CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1344 |
0.0024 |
0.2% |
1.1242 |
| High |
1.1354 |
1.1400 |
0.0047 |
0.4% |
1.1310 |
| Low |
1.1315 |
1.1344 |
0.0029 |
0.3% |
1.1199 |
| Close |
1.1315 |
1.1381 |
0.0067 |
0.6% |
1.1288 |
| Range |
0.0039 |
0.0057 |
0.0018 |
44.9% |
0.0111 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.7% |
0.0000 |
| Volume |
5 |
8 |
3 |
60.0% |
81 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1544 |
1.1519 |
1.1412 |
|
| R3 |
1.1488 |
1.1463 |
1.1397 |
|
| R2 |
1.1431 |
1.1431 |
1.1391 |
|
| R1 |
1.1406 |
1.1406 |
1.1386 |
1.1419 |
| PP |
1.1375 |
1.1375 |
1.1375 |
1.1381 |
| S1 |
1.1350 |
1.1350 |
1.1376 |
1.1362 |
| S2 |
1.1318 |
1.1318 |
1.1371 |
|
| S3 |
1.1262 |
1.1293 |
1.1365 |
|
| S4 |
1.1205 |
1.1237 |
1.1350 |
|
|
| 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 |
1.1400 |
1.1206 |
0.0195 |
1.7% |
0.0043 |
0.4% |
90% |
True |
False |
14 |
| 10 |
1.1400 |
1.1101 |
0.0299 |
2.6% |
0.0050 |
0.4% |
94% |
True |
False |
11 |
| 20 |
1.1400 |
1.1030 |
0.0370 |
3.3% |
0.0048 |
0.4% |
95% |
True |
False |
12 |
| 40 |
1.1674 |
1.1030 |
0.0644 |
5.7% |
0.0040 |
0.4% |
55% |
False |
False |
19 |
| 60 |
1.1832 |
1.1030 |
0.0802 |
7.0% |
0.0039 |
0.3% |
44% |
False |
False |
14 |
| 80 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0037 |
0.3% |
37% |
False |
False |
12 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0035 |
0.3% |
37% |
False |
False |
10 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0034 |
0.3% |
37% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1640 |
|
2.618 |
1.1548 |
|
1.618 |
1.1491 |
|
1.000 |
1.1457 |
|
0.618 |
1.1435 |
|
HIGH |
1.1400 |
|
0.618 |
1.1378 |
|
0.500 |
1.1372 |
|
0.382 |
1.1365 |
|
LOW |
1.1344 |
|
0.618 |
1.1309 |
|
1.000 |
1.1287 |
|
1.618 |
1.1252 |
|
2.618 |
1.1196 |
|
4.250 |
1.1103 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1378 |
1.1366 |
| PP |
1.1375 |
1.1352 |
| S1 |
1.1372 |
1.1337 |
|