CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 10-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1242 |
1.1253 |
0.0011 |
0.1% |
1.1143 |
| High |
1.1242 |
1.1253 |
0.0011 |
0.1% |
1.1219 |
| Low |
1.1242 |
1.1225 |
-0.0017 |
-0.2% |
1.1030 |
| Close |
1.1242 |
1.1249 |
0.0007 |
0.1% |
1.1197 |
| Range |
0.0000 |
0.0028 |
0.0028 |
|
0.0189 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
3 |
7 |
4 |
133.3% |
42 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1325 |
1.1314 |
1.1264 |
|
| R3 |
1.1297 |
1.1287 |
1.1256 |
|
| R2 |
1.1270 |
1.1270 |
1.1254 |
|
| R1 |
1.1259 |
1.1259 |
1.1251 |
1.1251 |
| PP |
1.1242 |
1.1242 |
1.1242 |
1.1238 |
| S1 |
1.1232 |
1.1232 |
1.1246 |
1.1223 |
| S2 |
1.1215 |
1.1215 |
1.1243 |
|
| S3 |
1.1187 |
1.1204 |
1.1241 |
|
| S4 |
1.1160 |
1.1177 |
1.1233 |
|
|
| 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 |
1.1253 |
1.1101 |
0.0152 |
1.3% |
0.0031 |
0.3% |
97% |
True |
False |
4 |
| 10 |
1.1253 |
1.1030 |
0.0223 |
2.0% |
0.0047 |
0.4% |
98% |
True |
False |
12 |
| 20 |
1.1454 |
1.1030 |
0.0424 |
3.8% |
0.0041 |
0.4% |
52% |
False |
False |
27 |
| 40 |
1.1674 |
1.1030 |
0.0644 |
5.7% |
0.0033 |
0.3% |
34% |
False |
False |
17 |
| 60 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0034 |
0.3% |
23% |
False |
False |
13 |
| 80 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0034 |
0.3% |
23% |
False |
False |
10 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0034 |
0.3% |
23% |
False |
False |
9 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0033 |
0.3% |
23% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1369 |
|
2.618 |
1.1324 |
|
1.618 |
1.1297 |
|
1.000 |
1.1280 |
|
0.618 |
1.1269 |
|
HIGH |
1.1253 |
|
0.618 |
1.1242 |
|
0.500 |
1.1239 |
|
0.382 |
1.1236 |
|
LOW |
1.1225 |
|
0.618 |
1.1208 |
|
1.000 |
1.1198 |
|
1.618 |
1.1181 |
|
2.618 |
1.1153 |
|
4.250 |
1.1108 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1245 |
1.1225 |
| PP |
1.1242 |
1.1201 |
| S1 |
1.1239 |
1.1177 |
|