CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1183 |
1.1213 |
0.0030 |
0.3% |
1.1411 |
| High |
1.1183 |
1.1248 |
0.0065 |
0.6% |
1.1411 |
| Low |
1.1150 |
1.1205 |
0.0055 |
0.5% |
1.1245 |
| Close |
1.1172 |
1.1205 |
0.0034 |
0.3% |
1.1269 |
| Range |
0.0033 |
0.0043 |
0.0010 |
28.8% |
0.0166 |
| ATR |
0.0054 |
0.0055 |
0.0002 |
3.0% |
0.0000 |
| Volume |
7 |
29 |
22 |
314.3% |
82 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1347 |
1.1318 |
1.1228 |
|
| R3 |
1.1304 |
1.1276 |
1.1217 |
|
| R2 |
1.1262 |
1.1262 |
1.1213 |
|
| R1 |
1.1233 |
1.1233 |
1.1209 |
1.1226 |
| PP |
1.1219 |
1.1219 |
1.1219 |
1.1216 |
| S1 |
1.1191 |
1.1191 |
1.1201 |
1.1184 |
| S2 |
1.1177 |
1.1177 |
1.1197 |
|
| S3 |
1.1134 |
1.1148 |
1.1193 |
|
| S4 |
1.1092 |
1.1106 |
1.1182 |
|
|
| 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 |
1.1309 |
1.1150 |
0.0159 |
1.4% |
0.0055 |
0.5% |
35% |
False |
False |
26 |
| 10 |
1.1418 |
1.1150 |
0.0268 |
2.4% |
0.0039 |
0.4% |
21% |
False |
False |
21 |
| 20 |
1.1418 |
1.1101 |
0.0317 |
2.8% |
0.0045 |
0.4% |
33% |
False |
False |
16 |
| 40 |
1.1476 |
1.1030 |
0.0446 |
4.0% |
0.0040 |
0.4% |
39% |
False |
False |
23 |
| 60 |
1.1750 |
1.1030 |
0.0720 |
6.4% |
0.0038 |
0.3% |
24% |
False |
False |
16 |
| 80 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0036 |
0.3% |
19% |
False |
False |
14 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0037 |
0.3% |
19% |
False |
False |
12 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.4% |
0.0034 |
0.3% |
19% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1428 |
|
2.618 |
1.1359 |
|
1.618 |
1.1316 |
|
1.000 |
1.1290 |
|
0.618 |
1.1274 |
|
HIGH |
1.1248 |
|
0.618 |
1.1231 |
|
0.500 |
1.1226 |
|
0.382 |
1.1221 |
|
LOW |
1.1205 |
|
0.618 |
1.1179 |
|
1.000 |
1.1163 |
|
1.618 |
1.1136 |
|
2.618 |
1.1094 |
|
4.250 |
1.1024 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1226 |
1.1207 |
| PP |
1.1219 |
1.1206 |
| S1 |
1.1212 |
1.1206 |
|