CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1160 |
1.1143 |
-0.0018 |
-0.2% |
1.1230 |
| High |
1.1208 |
1.1143 |
-0.0066 |
-0.6% |
1.1230 |
| Low |
1.1124 |
1.1090 |
-0.0034 |
-0.3% |
1.1060 |
| Close |
1.1133 |
1.1111 |
-0.0022 |
-0.2% |
1.1133 |
| Range |
0.0084 |
0.0053 |
-0.0032 |
-37.5% |
0.0170 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0000 |
| Volume |
44 |
10 |
-34 |
-77.3% |
91 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1244 |
1.1140 |
|
| R3 |
1.1220 |
1.1192 |
1.1125 |
|
| R2 |
1.1167 |
1.1167 |
1.1121 |
|
| R1 |
1.1139 |
1.1139 |
1.1116 |
1.1127 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1108 |
| S1 |
1.1087 |
1.1087 |
1.1106 |
1.1074 |
| S2 |
1.1062 |
1.1062 |
1.1101 |
|
| S3 |
1.1010 |
1.1034 |
1.1097 |
|
| S4 |
1.0957 |
1.0982 |
1.1082 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1651 |
1.1562 |
1.1227 |
|
| R3 |
1.1481 |
1.1392 |
1.1180 |
|
| R2 |
1.1311 |
1.1311 |
1.1164 |
|
| R1 |
1.1222 |
1.1222 |
1.1149 |
1.1182 |
| PP |
1.1141 |
1.1141 |
1.1141 |
1.1121 |
| S1 |
1.1052 |
1.1052 |
1.1117 |
1.1012 |
| S2 |
1.0971 |
1.0971 |
1.1102 |
|
| S3 |
1.0801 |
1.0882 |
1.1086 |
|
| S4 |
1.0631 |
1.0712 |
1.1040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1208 |
1.1060 |
0.0148 |
1.3% |
0.0060 |
0.5% |
34% |
False |
False |
18 |
| 10 |
1.1378 |
1.1060 |
0.0318 |
2.9% |
0.0048 |
0.4% |
16% |
False |
False |
40 |
| 20 |
1.1564 |
1.1060 |
0.0504 |
4.5% |
0.0041 |
0.4% |
10% |
False |
False |
30 |
| 40 |
1.1750 |
1.1060 |
0.0690 |
6.2% |
0.0035 |
0.3% |
7% |
False |
False |
17 |
| 60 |
1.1971 |
1.1060 |
0.0911 |
8.2% |
0.0036 |
0.3% |
6% |
False |
False |
13 |
| 80 |
1.1971 |
1.1060 |
0.0911 |
8.2% |
0.0036 |
0.3% |
6% |
False |
False |
10 |
| 100 |
1.1971 |
1.1060 |
0.0911 |
8.2% |
0.0033 |
0.3% |
6% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1366 |
|
2.618 |
1.1280 |
|
1.618 |
1.1227 |
|
1.000 |
1.1195 |
|
0.618 |
1.1175 |
|
HIGH |
1.1143 |
|
0.618 |
1.1122 |
|
0.500 |
1.1116 |
|
0.382 |
1.1110 |
|
LOW |
1.1090 |
|
0.618 |
1.1058 |
|
1.000 |
1.1038 |
|
1.618 |
1.1005 |
|
2.618 |
1.0953 |
|
4.250 |
1.0867 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1116 |
1.1143 |
| PP |
1.1115 |
1.1133 |
| S1 |
1.1113 |
1.1122 |
|