CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1240 |
1.1415 |
0.0176 |
1.6% |
1.1291 |
| High |
1.1411 |
1.1422 |
0.0011 |
0.1% |
1.1291 |
| Low |
1.1239 |
1.1403 |
0.0164 |
1.5% |
1.1210 |
| Close |
1.1408 |
1.1413 |
0.0005 |
0.0% |
1.1232 |
| Range |
0.0172 |
0.0020 |
-0.0153 |
-88.7% |
0.0081 |
| ATR |
0.0061 |
0.0058 |
-0.0003 |
-4.9% |
0.0000 |
| Volume |
98 |
17 |
-81 |
-82.7% |
95 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1471 |
1.1461 |
1.1423 |
|
| R3 |
1.1451 |
1.1442 |
1.1418 |
|
| R2 |
1.1432 |
1.1432 |
1.1416 |
|
| R1 |
1.1422 |
1.1422 |
1.1414 |
1.1417 |
| PP |
1.1412 |
1.1412 |
1.1412 |
1.1410 |
| S1 |
1.1403 |
1.1403 |
1.1411 |
1.1398 |
| S2 |
1.1393 |
1.1393 |
1.1409 |
|
| S3 |
1.1373 |
1.1383 |
1.1407 |
|
| S4 |
1.1354 |
1.1364 |
1.1402 |
|
|
| 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 |
1.1422 |
1.1205 |
0.0218 |
1.9% |
0.0068 |
0.6% |
96% |
True |
False |
46 |
| 10 |
1.1422 |
1.1186 |
0.0236 |
2.1% |
0.0054 |
0.5% |
96% |
True |
False |
29 |
| 20 |
1.1422 |
1.1150 |
0.0272 |
2.4% |
0.0048 |
0.4% |
97% |
True |
False |
24 |
| 40 |
1.1422 |
1.1030 |
0.0392 |
3.4% |
0.0047 |
0.4% |
98% |
True |
False |
18 |
| 60 |
1.1674 |
1.1030 |
0.0644 |
5.6% |
0.0042 |
0.4% |
59% |
False |
False |
20 |
| 80 |
1.1929 |
1.1030 |
0.0899 |
7.9% |
0.0041 |
0.4% |
43% |
False |
False |
17 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0039 |
0.3% |
41% |
False |
False |
14 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0037 |
0.3% |
41% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1505 |
|
2.618 |
1.1473 |
|
1.618 |
1.1454 |
|
1.000 |
1.1442 |
|
0.618 |
1.1434 |
|
HIGH |
1.1422 |
|
0.618 |
1.1415 |
|
0.500 |
1.1412 |
|
0.382 |
1.1410 |
|
LOW |
1.1403 |
|
0.618 |
1.1390 |
|
1.000 |
1.1383 |
|
1.618 |
1.1371 |
|
2.618 |
1.1351 |
|
4.250 |
1.1320 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1412 |
1.1379 |
| PP |
1.1412 |
1.1346 |
| S1 |
1.1412 |
1.1313 |
|