CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1348 |
1.1344 |
-0.0004 |
0.0% |
1.1329 |
| High |
1.1368 |
1.1376 |
0.0008 |
0.1% |
1.1376 |
| Low |
1.1298 |
1.1327 |
0.0030 |
0.3% |
1.1298 |
| Close |
1.1343 |
1.1371 |
0.0028 |
0.2% |
1.1371 |
| Range |
0.0071 |
0.0049 |
-0.0022 |
-30.5% |
0.0079 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
21,066 |
20,146 |
-920 |
-4.4% |
76,294 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1505 |
1.1487 |
1.1397 |
|
| R3 |
1.1456 |
1.1438 |
1.1384 |
|
| R2 |
1.1407 |
1.1407 |
1.1379 |
|
| R1 |
1.1389 |
1.1389 |
1.1375 |
1.1398 |
| PP |
1.1358 |
1.1358 |
1.1358 |
1.1362 |
| S1 |
1.1340 |
1.1340 |
1.1366 |
1.1349 |
| S2 |
1.1309 |
1.1309 |
1.1362 |
|
| S3 |
1.1260 |
1.1291 |
1.1357 |
|
| S4 |
1.1211 |
1.1242 |
1.1344 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1584 |
1.1556 |
1.1414 |
|
| R3 |
1.1505 |
1.1477 |
1.1392 |
|
| R2 |
1.1427 |
1.1427 |
1.1385 |
|
| R1 |
1.1399 |
1.1399 |
1.1378 |
1.1413 |
| PP |
1.1348 |
1.1348 |
1.1348 |
1.1355 |
| S1 |
1.1320 |
1.1320 |
1.1363 |
1.1334 |
| S2 |
1.1270 |
1.1270 |
1.1356 |
|
| S3 |
1.1191 |
1.1242 |
1.1349 |
|
| S4 |
1.1113 |
1.1163 |
1.1327 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1376 |
1.1278 |
0.0098 |
0.9% |
0.0052 |
0.5% |
94% |
True |
False |
20,149 |
| 10 |
1.1376 |
1.1087 |
0.0290 |
2.5% |
0.0068 |
0.6% |
98% |
True |
False |
20,554 |
| 20 |
1.1376 |
1.1028 |
0.0348 |
3.1% |
0.0070 |
0.6% |
98% |
True |
False |
20,486 |
| 40 |
1.1376 |
1.0904 |
0.0473 |
4.2% |
0.0075 |
0.7% |
99% |
True |
False |
21,675 |
| 60 |
1.1529 |
1.0904 |
0.0625 |
5.5% |
0.0072 |
0.6% |
75% |
False |
False |
19,642 |
| 80 |
1.1660 |
1.0904 |
0.0757 |
6.7% |
0.0069 |
0.6% |
62% |
False |
False |
14,741 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0071 |
0.6% |
49% |
False |
False |
11,815 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.4% |
0.0068 |
0.6% |
49% |
False |
False |
9,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1584 |
|
2.618 |
1.1504 |
|
1.618 |
1.1455 |
|
1.000 |
1.1425 |
|
0.618 |
1.1406 |
|
HIGH |
1.1376 |
|
0.618 |
1.1357 |
|
0.500 |
1.1352 |
|
0.382 |
1.1346 |
|
LOW |
1.1327 |
|
0.618 |
1.1297 |
|
1.000 |
1.1278 |
|
1.618 |
1.1248 |
|
2.618 |
1.1199 |
|
4.250 |
1.1119 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1359 |
| PP |
1.1358 |
1.1348 |
| S1 |
1.1352 |
1.1337 |
|