CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1280 |
-0.0040 |
-0.4% |
1.1411 |
| High |
1.1320 |
1.1309 |
-0.0012 |
-0.1% |
1.1411 |
| Low |
1.1290 |
1.1245 |
-0.0045 |
-0.4% |
1.1245 |
| Close |
1.1301 |
1.1269 |
-0.0032 |
-0.3% |
1.1269 |
| Range |
0.0030 |
0.0064 |
0.0034 |
111.7% |
0.0166 |
| ATR |
0.0052 |
0.0052 |
0.0001 |
1.6% |
0.0000 |
| Volume |
19 |
5 |
-14 |
-73.7% |
82 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1465 |
1.1430 |
1.1304 |
|
| R3 |
1.1401 |
1.1367 |
1.1286 |
|
| R2 |
1.1338 |
1.1338 |
1.1281 |
|
| R1 |
1.1303 |
1.1303 |
1.1275 |
1.1289 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1267 |
| S1 |
1.1240 |
1.1240 |
1.1263 |
1.1225 |
| S2 |
1.1211 |
1.1211 |
1.1257 |
|
| S3 |
1.1147 |
1.1176 |
1.1252 |
|
| S4 |
1.1084 |
1.1113 |
1.1234 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1805 |
1.1702 |
1.1360 |
|
| R3 |
1.1639 |
1.1537 |
1.1315 |
|
| R2 |
1.1474 |
1.1474 |
1.1299 |
|
| R1 |
1.1371 |
1.1371 |
1.1284 |
1.1340 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1292 |
| S1 |
1.1206 |
1.1206 |
1.1254 |
1.1174 |
| S2 |
1.1143 |
1.1143 |
1.1239 |
|
| S3 |
1.0977 |
1.1040 |
1.1223 |
|
| S4 |
1.0812 |
1.0875 |
1.1178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1411 |
1.1245 |
0.0166 |
1.5% |
0.0028 |
0.3% |
15% |
False |
True |
16 |
| 10 |
1.1418 |
1.1245 |
0.0173 |
1.5% |
0.0030 |
0.3% |
14% |
False |
True |
11 |
| 20 |
1.1418 |
1.1030 |
0.0388 |
3.4% |
0.0040 |
0.4% |
62% |
False |
False |
11 |
| 40 |
1.1614 |
1.1030 |
0.0584 |
5.2% |
0.0041 |
0.4% |
41% |
False |
False |
20 |
| 60 |
1.1769 |
1.1030 |
0.0739 |
6.6% |
0.0037 |
0.3% |
32% |
False |
False |
15 |
| 80 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0038 |
0.3% |
25% |
False |
False |
13 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0036 |
0.3% |
25% |
False |
False |
10 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0033 |
0.3% |
25% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1578 |
|
2.618 |
1.1475 |
|
1.618 |
1.1411 |
|
1.000 |
1.1372 |
|
0.618 |
1.1348 |
|
HIGH |
1.1309 |
|
0.618 |
1.1284 |
|
0.500 |
1.1277 |
|
0.382 |
1.1269 |
|
LOW |
1.1245 |
|
0.618 |
1.1206 |
|
1.000 |
1.1182 |
|
1.618 |
1.1142 |
|
2.618 |
1.1079 |
|
4.250 |
1.0975 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1277 |
1.1311 |
| PP |
1.1274 |
1.1297 |
| S1 |
1.1272 |
1.1283 |
|