CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1.1397 |
1.1411 |
0.0014 |
0.1% |
1.1304 |
High |
1.1418 |
1.1411 |
-0.0008 |
-0.1% |
1.1418 |
Low |
1.1379 |
1.1411 |
0.0032 |
0.3% |
1.1274 |
Close |
1.1398 |
1.1411 |
0.0013 |
0.1% |
1.1398 |
Range |
0.0039 |
0.0000 |
-0.0039 |
-100.0% |
0.0145 |
ATR |
0.0057 |
0.0054 |
-0.0003 |
-5.5% |
0.0000 |
Volume |
4 |
1 |
-3 |
-75.0% |
29 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1411 |
1.1411 |
1.1411 |
|
R3 |
1.1411 |
1.1411 |
1.1411 |
|
R2 |
1.1411 |
1.1411 |
1.1411 |
|
R1 |
1.1411 |
1.1411 |
1.1411 |
1.1411 |
PP |
1.1411 |
1.1411 |
1.1411 |
1.1411 |
S1 |
1.1411 |
1.1411 |
1.1411 |
1.1411 |
S2 |
1.1411 |
1.1411 |
1.1411 |
|
S3 |
1.1411 |
1.1411 |
1.1411 |
|
S4 |
1.1411 |
1.1411 |
1.1411 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1797 |
1.1742 |
1.1477 |
|
R3 |
1.1652 |
1.1597 |
1.1437 |
|
R2 |
1.1508 |
1.1508 |
1.1424 |
|
R1 |
1.1453 |
1.1453 |
1.1411 |
1.1480 |
PP |
1.1363 |
1.1363 |
1.1363 |
1.1377 |
S1 |
1.1308 |
1.1308 |
1.1384 |
1.1336 |
S2 |
1.1219 |
1.1219 |
1.1371 |
|
S3 |
1.1074 |
1.1164 |
1.1358 |
|
S4 |
1.0930 |
1.1019 |
1.1318 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1418 |
1.1274 |
0.0145 |
1.3% |
0.0032 |
0.3% |
95% |
False |
False |
4 |
10 |
1.1418 |
1.1199 |
0.0219 |
1.9% |
0.0042 |
0.4% |
97% |
False |
False |
10 |
20 |
1.1418 |
1.1030 |
0.0388 |
3.4% |
0.0045 |
0.4% |
98% |
False |
False |
11 |
40 |
1.1640 |
1.1030 |
0.0610 |
5.3% |
0.0037 |
0.3% |
62% |
False |
False |
19 |
60 |
1.1790 |
1.1030 |
0.0760 |
6.7% |
0.0037 |
0.3% |
50% |
False |
False |
15 |
80 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0037 |
0.3% |
40% |
False |
False |
12 |
100 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0036 |
0.3% |
40% |
False |
False |
10 |
120 |
1.1971 |
1.1030 |
0.0941 |
8.2% |
0.0035 |
0.3% |
40% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1411 |
2.618 |
1.1411 |
1.618 |
1.1411 |
1.000 |
1.1411 |
0.618 |
1.1411 |
HIGH |
1.1411 |
0.618 |
1.1411 |
0.500 |
1.1411 |
0.382 |
1.1411 |
LOW |
1.1411 |
0.618 |
1.1411 |
1.000 |
1.1411 |
1.618 |
1.1411 |
2.618 |
1.1411 |
4.250 |
1.1411 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1411 |
1.1401 |
PP |
1.1411 |
1.1391 |
S1 |
1.1411 |
1.1381 |
|