CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1225 |
1.1233 |
0.0008 |
0.1% |
1.1291 |
| High |
1.1262 |
1.1251 |
-0.0011 |
-0.1% |
1.1291 |
| Low |
1.1210 |
1.1205 |
-0.0005 |
0.0% |
1.1210 |
| Close |
1.1232 |
1.1246 |
0.0014 |
0.1% |
1.1232 |
| Range |
0.0052 |
0.0047 |
-0.0006 |
-10.6% |
0.0081 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
32 |
46 |
14 |
43.8% |
95 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1356 |
1.1271 |
|
| R3 |
1.1327 |
1.1309 |
1.1258 |
|
| R2 |
1.1280 |
1.1280 |
1.1254 |
|
| R1 |
1.1263 |
1.1263 |
1.1250 |
1.1272 |
| PP |
1.1234 |
1.1234 |
1.1234 |
1.1238 |
| S1 |
1.1216 |
1.1216 |
1.1241 |
1.1225 |
| S2 |
1.1187 |
1.1187 |
1.1237 |
|
| S3 |
1.1141 |
1.1170 |
1.1233 |
|
| S4 |
1.1094 |
1.1123 |
1.1220 |
|
|
| 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 |
1.1274 |
1.1205 |
0.0069 |
0.6% |
0.0036 |
0.3% |
59% |
False |
True |
27 |
| 10 |
1.1314 |
1.1150 |
0.0164 |
1.5% |
0.0049 |
0.4% |
58% |
False |
False |
26 |
| 20 |
1.1418 |
1.1150 |
0.0268 |
2.4% |
0.0041 |
0.4% |
36% |
False |
False |
18 |
| 40 |
1.1418 |
1.1030 |
0.0388 |
3.5% |
0.0043 |
0.4% |
56% |
False |
False |
22 |
| 60 |
1.1674 |
1.1030 |
0.0644 |
5.7% |
0.0039 |
0.3% |
33% |
False |
False |
19 |
| 80 |
1.1929 |
1.1030 |
0.0899 |
8.0% |
0.0039 |
0.3% |
24% |
False |
False |
15 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0038 |
0.3% |
23% |
False |
False |
13 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0036 |
0.3% |
23% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1449 |
|
2.618 |
1.1373 |
|
1.618 |
1.1326 |
|
1.000 |
1.1298 |
|
0.618 |
1.1280 |
|
HIGH |
1.1251 |
|
0.618 |
1.1233 |
|
0.500 |
1.1228 |
|
0.382 |
1.1222 |
|
LOW |
1.1205 |
|
0.618 |
1.1176 |
|
1.000 |
1.1158 |
|
1.618 |
1.1129 |
|
2.618 |
1.1083 |
|
4.250 |
1.1007 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1240 |
1.1242 |
| PP |
1.1234 |
1.1239 |
| S1 |
1.1228 |
1.1236 |
|