CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1206 |
1.1304 |
0.0099 |
0.9% |
1.1242 |
| High |
1.1300 |
1.1304 |
0.0004 |
0.0% |
1.1310 |
| Low |
1.1206 |
1.1301 |
0.0096 |
0.9% |
1.1199 |
| Close |
1.1288 |
1.1301 |
0.0014 |
0.1% |
1.1288 |
| Range |
0.0095 |
0.0003 |
-0.0092 |
-96.8% |
0.0111 |
| ATR |
0.0062 |
0.0059 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
45 |
10 |
-35 |
-77.8% |
81 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1311 |
1.1309 |
1.1303 |
|
| R3 |
1.1308 |
1.1306 |
1.1302 |
|
| R2 |
1.1305 |
1.1305 |
1.1302 |
|
| R1 |
1.1303 |
1.1303 |
1.1301 |
1.1303 |
| PP |
1.1302 |
1.1302 |
1.1302 |
1.1302 |
| S1 |
1.1300 |
1.1300 |
1.1301 |
1.1300 |
| S2 |
1.1299 |
1.1299 |
1.1300 |
|
| S3 |
1.1296 |
1.1297 |
1.1300 |
|
| S4 |
1.1293 |
1.1294 |
1.1299 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1599 |
1.1554 |
1.1349 |
|
| R3 |
1.1488 |
1.1443 |
1.1318 |
|
| R2 |
1.1377 |
1.1377 |
1.1308 |
|
| R1 |
1.1332 |
1.1332 |
1.1298 |
1.1354 |
| PP |
1.1266 |
1.1266 |
1.1266 |
1.1277 |
| S1 |
1.1221 |
1.1221 |
1.1277 |
1.1243 |
| S2 |
1.1155 |
1.1155 |
1.1267 |
|
| S3 |
1.1044 |
1.1110 |
1.1257 |
|
| S4 |
1.0933 |
1.0999 |
1.1226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1310 |
1.1199 |
0.0111 |
1.0% |
0.0053 |
0.5% |
92% |
False |
False |
17 |
| 10 |
1.1310 |
1.1030 |
0.0280 |
2.5% |
0.0044 |
0.4% |
97% |
False |
False |
12 |
| 20 |
1.1378 |
1.1030 |
0.0348 |
3.1% |
0.0046 |
0.4% |
78% |
False |
False |
26 |
| 40 |
1.1674 |
1.1030 |
0.0644 |
5.7% |
0.0037 |
0.3% |
42% |
False |
False |
19 |
| 60 |
1.1929 |
1.1030 |
0.0899 |
8.0% |
0.0038 |
0.3% |
30% |
False |
False |
14 |
| 80 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0037 |
0.3% |
29% |
False |
False |
11 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0035 |
0.3% |
29% |
False |
False |
10 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0035 |
0.3% |
29% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1317 |
|
2.618 |
1.1312 |
|
1.618 |
1.1309 |
|
1.000 |
1.1307 |
|
0.618 |
1.1306 |
|
HIGH |
1.1304 |
|
0.618 |
1.1303 |
|
0.500 |
1.1303 |
|
0.382 |
1.1302 |
|
LOW |
1.1301 |
|
0.618 |
1.1299 |
|
1.000 |
1.1298 |
|
1.618 |
1.1296 |
|
2.618 |
1.1293 |
|
4.250 |
1.1288 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1303 |
1.1286 |
| PP |
1.1302 |
1.1270 |
| S1 |
1.1302 |
1.1255 |
|