CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1262 |
1.1225 |
-0.0037 |
-0.3% |
1.1291 |
| High |
1.1268 |
1.1262 |
-0.0006 |
-0.1% |
1.1291 |
| Low |
1.1220 |
1.1210 |
-0.0011 |
-0.1% |
1.1210 |
| Close |
1.1223 |
1.1232 |
0.0009 |
0.1% |
1.1232 |
| Range |
0.0048 |
0.0052 |
0.0005 |
9.5% |
0.0081 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
37 |
32 |
-5 |
-13.5% |
95 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1390 |
1.1363 |
1.1261 |
|
| R3 |
1.1338 |
1.1311 |
1.1246 |
|
| R2 |
1.1286 |
1.1286 |
1.1242 |
|
| R1 |
1.1259 |
1.1259 |
1.1237 |
1.1273 |
| PP |
1.1234 |
1.1234 |
1.1234 |
1.1241 |
| S1 |
1.1207 |
1.1207 |
1.1227 |
1.1221 |
| S2 |
1.1182 |
1.1182 |
1.1222 |
|
| S3 |
1.1130 |
1.1155 |
1.1218 |
|
| S4 |
1.1078 |
1.1103 |
1.1203 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1487 |
1.1441 |
1.1277 |
|
| R3 |
1.1406 |
1.1360 |
1.1254 |
|
| R2 |
1.1325 |
1.1325 |
1.1247 |
|
| R1 |
1.1279 |
1.1279 |
1.1239 |
1.1261 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1235 |
| S1 |
1.1198 |
1.1198 |
1.1225 |
1.1180 |
| S2 |
1.1163 |
1.1163 |
1.1217 |
|
| S3 |
1.1082 |
1.1117 |
1.1210 |
|
| S4 |
1.1001 |
1.1036 |
1.1187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1291 |
1.1210 |
0.0081 |
0.7% |
0.0027 |
0.2% |
28% |
False |
True |
19 |
| 10 |
1.1314 |
1.1150 |
0.0164 |
1.5% |
0.0048 |
0.4% |
50% |
False |
False |
23 |
| 20 |
1.1418 |
1.1150 |
0.0268 |
2.4% |
0.0039 |
0.3% |
31% |
False |
False |
17 |
| 40 |
1.1418 |
1.1030 |
0.0388 |
3.5% |
0.0043 |
0.4% |
52% |
False |
False |
21 |
| 60 |
1.1674 |
1.1030 |
0.0644 |
5.7% |
0.0039 |
0.3% |
31% |
False |
False |
18 |
| 80 |
1.1929 |
1.1030 |
0.0899 |
8.0% |
0.0038 |
0.3% |
22% |
False |
False |
15 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0037 |
0.3% |
21% |
False |
False |
12 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0036 |
0.3% |
21% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1483 |
|
2.618 |
1.1398 |
|
1.618 |
1.1346 |
|
1.000 |
1.1314 |
|
0.618 |
1.1294 |
|
HIGH |
1.1262 |
|
0.618 |
1.1242 |
|
0.500 |
1.1236 |
|
0.382 |
1.1229 |
|
LOW |
1.1210 |
|
0.618 |
1.1177 |
|
1.000 |
1.1158 |
|
1.618 |
1.1125 |
|
2.618 |
1.1073 |
|
4.250 |
1.0989 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1236 |
1.1242 |
| PP |
1.1234 |
1.1238 |
| S1 |
1.1233 |
1.1235 |
|