CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 04-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1.1080 |
1.1118 |
0.0038 |
0.3% |
1.1230 |
High |
1.1080 |
1.1118 |
0.0038 |
0.3% |
1.1230 |
Low |
1.1030 |
1.1108 |
0.0078 |
0.7% |
1.1060 |
Close |
1.1063 |
1.1108 |
0.0045 |
0.4% |
1.1133 |
Range |
0.0050 |
0.0010 |
-0.0041 |
-81.0% |
0.0170 |
ATR |
0.0054 |
0.0054 |
0.0000 |
0.0% |
0.0000 |
Volume |
21 |
6 |
-15 |
-71.4% |
91 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1140 |
1.1133 |
1.1113 |
|
R3 |
1.1130 |
1.1124 |
1.1111 |
|
R2 |
1.1121 |
1.1121 |
1.1110 |
|
R1 |
1.1114 |
1.1114 |
1.1109 |
1.1113 |
PP |
1.1111 |
1.1111 |
1.1111 |
1.1110 |
S1 |
1.1105 |
1.1105 |
1.1107 |
1.1103 |
S2 |
1.1102 |
1.1102 |
1.1106 |
|
S3 |
1.1092 |
1.1095 |
1.1105 |
|
S4 |
1.1083 |
1.1086 |
1.1103 |
|
|
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% |
0.0052 |
0.5% |
44% |
False |
False |
17 |
10 |
1.1330 |
1.1030 |
0.0300 |
2.7% |
0.0051 |
0.5% |
26% |
False |
False |
14 |
20 |
1.1476 |
1.1030 |
0.0446 |
4.0% |
0.0037 |
0.3% |
18% |
False |
False |
31 |
40 |
1.1750 |
1.1030 |
0.0720 |
6.5% |
0.0036 |
0.3% |
11% |
False |
False |
16 |
60 |
1.1971 |
1.1030 |
0.0941 |
8.5% |
0.0036 |
0.3% |
8% |
False |
False |
13 |
80 |
1.1971 |
1.1030 |
0.0941 |
8.5% |
0.0035 |
0.3% |
8% |
False |
False |
11 |
100 |
1.1971 |
1.1030 |
0.0941 |
8.5% |
0.0033 |
0.3% |
8% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1158 |
2.618 |
1.1142 |
1.618 |
1.1133 |
1.000 |
1.1127 |
0.618 |
1.1123 |
HIGH |
1.1118 |
0.618 |
1.1114 |
0.500 |
1.1113 |
0.382 |
1.1112 |
LOW |
1.1108 |
0.618 |
1.1102 |
1.000 |
1.1099 |
1.618 |
1.1093 |
2.618 |
1.1083 |
4.250 |
1.1068 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1113 |
1.1101 |
PP |
1.1111 |
1.1094 |
S1 |
1.1110 |
1.1086 |
|