CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 09-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1.1146 |
1.1242 |
0.0097 |
0.9% |
1.1143 |
High |
1.1219 |
1.1242 |
0.0023 |
0.2% |
1.1219 |
Low |
1.1101 |
1.1242 |
0.0141 |
1.3% |
1.1030 |
Close |
1.1197 |
1.1242 |
0.0045 |
0.4% |
1.1197 |
Range |
0.0118 |
0.0000 |
-0.0118 |
-100.0% |
0.0189 |
ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
4 |
3 |
-1 |
-25.0% |
42 |
|
Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1242 |
1.1242 |
1.1242 |
|
R3 |
1.1242 |
1.1242 |
1.1242 |
|
R2 |
1.1242 |
1.1242 |
1.1242 |
|
R1 |
1.1242 |
1.1242 |
1.1242 |
1.1242 |
PP |
1.1242 |
1.1242 |
1.1242 |
1.1242 |
S1 |
1.1242 |
1.1242 |
1.1242 |
1.1242 |
S2 |
1.1242 |
1.1242 |
1.1242 |
|
S3 |
1.1242 |
1.1242 |
1.1242 |
|
S4 |
1.1242 |
1.1242 |
1.1242 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1716 |
1.1645 |
1.1301 |
|
R3 |
1.1527 |
1.1456 |
1.1249 |
|
R2 |
1.1338 |
1.1338 |
1.1232 |
|
R1 |
1.1267 |
1.1267 |
1.1214 |
1.1303 |
PP |
1.1149 |
1.1149 |
1.1149 |
1.1166 |
S1 |
1.1078 |
1.1078 |
1.1180 |
1.1114 |
S2 |
1.0960 |
1.0960 |
1.1162 |
|
S3 |
1.0771 |
1.0889 |
1.1145 |
|
S4 |
1.0582 |
1.0700 |
1.1093 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1242 |
1.1030 |
0.0212 |
1.9% |
0.0036 |
0.3% |
100% |
True |
False |
7 |
10 |
1.1242 |
1.1030 |
0.0212 |
1.9% |
0.0048 |
0.4% |
100% |
True |
False |
12 |
20 |
1.1454 |
1.1030 |
0.0424 |
3.8% |
0.0040 |
0.4% |
50% |
False |
False |
30 |
40 |
1.1691 |
1.1030 |
0.0661 |
5.9% |
0.0035 |
0.3% |
32% |
False |
False |
17 |
60 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0034 |
0.3% |
23% |
False |
False |
13 |
80 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0035 |
0.3% |
23% |
False |
False |
11 |
100 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0034 |
0.3% |
23% |
False |
False |
9 |
120 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0033 |
0.3% |
23% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1242 |
2.618 |
1.1242 |
1.618 |
1.1242 |
1.000 |
1.1242 |
0.618 |
1.1242 |
HIGH |
1.1242 |
0.618 |
1.1242 |
0.500 |
1.1242 |
0.382 |
1.1242 |
LOW |
1.1242 |
0.618 |
1.1242 |
1.000 |
1.1242 |
1.618 |
1.1242 |
2.618 |
1.1242 |
4.250 |
1.1242 |
|
|
Fisher Pivots for day following 09-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1242 |
1.1219 |
PP |
1.1242 |
1.1195 |
S1 |
1.1242 |
1.1172 |
|