CME Swiss Franc Future June 2024
Trading Metrics calculated at close of trading on 21-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1.1566 |
1.1572 |
0.0006 |
0.1% |
1.1341 |
High |
1.1566 |
1.1572 |
0.0006 |
0.1% |
1.1551 |
Low |
1.1566 |
1.1572 |
0.0006 |
0.1% |
1.1341 |
Close |
1.1566 |
1.1572 |
0.0006 |
0.1% |
1.1552 |
Range |
|
|
|
|
|
ATR |
0.0044 |
0.0041 |
-0.0003 |
-6.2% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1572 |
1.1572 |
1.1572 |
|
R3 |
1.1572 |
1.1572 |
1.1572 |
|
R2 |
1.1572 |
1.1572 |
1.1572 |
|
R1 |
1.1572 |
1.1572 |
1.1572 |
1.1572 |
PP |
1.1572 |
1.1572 |
1.1572 |
1.1572 |
S1 |
1.1572 |
1.1572 |
1.1572 |
1.1572 |
S2 |
1.1572 |
1.1572 |
1.1572 |
|
S3 |
1.1572 |
1.1572 |
1.1572 |
|
S4 |
1.1572 |
1.1572 |
1.1572 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2113 |
1.2043 |
1.1667 |
|
R3 |
1.1902 |
1.1832 |
1.1609 |
|
R2 |
1.1692 |
1.1692 |
1.1590 |
|
R1 |
1.1622 |
1.1622 |
1.1571 |
1.1657 |
PP |
1.1481 |
1.1481 |
1.1481 |
1.1499 |
S1 |
1.1411 |
1.1411 |
1.1532 |
1.1446 |
S2 |
1.1271 |
1.1271 |
1.1513 |
|
S3 |
1.1060 |
1.1201 |
1.1494 |
|
S4 |
1.0850 |
1.0990 |
1.1436 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1572 |
1.1508 |
0.0064 |
0.6% |
0.0009 |
0.1% |
100% |
True |
False |
|
10 |
1.1572 |
1.1326 |
0.0246 |
2.1% |
0.0010 |
0.1% |
100% |
True |
False |
|
20 |
1.1572 |
1.1270 |
0.0302 |
2.6% |
0.0018 |
0.2% |
100% |
True |
False |
|
40 |
1.1572 |
1.1145 |
0.0427 |
3.7% |
0.0029 |
0.3% |
100% |
True |
False |
1 |
60 |
1.1790 |
1.1145 |
0.0646 |
5.6% |
0.0024 |
0.2% |
66% |
False |
False |
1 |
80 |
1.1880 |
1.1145 |
0.0736 |
6.4% |
0.0028 |
0.2% |
58% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1572 |
2.618 |
1.1572 |
1.618 |
1.1572 |
1.000 |
1.1572 |
0.618 |
1.1572 |
HIGH |
1.1572 |
0.618 |
1.1572 |
0.500 |
1.1572 |
0.382 |
1.1572 |
LOW |
1.1572 |
0.618 |
1.1572 |
1.000 |
1.1572 |
1.618 |
1.1572 |
2.618 |
1.1572 |
4.250 |
1.1572 |
|
|
Fisher Pivots for day following 21-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1572 |
1.1561 |
PP |
1.1572 |
1.1550 |
S1 |
1.1572 |
1.1540 |
|