CME Swiss Franc Future June 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 |
1.1360 |
1.1380 |
0.0020 |
0.2% |
1.1219 |
| High |
1.1370 |
1.1410 |
0.0040 |
0.4% |
1.1330 |
| Low |
1.1359 |
1.1380 |
0.0022 |
0.2% |
1.1145 |
| Close |
1.1359 |
1.1384 |
0.0026 |
0.2% |
1.1308 |
| Range |
0.0012 |
0.0030 |
0.0019 |
160.9% |
0.0186 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
14 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1481 |
1.1463 |
1.1401 |
|
| R3 |
1.1451 |
1.1433 |
1.1392 |
|
| R2 |
1.1421 |
1.1421 |
1.1390 |
|
| R1 |
1.1403 |
1.1403 |
1.1387 |
1.1412 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1396 |
| S1 |
1.1373 |
1.1373 |
1.1381 |
1.1382 |
| S2 |
1.1361 |
1.1361 |
1.1379 |
|
| S3 |
1.1331 |
1.1343 |
1.1376 |
|
| S4 |
1.1301 |
1.1313 |
1.1368 |
|
|
| 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 |
1.1410 |
1.1216 |
0.0195 |
1.7% |
0.0057 |
0.5% |
87% |
True |
False |
3 |
| 10 |
1.1410 |
1.1145 |
0.0266 |
2.3% |
0.0047 |
0.4% |
90% |
True |
False |
3 |
| 20 |
1.1504 |
1.1145 |
0.0360 |
3.2% |
0.0027 |
0.2% |
67% |
False |
False |
1 |
| 40 |
1.1790 |
1.1145 |
0.0646 |
5.7% |
0.0026 |
0.2% |
37% |
False |
False |
1 |
| 60 |
1.2052 |
1.1145 |
0.0908 |
8.0% |
0.0029 |
0.3% |
26% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1538 |
|
2.618 |
1.1489 |
|
1.618 |
1.1459 |
|
1.000 |
1.1440 |
|
0.618 |
1.1429 |
|
HIGH |
1.1410 |
|
0.618 |
1.1399 |
|
0.500 |
1.1395 |
|
0.382 |
1.1391 |
|
LOW |
1.1380 |
|
0.618 |
1.1361 |
|
1.000 |
1.1350 |
|
1.618 |
1.1331 |
|
2.618 |
1.1301 |
|
4.250 |
1.1253 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1395 |
1.1371 |
| PP |
1.1391 |
1.1357 |
| S1 |
1.1388 |
1.1344 |
|