CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1329 |
1.1333 |
0.0005 |
0.0% |
1.1124 |
| High |
1.1363 |
1.1369 |
0.0007 |
0.1% |
1.1335 |
| Low |
1.1313 |
1.1332 |
0.0020 |
0.2% |
1.1087 |
| Close |
1.1341 |
1.1346 |
0.0006 |
0.0% |
1.1327 |
| Range |
0.0050 |
0.0037 |
-0.0013 |
-26.0% |
0.0249 |
| ATR |
0.0073 |
0.0071 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
20,606 |
14,476 |
-6,130 |
-29.7% |
115,933 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1460 |
1.1440 |
1.1366 |
|
| R3 |
1.1423 |
1.1403 |
1.1356 |
|
| R2 |
1.1386 |
1.1386 |
1.1353 |
|
| R1 |
1.1366 |
1.1366 |
1.1349 |
1.1376 |
| PP |
1.1349 |
1.1349 |
1.1349 |
1.1354 |
| S1 |
1.1329 |
1.1329 |
1.1343 |
1.1339 |
| S2 |
1.1312 |
1.1312 |
1.1339 |
|
| S3 |
1.1275 |
1.1292 |
1.1336 |
|
| S4 |
1.1238 |
1.1255 |
1.1326 |
|
|
| 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 |
1.1369 |
1.1271 |
0.0098 |
0.9% |
0.0052 |
0.5% |
77% |
True |
False |
20,914 |
| 10 |
1.1369 |
1.1087 |
0.0283 |
2.5% |
0.0069 |
0.6% |
92% |
True |
False |
19,455 |
| 20 |
1.1369 |
1.1028 |
0.0341 |
3.0% |
0.0070 |
0.6% |
93% |
True |
False |
20,464 |
| 40 |
1.1369 |
1.0904 |
0.0466 |
4.1% |
0.0077 |
0.7% |
95% |
True |
False |
21,828 |
| 60 |
1.1570 |
1.0904 |
0.0667 |
5.9% |
0.0073 |
0.6% |
66% |
False |
False |
18,957 |
| 80 |
1.1660 |
1.0904 |
0.0757 |
6.7% |
0.0069 |
0.6% |
58% |
False |
False |
14,229 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0070 |
0.6% |
46% |
False |
False |
11,403 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0067 |
0.6% |
46% |
False |
False |
9,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1526 |
|
2.618 |
1.1466 |
|
1.618 |
1.1429 |
|
1.000 |
1.1406 |
|
0.618 |
1.1392 |
|
HIGH |
1.1369 |
|
0.618 |
1.1355 |
|
0.500 |
1.1351 |
|
0.382 |
1.1346 |
|
LOW |
1.1332 |
|
0.618 |
1.1309 |
|
1.000 |
1.1295 |
|
1.618 |
1.1272 |
|
2.618 |
1.1235 |
|
4.250 |
1.1175 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1351 |
1.1339 |
| PP |
1.1349 |
1.1331 |
| S1 |
1.1348 |
1.1324 |
|