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 |
|