CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1550 |
1.1597 |
0.0048 |
0.4% |
1.1430 |
| High |
1.1600 |
1.1649 |
0.0049 |
0.4% |
1.1489 |
| Low |
1.1531 |
1.1542 |
0.0011 |
0.1% |
1.1417 |
| Close |
1.1593 |
1.1558 |
-0.0035 |
-0.3% |
1.1485 |
| Range |
0.0069 |
0.0108 |
0.0039 |
55.8% |
0.0072 |
| ATR |
0.0054 |
0.0058 |
0.0004 |
7.0% |
0.0000 |
| Volume |
129 |
464 |
335 |
259.7% |
225 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1905 |
1.1839 |
1.1617 |
|
| R3 |
1.1798 |
1.1732 |
1.1588 |
|
| R2 |
1.1690 |
1.1690 |
1.1578 |
|
| R1 |
1.1624 |
1.1624 |
1.1568 |
1.1604 |
| PP |
1.1583 |
1.1583 |
1.1583 |
1.1573 |
| S1 |
1.1517 |
1.1517 |
1.1548 |
1.1496 |
| S2 |
1.1475 |
1.1475 |
1.1538 |
|
| S3 |
1.1368 |
1.1409 |
1.1528 |
|
| S4 |
1.1260 |
1.1302 |
1.1499 |
|
|
| 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 |
1.1649 |
1.1442 |
0.0207 |
1.8% |
0.0068 |
0.6% |
56% |
True |
False |
234 |
| 10 |
1.1649 |
1.1392 |
0.0257 |
2.2% |
0.0054 |
0.5% |
65% |
True |
False |
138 |
| 20 |
1.1649 |
1.1186 |
0.0463 |
4.0% |
0.0054 |
0.5% |
80% |
True |
False |
83 |
| 40 |
1.1649 |
1.1101 |
0.0548 |
4.7% |
0.0048 |
0.4% |
83% |
True |
False |
49 |
| 60 |
1.1649 |
1.1030 |
0.0619 |
5.4% |
0.0045 |
0.4% |
85% |
True |
False |
43 |
| 80 |
1.1750 |
1.1030 |
0.0720 |
6.2% |
0.0042 |
0.4% |
73% |
False |
False |
33 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0041 |
0.4% |
56% |
False |
False |
27 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.1% |
0.0039 |
0.3% |
56% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2106 |
|
2.618 |
1.1930 |
|
1.618 |
1.1823 |
|
1.000 |
1.1757 |
|
0.618 |
1.1715 |
|
HIGH |
1.1649 |
|
0.618 |
1.1608 |
|
0.500 |
1.1595 |
|
0.382 |
1.1583 |
|
LOW |
1.1542 |
|
0.618 |
1.1475 |
|
1.000 |
1.1434 |
|
1.618 |
1.1368 |
|
2.618 |
1.1260 |
|
4.250 |
1.1085 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1595 |
1.1563 |
| PP |
1.1583 |
1.1561 |
| S1 |
1.1570 |
1.1560 |
|