CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1306 |
1.1288 |
-0.0018 |
-0.2% |
1.1124 |
| High |
1.1329 |
1.1331 |
0.0002 |
0.0% |
1.1335 |
| Low |
1.1271 |
1.1278 |
0.0007 |
0.1% |
1.1087 |
| Close |
1.1290 |
1.1327 |
0.0037 |
0.3% |
1.1327 |
| Range |
0.0058 |
0.0053 |
-0.0006 |
-9.5% |
0.0249 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
18,353 |
24,455 |
6,102 |
33.2% |
115,933 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1450 |
1.1355 |
|
| R3 |
1.1417 |
1.1398 |
1.1341 |
|
| R2 |
1.1364 |
1.1364 |
1.1336 |
|
| R1 |
1.1345 |
1.1345 |
1.1331 |
1.1355 |
| PP |
1.1312 |
1.1312 |
1.1312 |
1.1316 |
| S1 |
1.1293 |
1.1293 |
1.1322 |
1.1302 |
| S2 |
1.1259 |
1.1259 |
1.1317 |
|
| S3 |
1.1207 |
1.1240 |
1.1312 |
|
| S4 |
1.1154 |
1.1188 |
1.1298 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1995 |
1.1909 |
1.1463 |
|
| R3 |
1.1746 |
1.1661 |
1.1395 |
|
| R2 |
1.1498 |
1.1498 |
1.1372 |
|
| R1 |
1.1412 |
1.1412 |
1.1349 |
1.1455 |
| PP |
1.1249 |
1.1249 |
1.1249 |
1.1271 |
| S1 |
1.1164 |
1.1164 |
1.1304 |
1.1207 |
| S2 |
1.1001 |
1.1001 |
1.1281 |
|
| S3 |
1.0752 |
1.0915 |
1.1258 |
|
| S4 |
1.0504 |
1.0667 |
1.1190 |
|
|
| 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% |
0.0084 |
0.7% |
97% |
False |
False |
23,186 |
| 10 |
1.1335 |
1.1087 |
0.0249 |
2.2% |
0.0069 |
0.6% |
97% |
False |
False |
18,762 |
| 20 |
1.1335 |
1.1028 |
0.0307 |
2.7% |
0.0073 |
0.6% |
97% |
False |
False |
20,868 |
| 40 |
1.1335 |
1.0904 |
0.0432 |
3.8% |
0.0078 |
0.7% |
98% |
False |
False |
21,945 |
| 60 |
1.1570 |
1.0904 |
0.0667 |
5.9% |
0.0073 |
0.6% |
63% |
False |
False |
18,373 |
| 80 |
1.1717 |
1.0904 |
0.0814 |
7.2% |
0.0069 |
0.6% |
52% |
False |
False |
13,792 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0070 |
0.6% |
44% |
False |
False |
11,053 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0067 |
0.6% |
44% |
False |
False |
9,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1468 |
|
1.618 |
1.1415 |
|
1.000 |
1.1383 |
|
0.618 |
1.1363 |
|
HIGH |
1.1331 |
|
0.618 |
1.1310 |
|
0.500 |
1.1304 |
|
0.382 |
1.1298 |
|
LOW |
1.1278 |
|
0.618 |
1.1246 |
|
1.000 |
1.1226 |
|
1.618 |
1.1193 |
|
2.618 |
1.1141 |
|
4.250 |
1.1055 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1319 |
1.1319 |
| PP |
1.1312 |
1.1311 |
| S1 |
1.1304 |
1.1303 |
|