CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 22-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1.1452 |
1.1459 |
0.0007 |
0.1% |
1.1233 |
High |
1.1479 |
1.1459 |
-0.0020 |
-0.2% |
1.1443 |
Low |
1.1452 |
1.1417 |
-0.0035 |
-0.3% |
1.1205 |
Close |
1.1460 |
1.1457 |
-0.0003 |
0.0% |
1.1441 |
Range |
0.0027 |
0.0042 |
0.0015 |
53.7% |
0.0238 |
ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
7 |
21 |
14 |
200.0% |
254 |
|
Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1569 |
1.1554 |
1.1480 |
|
R3 |
1.1527 |
1.1513 |
1.1468 |
|
R2 |
1.1486 |
1.1486 |
1.1465 |
|
R1 |
1.1471 |
1.1471 |
1.1461 |
1.1458 |
PP |
1.1444 |
1.1444 |
1.1444 |
1.1437 |
S1 |
1.1430 |
1.1430 |
1.1453 |
1.1416 |
S2 |
1.1403 |
1.1403 |
1.1449 |
|
S3 |
1.1361 |
1.1388 |
1.1446 |
|
S4 |
1.1320 |
1.1347 |
1.1434 |
|
|
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 |
1.1479 |
1.1392 |
0.0087 |
0.8% |
0.0041 |
0.4% |
75% |
False |
False |
41 |
10 |
1.1479 |
1.1205 |
0.0274 |
2.4% |
0.0054 |
0.5% |
92% |
False |
False |
43 |
20 |
1.1479 |
1.1150 |
0.0329 |
2.9% |
0.0051 |
0.4% |
93% |
False |
False |
31 |
40 |
1.1479 |
1.1030 |
0.0449 |
3.9% |
0.0046 |
0.4% |
95% |
False |
False |
22 |
60 |
1.1640 |
1.1030 |
0.0610 |
5.3% |
0.0043 |
0.4% |
70% |
False |
False |
24 |
80 |
1.1769 |
1.1030 |
0.0739 |
6.4% |
0.0041 |
0.4% |
58% |
False |
False |
19 |
100 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0039 |
0.3% |
45% |
False |
False |
16 |
120 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0038 |
0.3% |
45% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1635 |
2.618 |
1.1567 |
1.618 |
1.1526 |
1.000 |
1.1500 |
0.618 |
1.1484 |
HIGH |
1.1459 |
0.618 |
1.1443 |
0.500 |
1.1438 |
0.382 |
1.1433 |
LOW |
1.1417 |
0.618 |
1.1391 |
1.000 |
1.1376 |
1.618 |
1.1350 |
2.618 |
1.1308 |
4.250 |
1.1241 |
|
|
Fisher Pivots for day following 22-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1451 |
1.1454 |
PP |
1.1444 |
1.1451 |
S1 |
1.1438 |
1.1448 |
|