CME Swiss Franc Future June 2024
Trading Metrics calculated at close of trading on 28-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1.1613 |
1.1644 |
0.0031 |
0.3% |
1.1566 |
High |
1.1613 |
1.1644 |
0.0031 |
0.3% |
1.1600 |
Low |
1.1613 |
1.1644 |
0.0031 |
0.3% |
1.1560 |
Close |
1.1613 |
1.1644 |
0.0031 |
0.3% |
1.1597 |
Range |
|
|
|
|
|
ATR |
0.0037 |
0.0037 |
0.0000 |
-1.2% |
0.0000 |
Volume |
0 |
1 |
1 |
|
1 |
|
Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1644 |
1.1644 |
1.1644 |
|
R3 |
1.1644 |
1.1644 |
1.1644 |
|
R2 |
1.1644 |
1.1644 |
1.1644 |
|
R1 |
1.1644 |
1.1644 |
1.1644 |
1.1644 |
PP |
1.1644 |
1.1644 |
1.1644 |
1.1644 |
S1 |
1.1644 |
1.1644 |
1.1644 |
1.1644 |
S2 |
1.1644 |
1.1644 |
1.1644 |
|
S3 |
1.1644 |
1.1644 |
1.1644 |
|
S4 |
1.1644 |
1.1644 |
1.1644 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1705 |
1.1691 |
1.1619 |
|
R3 |
1.1665 |
1.1651 |
1.1608 |
|
R2 |
1.1625 |
1.1625 |
1.1604 |
|
R1 |
1.1611 |
1.1611 |
1.1601 |
1.1618 |
PP |
1.1585 |
1.1585 |
1.1585 |
1.1589 |
S1 |
1.1571 |
1.1571 |
1.1593 |
1.1578 |
S2 |
1.1545 |
1.1545 |
1.1590 |
|
S3 |
1.1505 |
1.1531 |
1.1586 |
|
S4 |
1.1465 |
1.1491 |
1.1575 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1644 |
1.1560 |
0.0084 |
0.7% |
0.0008 |
0.1% |
100% |
True |
False |
|
10 |
1.1644 |
1.1508 |
0.0136 |
1.2% |
0.0008 |
0.1% |
100% |
True |
False |
|
20 |
1.1644 |
1.1270 |
0.0374 |
3.2% |
0.0015 |
0.1% |
100% |
True |
False |
|
40 |
1.1644 |
1.1145 |
0.0499 |
4.3% |
0.0026 |
0.2% |
100% |
True |
False |
1 |
60 |
1.1644 |
1.1145 |
0.0499 |
4.3% |
0.0022 |
0.2% |
100% |
True |
False |
|
80 |
1.1880 |
1.1145 |
0.0736 |
6.3% |
0.0027 |
0.2% |
68% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1644 |
2.618 |
1.1644 |
1.618 |
1.1644 |
1.000 |
1.1644 |
0.618 |
1.1644 |
HIGH |
1.1644 |
0.618 |
1.1644 |
0.500 |
1.1644 |
0.382 |
1.1644 |
LOW |
1.1644 |
0.618 |
1.1644 |
1.000 |
1.1644 |
1.618 |
1.1644 |
2.618 |
1.1644 |
4.250 |
1.1644 |
|
|
Fisher Pivots for day following 28-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1644 |
1.1630 |
PP |
1.1644 |
1.1616 |
S1 |
1.1644 |
1.1602 |
|