CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1253 |
1.1280 |
0.0028 |
0.2% |
1.1143 |
| High |
1.1253 |
1.1300 |
0.0048 |
0.4% |
1.1219 |
| Low |
1.1225 |
1.1274 |
0.0049 |
0.4% |
1.1030 |
| Close |
1.1249 |
1.1274 |
0.0025 |
0.2% |
1.1197 |
| Range |
0.0028 |
0.0027 |
-0.0001 |
-3.6% |
0.0189 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
7 |
15 |
8 |
114.3% |
42 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1362 |
1.1344 |
1.1288 |
|
| R3 |
1.1335 |
1.1318 |
1.1281 |
|
| R2 |
1.1309 |
1.1309 |
1.1278 |
|
| R1 |
1.1291 |
1.1291 |
1.1276 |
1.1287 |
| PP |
1.1282 |
1.1282 |
1.1282 |
1.1280 |
| S1 |
1.1265 |
1.1265 |
1.1271 |
1.1260 |
| S2 |
1.1256 |
1.1256 |
1.1269 |
|
| S3 |
1.1229 |
1.1238 |
1.1266 |
|
| S4 |
1.1203 |
1.1212 |
1.1259 |
|
|
| 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 |
1.1300 |
1.1101 |
0.0199 |
1.8% |
0.0034 |
0.3% |
87% |
True |
False |
6 |
| 10 |
1.1300 |
1.1030 |
0.0270 |
2.4% |
0.0043 |
0.4% |
90% |
True |
False |
11 |
| 20 |
1.1437 |
1.1030 |
0.0407 |
3.6% |
0.0041 |
0.4% |
60% |
False |
False |
25 |
| 40 |
1.1674 |
1.1030 |
0.0644 |
5.7% |
0.0034 |
0.3% |
38% |
False |
False |
17 |
| 60 |
1.1950 |
1.1030 |
0.0920 |
8.2% |
0.0035 |
0.3% |
26% |
False |
False |
13 |
| 80 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0034 |
0.3% |
26% |
False |
False |
11 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0034 |
0.3% |
26% |
False |
False |
9 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0033 |
0.3% |
26% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1413 |
|
2.618 |
1.1369 |
|
1.618 |
1.1343 |
|
1.000 |
1.1327 |
|
0.618 |
1.1316 |
|
HIGH |
1.1300 |
|
0.618 |
1.1290 |
|
0.500 |
1.1287 |
|
0.382 |
1.1284 |
|
LOW |
1.1274 |
|
0.618 |
1.1257 |
|
1.000 |
1.1247 |
|
1.618 |
1.1231 |
|
2.618 |
1.1204 |
|
4.250 |
1.1161 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1287 |
1.1270 |
| PP |
1.1282 |
1.1266 |
| S1 |
1.1278 |
1.1263 |
|