |
|
0.618 |
1.1235 |
|
1.000 |
1.1213 |
|
1.618 |
1.1177 |
|
2.618 |
1.1119 |
|
4.250 |
1.1025 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1300 |
1.1268 |
| PP |
1.1297 |
1.1246 |
| S1 |
1.1293 |
1.1224 |
|