CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1377 |
1.1320 |
-0.0057 |
-0.5% |
1.1304 |
| High |
1.1377 |
1.1320 |
-0.0057 |
-0.5% |
1.1418 |
| Low |
1.1330 |
1.1290 |
-0.0040 |
-0.3% |
1.1274 |
| Close |
1.1334 |
1.1301 |
-0.0033 |
-0.3% |
1.1398 |
| Range |
0.0048 |
0.0030 |
-0.0018 |
-36.8% |
0.0145 |
| ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
55 |
19 |
-36 |
-65.5% |
29 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1377 |
1.1317 |
|
| R3 |
1.1364 |
1.1347 |
1.1309 |
|
| R2 |
1.1334 |
1.1334 |
1.1306 |
|
| R1 |
1.1317 |
1.1317 |
1.1303 |
1.1310 |
| PP |
1.1304 |
1.1304 |
1.1304 |
1.1300 |
| S1 |
1.1287 |
1.1287 |
1.1298 |
1.1280 |
| S2 |
1.1274 |
1.1274 |
1.1295 |
|
| S3 |
1.1244 |
1.1257 |
1.1292 |
|
| S4 |
1.1214 |
1.1227 |
1.1284 |
|
|
| 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 |
1.1290 |
0.0128 |
1.1% |
0.0023 |
0.2% |
8% |
False |
True |
16 |
| 10 |
1.1418 |
1.1206 |
0.0213 |
1.9% |
0.0033 |
0.3% |
45% |
False |
False |
15 |
| 20 |
1.1418 |
1.1030 |
0.0388 |
3.4% |
0.0041 |
0.4% |
70% |
False |
False |
13 |
| 40 |
1.1614 |
1.1030 |
0.0584 |
5.2% |
0.0039 |
0.3% |
46% |
False |
False |
21 |
| 60 |
1.1769 |
1.1030 |
0.0739 |
6.5% |
0.0037 |
0.3% |
37% |
False |
False |
15 |
| 80 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0037 |
0.3% |
29% |
False |
False |
13 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0036 |
0.3% |
29% |
False |
False |
10 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0033 |
0.3% |
29% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1448 |
|
2.618 |
1.1399 |
|
1.618 |
1.1369 |
|
1.000 |
1.1350 |
|
0.618 |
1.1339 |
|
HIGH |
1.1320 |
|
0.618 |
1.1309 |
|
0.500 |
1.1305 |
|
0.382 |
1.1301 |
|
LOW |
1.1290 |
|
0.618 |
1.1271 |
|
1.000 |
1.1260 |
|
1.618 |
1.1241 |
|
2.618 |
1.1211 |
|
4.250 |
1.1163 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1305 |
1.1334 |
| PP |
1.1304 |
1.1323 |
| S1 |
1.1302 |
1.1312 |
|