CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1240 |
1.1263 |
0.0023 |
0.2% |
1.1411 |
| High |
1.1264 |
1.1264 |
-0.0001 |
0.0% |
1.1411 |
| Low |
1.1230 |
1.1160 |
-0.0070 |
-0.6% |
1.1245 |
| Close |
1.1263 |
1.1170 |
-0.0093 |
-0.8% |
1.1269 |
| Range |
0.0034 |
0.0104 |
0.0070 |
204.4% |
0.0166 |
| ATR |
0.0052 |
0.0055 |
0.0004 |
7.2% |
0.0000 |
| Volume |
17 |
74 |
57 |
335.3% |
82 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1508 |
1.1443 |
1.1227 |
|
| R3 |
1.1405 |
1.1339 |
1.1198 |
|
| R2 |
1.1301 |
1.1301 |
1.1189 |
|
| R1 |
1.1236 |
1.1236 |
1.1179 |
1.1217 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1188 |
| S1 |
1.1132 |
1.1132 |
1.1161 |
1.1113 |
| S2 |
1.1094 |
1.1094 |
1.1151 |
|
| S3 |
1.0991 |
1.1029 |
1.1142 |
|
| S4 |
1.0887 |
1.0925 |
1.1113 |
|
|
| 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 |
1.1377 |
1.1160 |
0.0217 |
1.9% |
0.0056 |
0.5% |
5% |
False |
True |
34 |
| 10 |
1.1418 |
1.1160 |
0.0258 |
2.3% |
0.0041 |
0.4% |
4% |
False |
True |
19 |
| 20 |
1.1418 |
1.1101 |
0.0317 |
2.8% |
0.0041 |
0.4% |
22% |
False |
False |
14 |
| 40 |
1.1499 |
1.1030 |
0.0469 |
4.2% |
0.0040 |
0.4% |
30% |
False |
False |
22 |
| 60 |
1.1750 |
1.1030 |
0.0720 |
6.4% |
0.0037 |
0.3% |
19% |
False |
False |
16 |
| 80 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0038 |
0.3% |
15% |
False |
False |
13 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0036 |
0.3% |
15% |
False |
False |
11 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0035 |
0.3% |
15% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1703 |
|
2.618 |
1.1534 |
|
1.618 |
1.1431 |
|
1.000 |
1.1367 |
|
0.618 |
1.1327 |
|
HIGH |
1.1264 |
|
0.618 |
1.1224 |
|
0.500 |
1.1212 |
|
0.382 |
1.1200 |
|
LOW |
1.1160 |
|
0.618 |
1.1096 |
|
1.000 |
1.1057 |
|
1.618 |
1.0993 |
|
2.618 |
1.0889 |
|
4.250 |
1.0720 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1212 |
1.1234 |
| PP |
1.1198 |
1.1213 |
| S1 |
1.1184 |
1.1191 |
|