CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1316 |
1.1408 |
0.0093 |
0.8% |
1.1376 |
| High |
1.1316 |
1.1423 |
0.0108 |
1.0% |
1.1423 |
| Low |
1.1316 |
1.1302 |
-0.0014 |
-0.1% |
1.1270 |
| Close |
1.1316 |
1.1408 |
0.0093 |
0.8% |
1.1408 |
| Range |
0.0000 |
0.0121 |
0.0121 |
|
0.0154 |
| ATR |
0.0051 |
0.0056 |
0.0005 |
9.9% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1741 |
1.1695 |
1.1475 |
|
| R3 |
1.1620 |
1.1574 |
1.1441 |
|
| R2 |
1.1499 |
1.1499 |
1.1430 |
|
| R1 |
1.1453 |
1.1453 |
1.1419 |
1.1469 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1385 |
| S1 |
1.1332 |
1.1332 |
1.1397 |
1.1348 |
| S2 |
1.1257 |
1.1257 |
1.1386 |
|
| S3 |
1.1136 |
1.1211 |
1.1375 |
|
| S4 |
1.1015 |
1.1090 |
1.1341 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1827 |
1.1771 |
1.1492 |
|
| R3 |
1.1674 |
1.1618 |
1.1450 |
|
| R2 |
1.1520 |
1.1520 |
1.1436 |
|
| R1 |
1.1464 |
1.1464 |
1.1422 |
1.1492 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1381 |
| S1 |
1.1311 |
1.1311 |
1.1394 |
1.1339 |
| S2 |
1.1213 |
1.1213 |
1.1380 |
|
| S3 |
1.1060 |
1.1157 |
1.1366 |
|
| S4 |
1.0906 |
1.1004 |
1.1324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1423 |
1.1270 |
0.0154 |
1.3% |
0.0030 |
0.3% |
90% |
True |
False |
|
| 10 |
1.1524 |
1.1270 |
0.0254 |
2.2% |
0.0031 |
0.3% |
55% |
False |
False |
|
| 20 |
1.1529 |
1.1270 |
0.0260 |
2.3% |
0.0036 |
0.3% |
53% |
False |
False |
1 |
| 40 |
1.1568 |
1.1145 |
0.0424 |
3.7% |
0.0028 |
0.2% |
62% |
False |
False |
1 |
| 60 |
1.1820 |
1.1145 |
0.0675 |
5.9% |
0.0030 |
0.3% |
39% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1937 |
|
2.618 |
1.1740 |
|
1.618 |
1.1619 |
|
1.000 |
1.1544 |
|
0.618 |
1.1498 |
|
HIGH |
1.1423 |
|
0.618 |
1.1377 |
|
0.500 |
1.1363 |
|
0.382 |
1.1348 |
|
LOW |
1.1302 |
|
0.618 |
1.1227 |
|
1.000 |
1.1181 |
|
1.618 |
1.1106 |
|
2.618 |
1.0985 |
|
4.250 |
1.0788 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1393 |
1.1387 |
| PP |
1.1378 |
1.1367 |
| S1 |
1.1363 |
1.1346 |
|