CME Swiss Franc Future June 2024
Trading Metrics calculated at close of trading on 16-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1.1524 |
1.1513 |
-0.0011 |
-0.1% |
1.1400 |
High |
1.1524 |
1.1513 |
-0.0011 |
-0.1% |
1.1400 |
Low |
1.1524 |
1.1513 |
-0.0011 |
-0.1% |
1.1326 |
Close |
1.1524 |
1.1513 |
-0.0011 |
-0.1% |
1.1343 |
Range |
|
|
|
|
|
ATR |
0.0050 |
0.0047 |
-0.0003 |
-5.6% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1513 |
1.1513 |
1.1513 |
|
R3 |
1.1513 |
1.1513 |
1.1513 |
|
R2 |
1.1513 |
1.1513 |
1.1513 |
|
R1 |
1.1513 |
1.1513 |
1.1513 |
1.1513 |
PP |
1.1513 |
1.1513 |
1.1513 |
1.1513 |
S1 |
1.1513 |
1.1513 |
1.1513 |
1.1513 |
S2 |
1.1513 |
1.1513 |
1.1513 |
|
S3 |
1.1513 |
1.1513 |
1.1513 |
|
S4 |
1.1513 |
1.1513 |
1.1513 |
|
|
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 |
1.1524 |
1.1326 |
0.0198 |
1.7% |
0.0012 |
0.1% |
94% |
False |
False |
|
10 |
1.1524 |
1.1302 |
0.0222 |
1.9% |
0.0018 |
0.2% |
95% |
False |
False |
|
20 |
1.1529 |
1.1270 |
0.0260 |
2.3% |
0.0019 |
0.2% |
94% |
False |
False |
|
40 |
1.1529 |
1.1145 |
0.0385 |
3.3% |
0.0029 |
0.3% |
96% |
False |
False |
1 |
60 |
1.1790 |
1.1145 |
0.0646 |
5.6% |
0.0026 |
0.2% |
57% |
False |
False |
1 |
80 |
1.1940 |
1.1145 |
0.0796 |
6.9% |
0.0030 |
0.3% |
46% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1513 |
2.618 |
1.1513 |
1.618 |
1.1513 |
1.000 |
1.1513 |
0.618 |
1.1513 |
HIGH |
1.1513 |
0.618 |
1.1513 |
0.500 |
1.1513 |
0.382 |
1.1513 |
LOW |
1.1513 |
0.618 |
1.1513 |
1.000 |
1.1513 |
1.618 |
1.1513 |
2.618 |
1.1513 |
4.250 |
1.1513 |
|
|
Fisher Pivots for day following 16-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1513 |
1.1518 |
PP |
1.1513 |
1.1516 |
S1 |
1.1513 |
1.1514 |
|