CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1344 |
1.1397 |
0.0054 |
0.5% |
1.1304 |
| High |
1.1400 |
1.1418 |
0.0018 |
0.2% |
1.1418 |
| Low |
1.1344 |
1.1379 |
0.0036 |
0.3% |
1.1274 |
| Close |
1.1381 |
1.1398 |
0.0017 |
0.1% |
1.1398 |
| Range |
0.0057 |
0.0039 |
-0.0018 |
-31.0% |
0.0145 |
| ATR |
0.0059 |
0.0057 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
8 |
4 |
-4 |
-50.0% |
29 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1515 |
1.1495 |
1.1419 |
|
| R3 |
1.1476 |
1.1456 |
1.1408 |
|
| R2 |
1.1437 |
1.1437 |
1.1405 |
|
| R1 |
1.1417 |
1.1417 |
1.1401 |
1.1427 |
| PP |
1.1398 |
1.1398 |
1.1398 |
1.1403 |
| S1 |
1.1378 |
1.1378 |
1.1394 |
1.1388 |
| S2 |
1.1359 |
1.1359 |
1.1390 |
|
| S3 |
1.1320 |
1.1339 |
1.1387 |
|
| S4 |
1.1281 |
1.1300 |
1.1376 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1797 |
1.1742 |
1.1477 |
|
| R3 |
1.1652 |
1.1597 |
1.1437 |
|
| R2 |
1.1508 |
1.1508 |
1.1424 |
|
| R1 |
1.1453 |
1.1453 |
1.1411 |
1.1480 |
| PP |
1.1363 |
1.1363 |
1.1363 |
1.1377 |
| S1 |
1.1308 |
1.1308 |
1.1384 |
1.1336 |
| S2 |
1.1219 |
1.1219 |
1.1371 |
|
| S3 |
1.1074 |
1.1164 |
1.1358 |
|
| S4 |
1.0930 |
1.1019 |
1.1318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1418 |
1.1274 |
0.0145 |
1.3% |
0.0032 |
0.3% |
86% |
True |
False |
5 |
| 10 |
1.1418 |
1.1199 |
0.0219 |
1.9% |
0.0042 |
0.4% |
91% |
True |
False |
11 |
| 20 |
1.1418 |
1.1030 |
0.0388 |
3.4% |
0.0048 |
0.4% |
95% |
True |
False |
12 |
| 40 |
1.1640 |
1.1030 |
0.0610 |
5.4% |
0.0039 |
0.3% |
60% |
False |
False |
19 |
| 60 |
1.1832 |
1.1030 |
0.0802 |
7.0% |
0.0039 |
0.3% |
46% |
False |
False |
15 |
| 80 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0037 |
0.3% |
39% |
False |
False |
12 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0036 |
0.3% |
39% |
False |
False |
10 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0035 |
0.3% |
39% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1584 |
|
2.618 |
1.1520 |
|
1.618 |
1.1481 |
|
1.000 |
1.1457 |
|
0.618 |
1.1442 |
|
HIGH |
1.1418 |
|
0.618 |
1.1403 |
|
0.500 |
1.1399 |
|
0.382 |
1.1394 |
|
LOW |
1.1379 |
|
0.618 |
1.1355 |
|
1.000 |
1.1340 |
|
1.618 |
1.1316 |
|
2.618 |
1.1277 |
|
4.250 |
1.1213 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1399 |
1.1387 |
| PP |
1.1398 |
1.1377 |
| S1 |
1.1398 |
1.1366 |
|