CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1518 |
1.1524 |
0.0006 |
0.1% |
1.1400 |
| High |
1.1518 |
1.1524 |
0.0006 |
0.1% |
1.1400 |
| Low |
1.1518 |
1.1524 |
0.0006 |
0.1% |
1.1326 |
| Close |
1.1518 |
1.1524 |
0.0006 |
0.1% |
1.1343 |
| Range |
|
|
|
|
|
| ATR |
0.0053 |
0.0050 |
-0.0003 |
-6.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1524 |
1.1524 |
1.1524 |
|
| R3 |
1.1524 |
1.1524 |
1.1524 |
|
| R2 |
1.1524 |
1.1524 |
1.1524 |
|
| R1 |
1.1524 |
1.1524 |
1.1524 |
1.1524 |
| PP |
1.1524 |
1.1524 |
1.1524 |
1.1524 |
| S1 |
1.1524 |
1.1524 |
1.1524 |
1.1524 |
| S2 |
1.1524 |
1.1524 |
1.1524 |
|
| S3 |
1.1524 |
1.1524 |
1.1524 |
|
| S4 |
1.1524 |
1.1524 |
1.1524 |
|
|
| 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% |
100% |
True |
False |
|
| 10 |
1.1524 |
1.1302 |
0.0222 |
1.9% |
0.0018 |
0.2% |
100% |
True |
False |
|
| 20 |
1.1529 |
1.1270 |
0.0260 |
2.3% |
0.0021 |
0.2% |
98% |
False |
False |
|
| 40 |
1.1529 |
1.1145 |
0.0385 |
3.3% |
0.0029 |
0.3% |
99% |
False |
False |
1 |
| 60 |
1.1790 |
1.1145 |
0.0646 |
5.6% |
0.0026 |
0.2% |
59% |
False |
False |
1 |
| 80 |
1.2035 |
1.1145 |
0.0890 |
7.7% |
0.0030 |
0.3% |
43% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1524 |
|
2.618 |
1.1524 |
|
1.618 |
1.1524 |
|
1.000 |
1.1524 |
|
0.618 |
1.1524 |
|
HIGH |
1.1524 |
|
0.618 |
1.1524 |
|
0.500 |
1.1524 |
|
0.382 |
1.1524 |
|
LOW |
1.1524 |
|
0.618 |
1.1524 |
|
1.000 |
1.1524 |
|
1.618 |
1.1524 |
|
2.618 |
1.1524 |
|
4.250 |
1.1524 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1524 |
1.1493 |
| PP |
1.1524 |
1.1463 |
| S1 |
1.1524 |
1.1432 |
|