CME Swiss Franc Future June 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 |
1.1340 |
1.1360 |
0.0020 |
0.2% |
1.1219 |
| High |
1.1358 |
1.1370 |
0.0013 |
0.1% |
1.1330 |
| Low |
1.1277 |
1.1359 |
0.0082 |
0.7% |
1.1145 |
| Close |
1.1354 |
1.1359 |
0.0005 |
0.0% |
1.1308 |
| Range |
0.0081 |
0.0012 |
-0.0069 |
-85.7% |
0.0186 |
| ATR |
0.0059 |
0.0056 |
-0.0003 |
-5.1% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
14 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1397 |
1.1389 |
1.1365 |
|
| R3 |
1.1385 |
1.1378 |
1.1362 |
|
| R2 |
1.1374 |
1.1374 |
1.1361 |
|
| R1 |
1.1366 |
1.1366 |
1.1360 |
1.1364 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1361 |
| S1 |
1.1355 |
1.1355 |
1.1357 |
1.1353 |
| S2 |
1.1351 |
1.1351 |
1.1356 |
|
| S3 |
1.1339 |
1.1343 |
1.1355 |
|
| S4 |
1.1328 |
1.1332 |
1.1352 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1817 |
1.1748 |
1.1410 |
|
| R3 |
1.1632 |
1.1562 |
1.1359 |
|
| R2 |
1.1446 |
1.1446 |
1.1342 |
|
| R1 |
1.1377 |
1.1377 |
1.1325 |
1.1412 |
| PP |
1.1261 |
1.1261 |
1.1261 |
1.1278 |
| S1 |
1.1191 |
1.1191 |
1.1290 |
1.1226 |
| S2 |
1.1075 |
1.1075 |
1.1273 |
|
| S3 |
1.0890 |
1.1006 |
1.1256 |
|
| S4 |
1.0704 |
1.0820 |
1.1205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1370 |
1.1210 |
0.0160 |
1.4% |
0.0057 |
0.5% |
93% |
True |
False |
3 |
| 10 |
1.1370 |
1.1145 |
0.0226 |
2.0% |
0.0044 |
0.4% |
95% |
True |
False |
2 |
| 20 |
1.1530 |
1.1145 |
0.0386 |
3.4% |
0.0026 |
0.2% |
56% |
False |
False |
1 |
| 40 |
1.1810 |
1.1145 |
0.0666 |
5.9% |
0.0027 |
0.2% |
32% |
False |
False |
1 |
| 60 |
1.2072 |
1.1145 |
0.0927 |
8.2% |
0.0028 |
0.3% |
23% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1419 |
|
2.618 |
1.1400 |
|
1.618 |
1.1389 |
|
1.000 |
1.1382 |
|
0.618 |
1.1377 |
|
HIGH |
1.1370 |
|
0.618 |
1.1366 |
|
0.500 |
1.1364 |
|
0.382 |
1.1363 |
|
LOW |
1.1359 |
|
0.618 |
1.1351 |
|
1.000 |
1.1347 |
|
1.618 |
1.1340 |
|
2.618 |
1.1328 |
|
4.250 |
1.1310 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1337 |
| PP |
1.1362 |
1.1315 |
| S1 |
1.1360 |
1.1293 |
|