CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1480 |
1.1515 |
0.0035 |
0.3% |
1.1374 |
| High |
1.1510 |
1.1529 |
0.0019 |
0.2% |
1.1529 |
| Low |
1.1480 |
1.1515 |
0.0035 |
0.3% |
1.1369 |
| Close |
1.1495 |
1.1510 |
0.0015 |
0.1% |
1.1510 |
| Range |
0.0030 |
0.0014 |
-0.0016 |
-53.3% |
0.0160 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
12 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1560 |
1.1549 |
1.1517 |
|
| R3 |
1.1546 |
1.1535 |
1.1513 |
|
| R2 |
1.1532 |
1.1532 |
1.1512 |
|
| R1 |
1.1521 |
1.1521 |
1.1511 |
1.1519 |
| PP |
1.1518 |
1.1518 |
1.1518 |
1.1517 |
| S1 |
1.1507 |
1.1507 |
1.1508 |
1.1505 |
| S2 |
1.1504 |
1.1504 |
1.1507 |
|
| S3 |
1.1490 |
1.1493 |
1.1506 |
|
| S4 |
1.1476 |
1.1479 |
1.1502 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1949 |
1.1889 |
1.1598 |
|
| R3 |
1.1789 |
1.1729 |
1.1554 |
|
| R2 |
1.1629 |
1.1629 |
1.1539 |
|
| R1 |
1.1569 |
1.1569 |
1.1524 |
1.1599 |
| PP |
1.1469 |
1.1469 |
1.1469 |
1.1484 |
| S1 |
1.1409 |
1.1409 |
1.1495 |
1.1439 |
| S2 |
1.1309 |
1.1309 |
1.1480 |
|
| S3 |
1.1149 |
1.1249 |
1.1466 |
|
| S4 |
1.0989 |
1.1089 |
1.1422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1529 |
1.1369 |
0.0160 |
1.4% |
0.0027 |
0.2% |
88% |
True |
False |
2 |
| 10 |
1.1529 |
1.1277 |
0.0252 |
2.2% |
0.0041 |
0.4% |
92% |
True |
False |
2 |
| 20 |
1.1529 |
1.1145 |
0.0385 |
3.3% |
0.0040 |
0.3% |
95% |
True |
False |
2 |
| 40 |
1.1790 |
1.1145 |
0.0646 |
5.6% |
0.0027 |
0.2% |
57% |
False |
False |
1 |
| 60 |
1.1940 |
1.1145 |
0.0796 |
6.9% |
0.0033 |
0.3% |
46% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1589 |
|
2.618 |
1.1566 |
|
1.618 |
1.1552 |
|
1.000 |
1.1543 |
|
0.618 |
1.1538 |
|
HIGH |
1.1529 |
|
0.618 |
1.1524 |
|
0.500 |
1.1522 |
|
0.382 |
1.1520 |
|
LOW |
1.1515 |
|
0.618 |
1.1506 |
|
1.000 |
1.1501 |
|
1.618 |
1.1492 |
|
2.618 |
1.1478 |
|
4.250 |
1.1456 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1522 |
1.1499 |
| PP |
1.1518 |
1.1489 |
| S1 |
1.1514 |
1.1479 |
|