CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1500 |
1.1550 |
0.0050 |
0.4% |
1.1430 |
| High |
1.1554 |
1.1600 |
0.0047 |
0.4% |
1.1489 |
| Low |
1.1477 |
1.1531 |
0.0054 |
0.5% |
1.1417 |
| Close |
1.1533 |
1.1593 |
0.0061 |
0.5% |
1.1485 |
| Range |
0.0077 |
0.0069 |
-0.0008 |
-9.8% |
0.0072 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.1% |
0.0000 |
| Volume |
321 |
129 |
-192 |
-59.8% |
225 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1782 |
1.1756 |
1.1631 |
|
| R3 |
1.1713 |
1.1687 |
1.1612 |
|
| R2 |
1.1644 |
1.1644 |
1.1606 |
|
| R1 |
1.1618 |
1.1618 |
1.1599 |
1.1631 |
| PP |
1.1575 |
1.1575 |
1.1575 |
1.1581 |
| S1 |
1.1549 |
1.1549 |
1.1587 |
1.1562 |
| S2 |
1.1506 |
1.1506 |
1.1580 |
|
| S3 |
1.1437 |
1.1480 |
1.1574 |
|
| S4 |
1.1368 |
1.1411 |
1.1555 |
|
|
| 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 |
1.1600 |
1.1417 |
0.0183 |
1.6% |
0.0055 |
0.5% |
96% |
True |
False |
146 |
| 10 |
1.1600 |
1.1392 |
0.0208 |
1.8% |
0.0046 |
0.4% |
97% |
True |
False |
93 |
| 20 |
1.1600 |
1.1150 |
0.0450 |
3.9% |
0.0051 |
0.4% |
98% |
True |
False |
60 |
| 40 |
1.1600 |
1.1101 |
0.0499 |
4.3% |
0.0046 |
0.4% |
99% |
True |
False |
37 |
| 60 |
1.1600 |
1.1030 |
0.0570 |
4.9% |
0.0044 |
0.4% |
99% |
True |
False |
35 |
| 80 |
1.1750 |
1.1030 |
0.0720 |
6.2% |
0.0041 |
0.4% |
78% |
False |
False |
27 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0040 |
0.3% |
60% |
False |
False |
23 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0039 |
0.3% |
60% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1893 |
|
2.618 |
1.1781 |
|
1.618 |
1.1712 |
|
1.000 |
1.1669 |
|
0.618 |
1.1643 |
|
HIGH |
1.1600 |
|
0.618 |
1.1574 |
|
0.500 |
1.1566 |
|
0.382 |
1.1557 |
|
LOW |
1.1531 |
|
0.618 |
1.1488 |
|
1.000 |
1.1462 |
|
1.618 |
1.1419 |
|
2.618 |
1.1350 |
|
4.250 |
1.1238 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1584 |
1.1574 |
| PP |
1.1575 |
1.1554 |
| S1 |
1.1566 |
1.1535 |
|