CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1233 |
1.1240 |
0.0007 |
0.1% |
1.1291 |
| High |
1.1251 |
1.1411 |
0.0160 |
1.4% |
1.1291 |
| Low |
1.1205 |
1.1239 |
0.0035 |
0.3% |
1.1210 |
| Close |
1.1246 |
1.1408 |
0.0162 |
1.4% |
1.1232 |
| Range |
0.0047 |
0.0172 |
0.0126 |
269.9% |
0.0081 |
| ATR |
0.0052 |
0.0061 |
0.0009 |
16.4% |
0.0000 |
| Volume |
46 |
98 |
52 |
113.0% |
95 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1869 |
1.1810 |
1.1502 |
|
| R3 |
1.1697 |
1.1638 |
1.1455 |
|
| R2 |
1.1525 |
1.1525 |
1.1439 |
|
| R1 |
1.1466 |
1.1466 |
1.1423 |
1.1495 |
| PP |
1.1353 |
1.1353 |
1.1353 |
1.1367 |
| S1 |
1.1294 |
1.1294 |
1.1392 |
1.1323 |
| S2 |
1.1181 |
1.1181 |
1.1376 |
|
| S3 |
1.1009 |
1.1122 |
1.1360 |
|
| S4 |
1.0837 |
1.0950 |
1.1313 |
|
|
| 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 |
1.1411 |
1.1205 |
0.0207 |
1.8% |
0.0070 |
0.6% |
98% |
True |
False |
44 |
| 10 |
1.1411 |
1.1150 |
0.0261 |
2.3% |
0.0056 |
0.5% |
99% |
True |
False |
28 |
| 20 |
1.1418 |
1.1150 |
0.0268 |
2.3% |
0.0048 |
0.4% |
96% |
False |
False |
23 |
| 40 |
1.1418 |
1.1030 |
0.0388 |
3.4% |
0.0047 |
0.4% |
97% |
False |
False |
18 |
| 60 |
1.1674 |
1.1030 |
0.0644 |
5.6% |
0.0041 |
0.4% |
59% |
False |
False |
20 |
| 80 |
1.1929 |
1.1030 |
0.0899 |
7.9% |
0.0040 |
0.4% |
42% |
False |
False |
17 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0039 |
0.3% |
40% |
False |
False |
14 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0037 |
0.3% |
40% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2142 |
|
2.618 |
1.1861 |
|
1.618 |
1.1689 |
|
1.000 |
1.1583 |
|
0.618 |
1.1517 |
|
HIGH |
1.1411 |
|
0.618 |
1.1345 |
|
0.500 |
1.1325 |
|
0.382 |
1.1305 |
|
LOW |
1.1239 |
|
0.618 |
1.1133 |
|
1.000 |
1.1067 |
|
1.618 |
1.0961 |
|
2.618 |
1.0789 |
|
4.250 |
1.0508 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1380 |
1.1374 |
| PP |
1.1353 |
1.1341 |
| S1 |
1.1325 |
1.1308 |
|