CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1376 |
1.1377 |
0.0001 |
0.0% |
1.1304 |
| High |
1.1376 |
1.1377 |
0.0001 |
0.0% |
1.1418 |
| Low |
1.1376 |
1.1330 |
-0.0047 |
-0.4% |
1.1274 |
| Close |
1.1376 |
1.1334 |
-0.0043 |
-0.4% |
1.1398 |
| Range |
0.0000 |
0.0048 |
0.0048 |
|
0.0145 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
2 |
55 |
53 |
2,650.0% |
29 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1459 |
1.1360 |
|
| R3 |
1.1442 |
1.1411 |
1.1347 |
|
| R2 |
1.1394 |
1.1394 |
1.1342 |
|
| R1 |
1.1364 |
1.1364 |
1.1338 |
1.1355 |
| PP |
1.1347 |
1.1347 |
1.1347 |
1.1342 |
| S1 |
1.1316 |
1.1316 |
1.1329 |
1.1308 |
| S2 |
1.1299 |
1.1299 |
1.1325 |
|
| S3 |
1.1252 |
1.1269 |
1.1320 |
|
| S4 |
1.1204 |
1.1221 |
1.1307 |
|
|
| 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 |
1.1330 |
0.0089 |
0.8% |
0.0029 |
0.3% |
5% |
False |
True |
14 |
| 10 |
1.1418 |
1.1199 |
0.0219 |
1.9% |
0.0041 |
0.4% |
61% |
False |
False |
14 |
| 20 |
1.1418 |
1.1030 |
0.0388 |
3.4% |
0.0042 |
0.4% |
78% |
False |
False |
13 |
| 40 |
1.1640 |
1.1030 |
0.0610 |
5.4% |
0.0039 |
0.3% |
50% |
False |
False |
21 |
| 60 |
1.1769 |
1.1030 |
0.0739 |
6.5% |
0.0038 |
0.3% |
41% |
False |
False |
15 |
| 80 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0037 |
0.3% |
32% |
False |
False |
12 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0036 |
0.3% |
32% |
False |
False |
10 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0034 |
0.3% |
32% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1579 |
|
2.618 |
1.1501 |
|
1.618 |
1.1454 |
|
1.000 |
1.1425 |
|
0.618 |
1.1406 |
|
HIGH |
1.1377 |
|
0.618 |
1.1359 |
|
0.500 |
1.1353 |
|
0.382 |
1.1348 |
|
LOW |
1.1330 |
|
0.618 |
1.1300 |
|
1.000 |
1.1282 |
|
1.618 |
1.1253 |
|
2.618 |
1.1205 |
|
4.250 |
1.1128 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1353 |
1.1370 |
| PP |
1.1347 |
1.1358 |
| S1 |
1.1340 |
1.1346 |
|