CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1380 |
1.1420 |
0.0040 |
0.4% |
1.1219 |
| High |
1.1410 |
1.1430 |
0.0020 |
0.2% |
1.1330 |
| Low |
1.1380 |
1.1315 |
-0.0066 |
-0.6% |
1.1145 |
| Close |
1.1384 |
1.1310 |
-0.0075 |
-0.7% |
1.1308 |
| Range |
0.0030 |
0.0116 |
0.0086 |
285.0% |
0.0186 |
| ATR |
0.0055 |
0.0060 |
0.0004 |
7.8% |
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
14 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1698 |
1.1619 |
1.1373 |
|
| R3 |
1.1582 |
1.1504 |
1.1341 |
|
| R2 |
1.1467 |
1.1467 |
1.1331 |
|
| R1 |
1.1388 |
1.1388 |
1.1320 |
1.1370 |
| PP |
1.1351 |
1.1351 |
1.1351 |
1.1342 |
| S1 |
1.1273 |
1.1273 |
1.1299 |
1.1254 |
| S2 |
1.1236 |
1.1236 |
1.1288 |
|
| S3 |
1.1120 |
1.1157 |
1.1278 |
|
| S4 |
1.1005 |
1.1042 |
1.1246 |
|
|
| 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 |
1.1430 |
1.1216 |
0.0215 |
1.9% |
0.0070 |
0.6% |
44% |
True |
False |
3 |
| 10 |
1.1430 |
1.1145 |
0.0286 |
2.5% |
0.0058 |
0.5% |
58% |
True |
False |
3 |
| 20 |
1.1504 |
1.1145 |
0.0360 |
3.2% |
0.0033 |
0.3% |
46% |
False |
False |
1 |
| 40 |
1.1790 |
1.1145 |
0.0646 |
5.7% |
0.0028 |
0.2% |
26% |
False |
False |
1 |
| 60 |
1.2035 |
1.1145 |
0.0890 |
7.9% |
0.0031 |
0.3% |
19% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1921 |
|
2.618 |
1.1732 |
|
1.618 |
1.1617 |
|
1.000 |
1.1546 |
|
0.618 |
1.1501 |
|
HIGH |
1.1430 |
|
0.618 |
1.1386 |
|
0.500 |
1.1372 |
|
0.382 |
1.1359 |
|
LOW |
1.1315 |
|
0.618 |
1.1243 |
|
1.000 |
1.1199 |
|
1.618 |
1.1128 |
|
2.618 |
1.1012 |
|
4.250 |
1.0824 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1372 |
1.1372 |
| PP |
1.1351 |
1.1351 |
| S1 |
1.1330 |
1.1330 |
|