CME Swiss Franc Future June 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 |
1.1380 |
1.1374 |
-0.0007 |
-0.1% |
1.1340 |
| High |
1.1411 |
1.1420 |
0.0009 |
0.1% |
1.1430 |
| Low |
1.1380 |
1.1369 |
-0.0011 |
-0.1% |
1.1277 |
| Close |
1.1400 |
1.1414 |
0.0014 |
0.1% |
1.1400 |
| Range |
0.0031 |
0.0051 |
0.0020 |
64.5% |
0.0153 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
16 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1554 |
1.1535 |
1.1442 |
|
| R3 |
1.1503 |
1.1484 |
1.1428 |
|
| R2 |
1.1452 |
1.1452 |
1.1423 |
|
| R1 |
1.1433 |
1.1433 |
1.1418 |
1.1442 |
| PP |
1.1401 |
1.1401 |
1.1401 |
1.1406 |
| S1 |
1.1382 |
1.1382 |
1.1409 |
1.1391 |
| S2 |
1.1350 |
1.1350 |
1.1404 |
|
| S3 |
1.1299 |
1.1331 |
1.1399 |
|
| S4 |
1.1248 |
1.1280 |
1.1385 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1828 |
1.1767 |
1.1484 |
|
| R3 |
1.1675 |
1.1614 |
1.1442 |
|
| R2 |
1.1522 |
1.1522 |
1.1428 |
|
| R1 |
1.1461 |
1.1461 |
1.1414 |
1.1491 |
| PP |
1.1369 |
1.1369 |
1.1369 |
1.1384 |
| S1 |
1.1308 |
1.1308 |
1.1385 |
1.1338 |
| S2 |
1.1216 |
1.1216 |
1.1371 |
|
| S3 |
1.1063 |
1.1155 |
1.1357 |
|
| S4 |
1.0910 |
1.1002 |
1.1315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1430 |
1.1315 |
0.0116 |
1.0% |
0.0048 |
0.4% |
86% |
False |
False |
3 |
| 10 |
1.1430 |
1.1145 |
0.0286 |
2.5% |
0.0051 |
0.5% |
94% |
False |
False |
3 |
| 20 |
1.1472 |
1.1145 |
0.0328 |
2.9% |
0.0035 |
0.3% |
82% |
False |
False |
2 |
| 40 |
1.1790 |
1.1145 |
0.0646 |
5.7% |
0.0028 |
0.2% |
42% |
False |
False |
1 |
| 60 |
1.2035 |
1.1145 |
0.0890 |
7.8% |
0.0032 |
0.3% |
30% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1637 |
|
2.618 |
1.1554 |
|
1.618 |
1.1503 |
|
1.000 |
1.1471 |
|
0.618 |
1.1452 |
|
HIGH |
1.1420 |
|
0.618 |
1.1401 |
|
0.500 |
1.1395 |
|
0.382 |
1.1388 |
|
LOW |
1.1369 |
|
0.618 |
1.1337 |
|
1.000 |
1.1318 |
|
1.618 |
1.1286 |
|
2.618 |
1.1235 |
|
4.250 |
1.1152 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1407 |
1.1400 |
| PP |
1.1401 |
1.1386 |
| S1 |
1.1395 |
1.1372 |
|