CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1430 |
1.1480 |
0.0050 |
0.4% |
1.1340 |
| High |
1.1470 |
1.1510 |
0.0040 |
0.3% |
1.1430 |
| Low |
1.1428 |
1.1480 |
0.0052 |
0.5% |
1.1277 |
| Close |
1.1428 |
1.1495 |
0.0067 |
0.6% |
1.1400 |
| Range |
0.0042 |
0.0030 |
-0.0012 |
-28.6% |
0.0153 |
| ATR |
0.0058 |
0.0059 |
0.0002 |
3.0% |
0.0000 |
| Volume |
5 |
4 |
-1 |
-20.0% |
16 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1585 |
1.1570 |
1.1512 |
|
| R3 |
1.1555 |
1.1540 |
1.1503 |
|
| R2 |
1.1525 |
1.1525 |
1.1501 |
|
| R1 |
1.1510 |
1.1510 |
1.1498 |
1.1518 |
| PP |
1.1495 |
1.1495 |
1.1495 |
1.1499 |
| S1 |
1.1480 |
1.1480 |
1.1492 |
1.1488 |
| S2 |
1.1465 |
1.1465 |
1.1490 |
|
| S3 |
1.1435 |
1.1450 |
1.1487 |
|
| S4 |
1.1405 |
1.1420 |
1.1479 |
|
|
| 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 |
1.1510 |
1.1369 |
0.0141 |
1.2% |
0.0031 |
0.3% |
89% |
True |
False |
3 |
| 10 |
1.1510 |
1.1216 |
0.0295 |
2.6% |
0.0051 |
0.4% |
95% |
True |
False |
3 |
| 20 |
1.1510 |
1.1145 |
0.0366 |
3.2% |
0.0039 |
0.3% |
96% |
True |
False |
2 |
| 40 |
1.1790 |
1.1145 |
0.0646 |
5.6% |
0.0029 |
0.3% |
54% |
False |
False |
1 |
| 60 |
1.1940 |
1.1145 |
0.0796 |
6.9% |
0.0033 |
0.3% |
44% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1638 |
|
2.618 |
1.1589 |
|
1.618 |
1.1559 |
|
1.000 |
1.1540 |
|
0.618 |
1.1529 |
|
HIGH |
1.1510 |
|
0.618 |
1.1499 |
|
0.500 |
1.1495 |
|
0.382 |
1.1491 |
|
LOW |
1.1480 |
|
0.618 |
1.1461 |
|
1.000 |
1.1450 |
|
1.618 |
1.1431 |
|
2.618 |
1.1401 |
|
4.250 |
1.1353 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1495 |
1.1484 |
| PP |
1.1495 |
1.1472 |
| S1 |
1.1495 |
1.1461 |
|