CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1479 |
1.1500 |
0.0021 |
0.2% |
1.1430 |
| High |
1.1509 |
1.1554 |
0.0045 |
0.4% |
1.1489 |
| Low |
1.1470 |
1.1477 |
0.0007 |
0.1% |
1.1417 |
| Close |
1.1500 |
1.1533 |
0.0033 |
0.3% |
1.1485 |
| Range |
0.0039 |
0.0077 |
0.0038 |
96.2% |
0.0072 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
3.5% |
0.0000 |
| Volume |
149 |
321 |
172 |
115.4% |
225 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1751 |
1.1718 |
1.1575 |
|
| R3 |
1.1674 |
1.1642 |
1.1554 |
|
| R2 |
1.1598 |
1.1598 |
1.1547 |
|
| R1 |
1.1565 |
1.1565 |
1.1540 |
1.1581 |
| PP |
1.1521 |
1.1521 |
1.1521 |
1.1529 |
| S1 |
1.1489 |
1.1489 |
1.1525 |
1.1505 |
| S2 |
1.1445 |
1.1445 |
1.1518 |
|
| S3 |
1.1368 |
1.1412 |
1.1511 |
|
| S4 |
1.1292 |
1.1336 |
1.1490 |
|
|
| 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 |
1.1554 |
1.1417 |
0.0137 |
1.2% |
0.0046 |
0.4% |
85% |
True |
False |
121 |
| 10 |
1.1554 |
1.1239 |
0.0315 |
2.7% |
0.0056 |
0.5% |
93% |
True |
False |
90 |
| 20 |
1.1554 |
1.1150 |
0.0404 |
3.5% |
0.0052 |
0.5% |
95% |
True |
False |
58 |
| 40 |
1.1554 |
1.1030 |
0.0524 |
4.5% |
0.0045 |
0.4% |
96% |
True |
False |
35 |
| 60 |
1.1564 |
1.1030 |
0.0534 |
4.6% |
0.0044 |
0.4% |
94% |
False |
False |
33 |
| 80 |
1.1750 |
1.1030 |
0.0720 |
6.2% |
0.0040 |
0.3% |
70% |
False |
False |
26 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0040 |
0.3% |
53% |
False |
False |
22 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0039 |
0.3% |
53% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1879 |
|
2.618 |
1.1754 |
|
1.618 |
1.1677 |
|
1.000 |
1.1630 |
|
0.618 |
1.1601 |
|
HIGH |
1.1554 |
|
0.618 |
1.1524 |
|
0.500 |
1.1515 |
|
0.382 |
1.1506 |
|
LOW |
1.1477 |
|
0.618 |
1.1430 |
|
1.000 |
1.1401 |
|
1.618 |
1.1353 |
|
2.618 |
1.1277 |
|
4.250 |
1.1152 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1527 |
1.1521 |
| PP |
1.1521 |
1.1509 |
| S1 |
1.1515 |
1.1498 |
|