CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1343 |
1.1341 |
-0.0003 |
0.0% |
1.1400 |
| High |
1.1371 |
1.1357 |
-0.0014 |
-0.1% |
1.1400 |
| Low |
1.1326 |
1.1341 |
0.0015 |
0.1% |
1.1326 |
| Close |
1.1343 |
1.1357 |
0.0014 |
0.1% |
1.1343 |
| Range |
0.0045 |
0.0017 |
-0.0028 |
-62.9% |
0.0074 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
0 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1401 |
1.1396 |
1.1366 |
|
| R3 |
1.1385 |
1.1379 |
1.1362 |
|
| R2 |
1.1368 |
1.1368 |
1.1360 |
|
| R1 |
1.1363 |
1.1363 |
1.1359 |
1.1365 |
| PP |
1.1352 |
1.1352 |
1.1352 |
1.1353 |
| S1 |
1.1346 |
1.1346 |
1.1355 |
1.1349 |
| S2 |
1.1335 |
1.1335 |
1.1354 |
|
| S3 |
1.1319 |
1.1330 |
1.1352 |
|
| S4 |
1.1302 |
1.1313 |
1.1348 |
|
|
| 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 |
1.1383 |
1.1326 |
0.0057 |
0.5% |
0.0012 |
0.1% |
55% |
False |
False |
|
| 10 |
1.1423 |
1.1270 |
0.0154 |
1.4% |
0.0021 |
0.2% |
57% |
False |
False |
|
| 20 |
1.1529 |
1.1270 |
0.0260 |
2.3% |
0.0023 |
0.2% |
34% |
False |
False |
|
| 40 |
1.1529 |
1.1145 |
0.0385 |
3.4% |
0.0029 |
0.3% |
55% |
False |
False |
1 |
| 60 |
1.1790 |
1.1145 |
0.0646 |
5.7% |
0.0026 |
0.2% |
33% |
False |
False |
1 |
| 80 |
1.2035 |
1.1145 |
0.0890 |
7.8% |
0.0030 |
0.3% |
24% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1427 |
|
2.618 |
1.1400 |
|
1.618 |
1.1384 |
|
1.000 |
1.1374 |
|
0.618 |
1.1367 |
|
HIGH |
1.1357 |
|
0.618 |
1.1351 |
|
0.500 |
1.1349 |
|
0.382 |
1.1347 |
|
LOW |
1.1341 |
|
0.618 |
1.1330 |
|
1.000 |
1.1324 |
|
1.618 |
1.1314 |
|
2.618 |
1.1297 |
|
4.250 |
1.1270 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1354 |
1.1354 |
| PP |
1.1352 |
1.1351 |
| S1 |
1.1349 |
1.1348 |
|