CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1461 |
1.1479 |
0.0019 |
0.2% |
1.1430 |
| High |
1.1489 |
1.1509 |
0.0020 |
0.2% |
1.1489 |
| Low |
1.1442 |
1.1470 |
0.0028 |
0.2% |
1.1417 |
| Close |
1.1485 |
1.1500 |
0.0015 |
0.1% |
1.1485 |
| Range |
0.0047 |
0.0039 |
-0.0008 |
-17.0% |
0.0072 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
111 |
149 |
38 |
34.2% |
225 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1610 |
1.1594 |
1.1521 |
|
| R3 |
1.1571 |
1.1555 |
1.1511 |
|
| R2 |
1.1532 |
1.1532 |
1.1507 |
|
| R1 |
1.1516 |
1.1516 |
1.1504 |
1.1524 |
| PP |
1.1493 |
1.1493 |
1.1493 |
1.1497 |
| S1 |
1.1477 |
1.1477 |
1.1496 |
1.1485 |
| S2 |
1.1454 |
1.1454 |
1.1493 |
|
| S3 |
1.1415 |
1.1438 |
1.1489 |
|
| S4 |
1.1376 |
1.1399 |
1.1479 |
|
|
| 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 |
1.1509 |
1.1417 |
0.0092 |
0.8% |
0.0039 |
0.3% |
90% |
True |
False |
74 |
| 10 |
1.1509 |
1.1205 |
0.0305 |
2.6% |
0.0053 |
0.5% |
97% |
True |
False |
62 |
| 20 |
1.1509 |
1.1150 |
0.0359 |
3.1% |
0.0050 |
0.4% |
97% |
True |
False |
43 |
| 40 |
1.1509 |
1.1030 |
0.0479 |
4.2% |
0.0045 |
0.4% |
98% |
True |
False |
27 |
| 60 |
1.1614 |
1.1030 |
0.0584 |
5.1% |
0.0044 |
0.4% |
80% |
False |
False |
28 |
| 80 |
1.1769 |
1.1030 |
0.0739 |
6.4% |
0.0040 |
0.4% |
64% |
False |
False |
22 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0040 |
0.4% |
50% |
False |
False |
19 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0038 |
0.3% |
50% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1675 |
|
2.618 |
1.1611 |
|
1.618 |
1.1572 |
|
1.000 |
1.1548 |
|
0.618 |
1.1533 |
|
HIGH |
1.1509 |
|
0.618 |
1.1494 |
|
0.500 |
1.1490 |
|
0.382 |
1.1485 |
|
LOW |
1.1470 |
|
0.618 |
1.1446 |
|
1.000 |
1.1431 |
|
1.618 |
1.1407 |
|
2.618 |
1.1368 |
|
4.250 |
1.1304 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1497 |
1.1488 |
| PP |
1.1493 |
1.1475 |
| S1 |
1.1490 |
1.1463 |
|