CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1459 |
1.1461 |
0.0002 |
0.0% |
1.1430 |
| High |
1.1459 |
1.1489 |
0.0031 |
0.3% |
1.1489 |
| Low |
1.1417 |
1.1442 |
0.0025 |
0.2% |
1.1417 |
| Close |
1.1457 |
1.1485 |
0.0028 |
0.2% |
1.1485 |
| Range |
0.0042 |
0.0047 |
0.0006 |
13.3% |
0.0072 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
21 |
111 |
90 |
428.6% |
225 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1613 |
1.1596 |
1.1511 |
|
| R3 |
1.1566 |
1.1549 |
1.1498 |
|
| R2 |
1.1519 |
1.1519 |
1.1494 |
|
| R1 |
1.1502 |
1.1502 |
1.1489 |
1.1511 |
| PP |
1.1472 |
1.1472 |
1.1472 |
1.1476 |
| S1 |
1.1455 |
1.1455 |
1.1481 |
1.1464 |
| S2 |
1.1425 |
1.1425 |
1.1476 |
|
| S3 |
1.1378 |
1.1408 |
1.1472 |
|
| S4 |
1.1331 |
1.1361 |
1.1459 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1680 |
1.1654 |
1.1525 |
|
| R3 |
1.1608 |
1.1582 |
1.1505 |
|
| R2 |
1.1536 |
1.1536 |
1.1498 |
|
| R1 |
1.1510 |
1.1510 |
1.1492 |
1.1523 |
| PP |
1.1464 |
1.1464 |
1.1464 |
1.1470 |
| S1 |
1.1438 |
1.1438 |
1.1478 |
1.1451 |
| S2 |
1.1392 |
1.1392 |
1.1472 |
|
| S3 |
1.1320 |
1.1366 |
1.1465 |
|
| S4 |
1.1248 |
1.1294 |
1.1445 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1489 |
1.1392 |
0.0097 |
0.8% |
0.0042 |
0.4% |
96% |
True |
False |
50 |
| 10 |
1.1489 |
1.1205 |
0.0285 |
2.5% |
0.0054 |
0.5% |
99% |
True |
False |
51 |
| 20 |
1.1489 |
1.1150 |
0.0339 |
3.0% |
0.0051 |
0.4% |
99% |
True |
False |
35 |
| 40 |
1.1489 |
1.1030 |
0.0459 |
4.0% |
0.0046 |
0.4% |
99% |
True |
False |
24 |
| 60 |
1.1614 |
1.1030 |
0.0584 |
5.1% |
0.0043 |
0.4% |
78% |
False |
False |
26 |
| 80 |
1.1769 |
1.1030 |
0.0739 |
6.4% |
0.0040 |
0.4% |
62% |
False |
False |
20 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0040 |
0.3% |
48% |
False |
False |
17 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0038 |
0.3% |
48% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1689 |
|
2.618 |
1.1612 |
|
1.618 |
1.1565 |
|
1.000 |
1.1536 |
|
0.618 |
1.1518 |
|
HIGH |
1.1489 |
|
0.618 |
1.1471 |
|
0.500 |
1.1466 |
|
0.382 |
1.1460 |
|
LOW |
1.1442 |
|
0.618 |
1.1413 |
|
1.000 |
1.1395 |
|
1.618 |
1.1366 |
|
2.618 |
1.1319 |
|
4.250 |
1.1242 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1479 |
1.1474 |
| PP |
1.1472 |
1.1464 |
| S1 |
1.1466 |
1.1453 |
|