CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1.1280 |
1.1287 |
0.0007 |
0.1% |
1.1143 |
High |
1.1300 |
1.1310 |
0.0010 |
0.1% |
1.1219 |
Low |
1.1274 |
1.1199 |
-0.0075 |
-0.7% |
1.1030 |
Close |
1.1274 |
1.1199 |
-0.0075 |
-0.7% |
1.1197 |
Range |
0.0027 |
0.0111 |
0.0085 |
318.9% |
0.0189 |
ATR |
0.0055 |
0.0059 |
0.0004 |
7.3% |
0.0000 |
Volume |
15 |
11 |
-4 |
-26.7% |
42 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1569 |
1.1495 |
1.1260 |
|
R3 |
1.1458 |
1.1384 |
1.1230 |
|
R2 |
1.1347 |
1.1347 |
1.1219 |
|
R1 |
1.1273 |
1.1273 |
1.1209 |
1.1255 |
PP |
1.1236 |
1.1236 |
1.1236 |
1.1227 |
S1 |
1.1162 |
1.1162 |
1.1189 |
1.1144 |
S2 |
1.1125 |
1.1125 |
1.1179 |
|
S3 |
1.1014 |
1.1051 |
1.1168 |
|
S4 |
1.0903 |
1.0940 |
1.1138 |
|
|
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 |
1.1310 |
1.1101 |
0.0209 |
1.9% |
0.0057 |
0.5% |
47% |
True |
False |
8 |
10 |
1.1310 |
1.1030 |
0.0280 |
2.5% |
0.0048 |
0.4% |
60% |
True |
False |
12 |
20 |
1.1397 |
1.1030 |
0.0367 |
3.3% |
0.0043 |
0.4% |
46% |
False |
False |
23 |
40 |
1.1674 |
1.1030 |
0.0644 |
5.7% |
0.0036 |
0.3% |
26% |
False |
False |
17 |
60 |
1.1929 |
1.1030 |
0.0899 |
8.0% |
0.0037 |
0.3% |
19% |
False |
False |
13 |
80 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0036 |
0.3% |
18% |
False |
False |
11 |
100 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0034 |
0.3% |
18% |
False |
False |
9 |
120 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0034 |
0.3% |
18% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1782 |
2.618 |
1.1601 |
1.618 |
1.1490 |
1.000 |
1.1421 |
0.618 |
1.1379 |
HIGH |
1.1310 |
0.618 |
1.1268 |
0.500 |
1.1255 |
0.382 |
1.1241 |
LOW |
1.1199 |
0.618 |
1.1130 |
1.000 |
1.1088 |
1.618 |
1.1019 |
2.618 |
1.0908 |
4.250 |
1.0727 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1255 |
1.1255 |
PP |
1.1236 |
1.1236 |
S1 |
1.1218 |
1.1218 |
|