CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1704 |
1.1689 |
-0.0015 |
-0.1% |
1.1566 |
| High |
1.1704 |
1.1767 |
0.0064 |
0.5% |
1.1600 |
| Low |
1.1704 |
1.1669 |
-0.0035 |
-0.3% |
1.1560 |
| Close |
1.1704 |
1.1669 |
-0.0035 |
-0.3% |
1.1597 |
| Range |
0.0000 |
0.0099 |
0.0099 |
|
0.0040 |
| ATR |
0.0038 |
0.0043 |
0.0004 |
11.2% |
0.0000 |
| Volume |
0 |
3 |
3 |
|
1 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1997 |
1.1931 |
1.1723 |
|
| R3 |
1.1898 |
1.1833 |
1.1696 |
|
| R2 |
1.1800 |
1.1800 |
1.1687 |
|
| R1 |
1.1734 |
1.1734 |
1.1678 |
1.1718 |
| PP |
1.1701 |
1.1701 |
1.1701 |
1.1693 |
| S1 |
1.1636 |
1.1636 |
1.1659 |
1.1619 |
| S2 |
1.1603 |
1.1603 |
1.1650 |
|
| S3 |
1.1504 |
1.1537 |
1.1641 |
|
| S4 |
1.1406 |
1.1439 |
1.1614 |
|
|
| 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 |
1.1767 |
1.1560 |
0.0208 |
1.8% |
0.0028 |
0.2% |
53% |
True |
False |
1 |
| 10 |
1.1767 |
1.1508 |
0.0260 |
2.2% |
0.0018 |
0.2% |
62% |
True |
False |
|
| 20 |
1.1767 |
1.1302 |
0.0465 |
4.0% |
0.0018 |
0.2% |
79% |
True |
False |
|
| 40 |
1.1767 |
1.1216 |
0.0552 |
4.7% |
0.0028 |
0.2% |
82% |
True |
False |
1 |
| 60 |
1.1767 |
1.1145 |
0.0623 |
5.3% |
0.0024 |
0.2% |
84% |
True |
False |
|
| 80 |
1.1880 |
1.1145 |
0.0736 |
6.3% |
0.0027 |
0.2% |
71% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2186 |
|
2.618 |
1.2025 |
|
1.618 |
1.1926 |
|
1.000 |
1.1866 |
|
0.618 |
1.1828 |
|
HIGH |
1.1767 |
|
0.618 |
1.1729 |
|
0.500 |
1.1718 |
|
0.382 |
1.1706 |
|
LOW |
1.1669 |
|
0.618 |
1.1608 |
|
1.000 |
1.1570 |
|
1.618 |
1.1509 |
|
2.618 |
1.1411 |
|
4.250 |
1.1250 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1718 |
1.1705 |
| PP |
1.1701 |
1.1693 |
| S1 |
1.1685 |
1.1681 |
|