CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1287 |
1.1206 |
-0.0082 |
-0.7% |
1.1242 |
| High |
1.1310 |
1.1300 |
-0.0010 |
-0.1% |
1.1310 |
| Low |
1.1199 |
1.1206 |
0.0007 |
0.1% |
1.1199 |
| Close |
1.1199 |
1.1288 |
0.0089 |
0.8% |
1.1288 |
| Range |
0.0111 |
0.0095 |
-0.0017 |
-14.9% |
0.0111 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
5.1% |
0.0000 |
| Volume |
11 |
45 |
34 |
309.1% |
81 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1548 |
1.1512 |
1.1339 |
|
| R3 |
1.1453 |
1.1418 |
1.1313 |
|
| R2 |
1.1359 |
1.1359 |
1.1305 |
|
| R1 |
1.1323 |
1.1323 |
1.1296 |
1.1341 |
| PP |
1.1264 |
1.1264 |
1.1264 |
1.1273 |
| S1 |
1.1229 |
1.1229 |
1.1279 |
1.1247 |
| S2 |
1.1170 |
1.1170 |
1.1270 |
|
| S3 |
1.1075 |
1.1134 |
1.1262 |
|
| S4 |
1.0981 |
1.1040 |
1.1236 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1599 |
1.1554 |
1.1349 |
|
| R3 |
1.1488 |
1.1443 |
1.1318 |
|
| R2 |
1.1377 |
1.1377 |
1.1308 |
|
| R1 |
1.1332 |
1.1332 |
1.1298 |
1.1354 |
| PP |
1.1266 |
1.1266 |
1.1266 |
1.1277 |
| S1 |
1.1221 |
1.1221 |
1.1277 |
1.1243 |
| S2 |
1.1155 |
1.1155 |
1.1267 |
|
| S3 |
1.1044 |
1.1110 |
1.1257 |
|
| S4 |
1.0933 |
1.0999 |
1.1226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1310 |
1.1199 |
0.0111 |
1.0% |
0.0052 |
0.5% |
80% |
False |
False |
16 |
| 10 |
1.1310 |
1.1030 |
0.0280 |
2.5% |
0.0049 |
0.4% |
92% |
False |
False |
12 |
| 20 |
1.1378 |
1.1030 |
0.0348 |
3.1% |
0.0047 |
0.4% |
74% |
False |
False |
26 |
| 40 |
1.1674 |
1.1030 |
0.0644 |
5.7% |
0.0039 |
0.3% |
40% |
False |
False |
18 |
| 60 |
1.1929 |
1.1030 |
0.0899 |
8.0% |
0.0038 |
0.3% |
29% |
False |
False |
14 |
| 80 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0037 |
0.3% |
27% |
False |
False |
11 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0035 |
0.3% |
27% |
False |
False |
10 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0035 |
0.3% |
27% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1702 |
|
2.618 |
1.1547 |
|
1.618 |
1.1453 |
|
1.000 |
1.1395 |
|
0.618 |
1.1358 |
|
HIGH |
1.1300 |
|
0.618 |
1.1264 |
|
0.500 |
1.1253 |
|
0.382 |
1.1242 |
|
LOW |
1.1206 |
|
0.618 |
1.1147 |
|
1.000 |
1.1111 |
|
1.618 |
1.1053 |
|
2.618 |
1.0958 |
|
4.250 |
1.0804 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1276 |
1.1277 |
| PP |
1.1264 |
1.1266 |
| S1 |
1.1253 |
1.1255 |
|