CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1385 |
1.1415 |
0.0030 |
0.3% |
1.1329 |
| High |
1.1438 |
1.1490 |
0.0052 |
0.5% |
1.1376 |
| Low |
1.1363 |
1.1408 |
0.0045 |
0.4% |
1.1298 |
| Close |
1.1418 |
1.1478 |
0.0061 |
0.5% |
1.1371 |
| Range |
0.0075 |
0.0083 |
0.0008 |
10.0% |
0.0079 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.6% |
0.0000 |
| Volume |
20,978 |
20,282 |
-696 |
-3.3% |
76,294 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1706 |
1.1675 |
1.1523 |
|
| R3 |
1.1624 |
1.1592 |
1.1501 |
|
| R2 |
1.1541 |
1.1541 |
1.1493 |
|
| R1 |
1.1510 |
1.1510 |
1.1486 |
1.1525 |
| PP |
1.1459 |
1.1459 |
1.1459 |
1.1466 |
| S1 |
1.1427 |
1.1427 |
1.1470 |
1.1443 |
| S2 |
1.1376 |
1.1376 |
1.1463 |
|
| S3 |
1.1294 |
1.1345 |
1.1455 |
|
| S4 |
1.1211 |
1.1262 |
1.1433 |
|
|
| 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 |
1.1490 |
1.1298 |
0.0193 |
1.7% |
0.0064 |
0.6% |
94% |
True |
False |
19,310 |
| 10 |
1.1490 |
1.1271 |
0.0219 |
1.9% |
0.0058 |
0.5% |
95% |
True |
False |
20,112 |
| 20 |
1.1490 |
1.1028 |
0.0462 |
4.0% |
0.0068 |
0.6% |
97% |
True |
False |
19,357 |
| 40 |
1.1490 |
1.0918 |
0.0573 |
5.0% |
0.0074 |
0.6% |
98% |
True |
False |
20,901 |
| 60 |
1.1490 |
1.0904 |
0.0587 |
5.1% |
0.0071 |
0.6% |
98% |
True |
False |
20,547 |
| 80 |
1.1660 |
1.0904 |
0.0757 |
6.6% |
0.0069 |
0.6% |
76% |
False |
False |
15,432 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.3% |
0.0071 |
0.6% |
60% |
False |
False |
12,368 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.3% |
0.0068 |
0.6% |
60% |
False |
False |
10,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1841 |
|
2.618 |
1.1706 |
|
1.618 |
1.1623 |
|
1.000 |
1.1573 |
|
0.618 |
1.1541 |
|
HIGH |
1.1490 |
|
0.618 |
1.1458 |
|
0.500 |
1.1449 |
|
0.382 |
1.1439 |
|
LOW |
1.1408 |
|
0.618 |
1.1357 |
|
1.000 |
1.1325 |
|
1.618 |
1.1274 |
|
2.618 |
1.1192 |
|
4.250 |
1.1057 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1468 |
1.1459 |
| PP |
1.1459 |
1.1440 |
| S1 |
1.1449 |
1.1421 |
|