CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1333 |
1.1343 |
0.0011 |
0.1% |
1.1400 |
| High |
1.1333 |
1.1371 |
0.0038 |
0.3% |
1.1400 |
| Low |
1.1333 |
1.1326 |
-0.0007 |
-0.1% |
1.1326 |
| Close |
1.1333 |
1.1343 |
0.0011 |
0.1% |
1.1343 |
| Range |
0.0000 |
0.0045 |
0.0045 |
|
0.0074 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1480 |
1.1456 |
1.1367 |
|
| R3 |
1.1436 |
1.1412 |
1.1355 |
|
| R2 |
1.1391 |
1.1391 |
1.1351 |
|
| R1 |
1.1367 |
1.1367 |
1.1347 |
1.1365 |
| PP |
1.1347 |
1.1347 |
1.1347 |
1.1346 |
| S1 |
1.1323 |
1.1323 |
1.1339 |
1.1321 |
| S2 |
1.1302 |
1.1302 |
1.1335 |
|
| S3 |
1.1258 |
1.1278 |
1.1331 |
|
| S4 |
1.1213 |
1.1234 |
1.1319 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1578 |
1.1535 |
1.1384 |
|
| R3 |
1.1504 |
1.1461 |
1.1363 |
|
| R2 |
1.1430 |
1.1430 |
1.1357 |
|
| R1 |
1.1387 |
1.1387 |
1.1350 |
1.1372 |
| PP |
1.1356 |
1.1356 |
1.1356 |
1.1349 |
| S1 |
1.1313 |
1.1313 |
1.1336 |
1.1298 |
| S2 |
1.1282 |
1.1282 |
1.1329 |
|
| S3 |
1.1208 |
1.1239 |
1.1323 |
|
| S4 |
1.1134 |
1.1165 |
1.1302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1400 |
1.1326 |
0.0074 |
0.7% |
0.0009 |
0.1% |
23% |
False |
True |
|
| 10 |
1.1423 |
1.1270 |
0.0154 |
1.4% |
0.0020 |
0.2% |
48% |
False |
False |
|
| 20 |
1.1529 |
1.1270 |
0.0260 |
2.3% |
0.0025 |
0.2% |
28% |
False |
False |
|
| 40 |
1.1529 |
1.1145 |
0.0385 |
3.4% |
0.0029 |
0.3% |
52% |
False |
False |
1 |
| 60 |
1.1790 |
1.1145 |
0.0646 |
5.7% |
0.0027 |
0.2% |
31% |
False |
False |
1 |
| 80 |
1.2035 |
1.1145 |
0.0890 |
7.8% |
0.0030 |
0.3% |
22% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1560 |
|
2.618 |
1.1487 |
|
1.618 |
1.1443 |
|
1.000 |
1.1415 |
|
0.618 |
1.1398 |
|
HIGH |
1.1371 |
|
0.618 |
1.1354 |
|
0.500 |
1.1348 |
|
0.382 |
1.1343 |
|
LOW |
1.1326 |
|
0.618 |
1.1298 |
|
1.000 |
1.1282 |
|
1.618 |
1.1254 |
|
2.618 |
1.1209 |
|
4.250 |
1.1137 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1348 |
1.1354 |
| PP |
1.1347 |
1.1351 |
| S1 |
1.1345 |
1.1347 |
|