CME Swiss Franc Future June 2024
Trading Metrics calculated at close of trading on 14-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1.1341 |
1.1518 |
0.0177 |
1.6% |
1.1400 |
High |
1.1357 |
1.1518 |
0.0161 |
1.4% |
1.1400 |
Low |
1.1341 |
1.1518 |
0.0177 |
1.6% |
1.1326 |
Close |
1.1357 |
1.1518 |
0.0161 |
1.4% |
1.1343 |
Range |
0.0017 |
0.0000 |
-0.0017 |
-100.0% |
0.0074 |
ATR |
0.0045 |
0.0053 |
0.0008 |
18.6% |
0.0000 |
Volume |
2 |
0 |
-2 |
-100.0% |
0 |
|
Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1518 |
1.1518 |
1.1518 |
|
R3 |
1.1518 |
1.1518 |
1.1518 |
|
R2 |
1.1518 |
1.1518 |
1.1518 |
|
R1 |
1.1518 |
1.1518 |
1.1518 |
1.1518 |
PP |
1.1518 |
1.1518 |
1.1518 |
1.1518 |
S1 |
1.1518 |
1.1518 |
1.1518 |
1.1518 |
S2 |
1.1518 |
1.1518 |
1.1518 |
|
S3 |
1.1518 |
1.1518 |
1.1518 |
|
S4 |
1.1518 |
1.1518 |
1.1518 |
|
|
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 |
1.1518 |
1.1326 |
0.0192 |
1.7% |
0.0012 |
0.1% |
100% |
True |
False |
|
10 |
1.1518 |
1.1270 |
0.0248 |
2.2% |
0.0021 |
0.2% |
100% |
True |
False |
|
20 |
1.1529 |
1.1270 |
0.0260 |
2.3% |
0.0023 |
0.2% |
96% |
False |
False |
|
40 |
1.1529 |
1.1145 |
0.0385 |
3.3% |
0.0029 |
0.3% |
97% |
False |
False |
1 |
60 |
1.1790 |
1.1145 |
0.0646 |
5.6% |
0.0026 |
0.2% |
58% |
False |
False |
1 |
80 |
1.2035 |
1.1145 |
0.0890 |
7.7% |
0.0030 |
0.3% |
42% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1518 |
2.618 |
1.1518 |
1.618 |
1.1518 |
1.000 |
1.1518 |
0.618 |
1.1518 |
HIGH |
1.1518 |
0.618 |
1.1518 |
0.500 |
1.1518 |
0.382 |
1.1518 |
LOW |
1.1518 |
0.618 |
1.1518 |
1.000 |
1.1518 |
1.618 |
1.1518 |
2.618 |
1.1518 |
4.250 |
1.1518 |
|
|
Fisher Pivots for day following 14-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1518 |
1.1486 |
PP |
1.1518 |
1.1454 |
S1 |
1.1518 |
1.1422 |
|