CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1153 |
1.1146 |
-0.0007 |
-0.1% |
1.1143 |
| High |
1.1153 |
1.1219 |
0.0067 |
0.6% |
1.1219 |
| Low |
1.1153 |
1.1101 |
-0.0052 |
-0.5% |
1.1030 |
| Close |
1.1153 |
1.1197 |
0.0045 |
0.4% |
1.1197 |
| Range |
0.0000 |
0.0118 |
0.0118 |
|
0.0189 |
| ATR |
0.0054 |
0.0058 |
0.0005 |
8.6% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
42 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1526 |
1.1480 |
1.1262 |
|
| R3 |
1.1408 |
1.1362 |
1.1229 |
|
| R2 |
1.1290 |
1.1290 |
1.1219 |
|
| R1 |
1.1244 |
1.1244 |
1.1208 |
1.1267 |
| PP |
1.1172 |
1.1172 |
1.1172 |
1.1184 |
| S1 |
1.1126 |
1.1126 |
1.1186 |
1.1149 |
| S2 |
1.1054 |
1.1054 |
1.1175 |
|
| S3 |
1.0936 |
1.1008 |
1.1165 |
|
| S4 |
1.0818 |
1.0890 |
1.1132 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1645 |
1.1301 |
|
| R3 |
1.1527 |
1.1456 |
1.1249 |
|
| R2 |
1.1338 |
1.1338 |
1.1232 |
|
| R1 |
1.1267 |
1.1267 |
1.1214 |
1.1303 |
| PP |
1.1149 |
1.1149 |
1.1149 |
1.1166 |
| S1 |
1.1078 |
1.1078 |
1.1180 |
1.1114 |
| S2 |
1.0960 |
1.0960 |
1.1162 |
|
| S3 |
1.0771 |
1.0889 |
1.1145 |
|
| S4 |
1.0582 |
1.0700 |
1.1093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1219 |
1.1030 |
0.0189 |
1.7% |
0.0046 |
0.4% |
88% |
True |
False |
8 |
| 10 |
1.1230 |
1.1030 |
0.0200 |
1.8% |
0.0054 |
0.5% |
84% |
False |
False |
13 |
| 20 |
1.1458 |
1.1030 |
0.0428 |
3.8% |
0.0040 |
0.4% |
39% |
False |
False |
31 |
| 40 |
1.1713 |
1.1030 |
0.0683 |
6.1% |
0.0036 |
0.3% |
24% |
False |
False |
16 |
| 60 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0035 |
0.3% |
18% |
False |
False |
13 |
| 80 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0036 |
0.3% |
18% |
False |
False |
11 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0034 |
0.3% |
18% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1721 |
|
2.618 |
1.1528 |
|
1.618 |
1.1410 |
|
1.000 |
1.1337 |
|
0.618 |
1.1292 |
|
HIGH |
1.1219 |
|
0.618 |
1.1174 |
|
0.500 |
1.1160 |
|
0.382 |
1.1146 |
|
LOW |
1.1101 |
|
0.618 |
1.1028 |
|
1.000 |
1.0983 |
|
1.618 |
1.0910 |
|
2.618 |
1.0792 |
|
4.250 |
1.0600 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1185 |
1.1185 |
| PP |
1.1172 |
1.1172 |
| S1 |
1.1160 |
1.1160 |
|