CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1419 |
1.1399 |
-0.0021 |
-0.2% |
1.1233 |
| High |
1.1436 |
1.1443 |
0.0007 |
0.1% |
1.1443 |
| Low |
1.1393 |
1.1392 |
-0.0001 |
0.0% |
1.1205 |
| Close |
1.1403 |
1.1441 |
0.0038 |
0.3% |
1.1441 |
| Range |
0.0043 |
0.0051 |
0.0008 |
17.4% |
0.0238 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
66 |
27 |
-39 |
-59.1% |
254 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1577 |
1.1559 |
1.1468 |
|
| R3 |
1.1526 |
1.1509 |
1.1454 |
|
| R2 |
1.1476 |
1.1476 |
1.1450 |
|
| R1 |
1.1458 |
1.1458 |
1.1445 |
1.1467 |
| PP |
1.1425 |
1.1425 |
1.1425 |
1.1429 |
| S1 |
1.1408 |
1.1408 |
1.1436 |
1.1416 |
| S2 |
1.1375 |
1.1375 |
1.1431 |
|
| S3 |
1.1324 |
1.1357 |
1.1427 |
|
| S4 |
1.1274 |
1.1307 |
1.1413 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2077 |
1.1997 |
1.1571 |
|
| R3 |
1.1839 |
1.1759 |
1.1506 |
|
| R2 |
1.1601 |
1.1601 |
1.1484 |
|
| R1 |
1.1521 |
1.1521 |
1.1462 |
1.1561 |
| PP |
1.1363 |
1.1363 |
1.1363 |
1.1383 |
| S1 |
1.1283 |
1.1283 |
1.1419 |
1.1323 |
| S2 |
1.1125 |
1.1125 |
1.1397 |
|
| S3 |
1.0887 |
1.1045 |
1.1375 |
|
| S4 |
1.0649 |
1.0807 |
1.1310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1443 |
1.1205 |
0.0238 |
2.1% |
0.0066 |
0.6% |
99% |
True |
False |
50 |
| 10 |
1.1443 |
1.1205 |
0.0238 |
2.1% |
0.0047 |
0.4% |
99% |
True |
False |
34 |
| 20 |
1.1443 |
1.1150 |
0.0293 |
2.6% |
0.0047 |
0.4% |
99% |
True |
False |
28 |
| 40 |
1.1443 |
1.1030 |
0.0413 |
3.6% |
0.0048 |
0.4% |
100% |
True |
False |
20 |
| 60 |
1.1640 |
1.1030 |
0.0610 |
5.3% |
0.0041 |
0.4% |
67% |
False |
False |
22 |
| 80 |
1.1832 |
1.1030 |
0.0802 |
7.0% |
0.0041 |
0.4% |
51% |
False |
False |
18 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0039 |
0.3% |
44% |
False |
False |
15 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0038 |
0.3% |
44% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1657 |
|
2.618 |
1.1575 |
|
1.618 |
1.1524 |
|
1.000 |
1.1493 |
|
0.618 |
1.1474 |
|
HIGH |
1.1443 |
|
0.618 |
1.1423 |
|
0.500 |
1.1417 |
|
0.382 |
1.1411 |
|
LOW |
1.1392 |
|
0.618 |
1.1361 |
|
1.000 |
1.1342 |
|
1.618 |
1.1310 |
|
2.618 |
1.1260 |
|
4.250 |
1.1177 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1433 |
1.1433 |
| PP |
1.1425 |
1.1425 |
| S1 |
1.1417 |
1.1417 |
|