CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1143 |
1.1080 |
-0.0063 |
-0.6% |
1.1230 |
| High |
1.1143 |
1.1080 |
-0.0063 |
-0.6% |
1.1230 |
| Low |
1.1090 |
1.1030 |
-0.0060 |
-0.5% |
1.1060 |
| Close |
1.1111 |
1.1063 |
-0.0048 |
-0.4% |
1.1133 |
| Range |
0.0053 |
0.0050 |
-0.0003 |
-4.8% |
0.0170 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.9% |
0.0000 |
| Volume |
10 |
21 |
11 |
110.0% |
91 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1208 |
1.1185 |
1.1091 |
|
| R3 |
1.1158 |
1.1135 |
1.1077 |
|
| R2 |
1.1108 |
1.1108 |
1.1072 |
|
| R1 |
1.1085 |
1.1085 |
1.1068 |
1.1072 |
| PP |
1.1058 |
1.1058 |
1.1058 |
1.1051 |
| S1 |
1.1035 |
1.1035 |
1.1058 |
1.1022 |
| S2 |
1.1008 |
1.1008 |
1.1054 |
|
| S3 |
1.0958 |
1.0985 |
1.1049 |
|
| S4 |
1.0908 |
1.0935 |
1.1036 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1651 |
1.1562 |
1.1227 |
|
| R3 |
1.1481 |
1.1392 |
1.1180 |
|
| R2 |
1.1311 |
1.1311 |
1.1164 |
|
| R1 |
1.1222 |
1.1222 |
1.1149 |
1.1182 |
| PP |
1.1141 |
1.1141 |
1.1141 |
1.1121 |
| S1 |
1.1052 |
1.1052 |
1.1117 |
1.1012 |
| S2 |
1.0971 |
1.0971 |
1.1102 |
|
| S3 |
1.0801 |
1.0882 |
1.1086 |
|
| S4 |
1.0631 |
1.0712 |
1.1040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1208 |
1.1030 |
0.0178 |
1.6% |
0.0064 |
0.6% |
19% |
False |
True |
21 |
| 10 |
1.1366 |
1.1030 |
0.0336 |
3.0% |
0.0050 |
0.4% |
10% |
False |
True |
15 |
| 20 |
1.1499 |
1.1030 |
0.0469 |
4.2% |
0.0039 |
0.4% |
7% |
False |
True |
31 |
| 40 |
1.1750 |
1.1030 |
0.0720 |
6.5% |
0.0035 |
0.3% |
5% |
False |
True |
16 |
| 60 |
1.1971 |
1.1030 |
0.0941 |
8.5% |
0.0037 |
0.3% |
4% |
False |
True |
13 |
| 80 |
1.1971 |
1.1030 |
0.0941 |
8.5% |
0.0035 |
0.3% |
4% |
False |
True |
11 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.5% |
0.0033 |
0.3% |
4% |
False |
True |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1293 |
|
2.618 |
1.1211 |
|
1.618 |
1.1161 |
|
1.000 |
1.1130 |
|
0.618 |
1.1111 |
|
HIGH |
1.1080 |
|
0.618 |
1.1061 |
|
0.500 |
1.1055 |
|
0.382 |
1.1049 |
|
LOW |
1.1030 |
|
0.618 |
1.0999 |
|
1.000 |
1.0980 |
|
1.618 |
1.0949 |
|
2.618 |
1.0899 |
|
4.250 |
1.0818 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1060 |
1.1119 |
| PP |
1.1058 |
1.1100 |
| S1 |
1.1055 |
1.1082 |
|