CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1213 |
1.1283 |
0.0070 |
0.6% |
1.1240 |
| High |
1.1248 |
1.1314 |
0.0067 |
0.6% |
1.1314 |
| Low |
1.1205 |
1.1186 |
-0.0019 |
-0.2% |
1.1150 |
| Close |
1.1205 |
1.1298 |
0.0093 |
0.8% |
1.1298 |
| Range |
0.0043 |
0.0128 |
0.0086 |
201.2% |
0.0164 |
| ATR |
0.0055 |
0.0060 |
0.0005 |
9.4% |
0.0000 |
| Volume |
29 |
10 |
-19 |
-65.5% |
137 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1650 |
1.1602 |
1.1368 |
|
| R3 |
1.1522 |
1.1474 |
1.1333 |
|
| R2 |
1.1394 |
1.1394 |
1.1321 |
|
| R1 |
1.1346 |
1.1346 |
1.1310 |
1.1370 |
| PP |
1.1266 |
1.1266 |
1.1266 |
1.1278 |
| S1 |
1.1218 |
1.1218 |
1.1286 |
1.1242 |
| S2 |
1.1138 |
1.1138 |
1.1275 |
|
| S3 |
1.1010 |
1.1090 |
1.1263 |
|
| S4 |
1.0882 |
1.0962 |
1.1228 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1746 |
1.1686 |
1.1388 |
|
| R3 |
1.1582 |
1.1522 |
1.1343 |
|
| R2 |
1.1418 |
1.1418 |
1.1328 |
|
| R1 |
1.1358 |
1.1358 |
1.1313 |
1.1388 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1269 |
| S1 |
1.1194 |
1.1194 |
1.1283 |
1.1224 |
| S2 |
1.1090 |
1.1090 |
1.1268 |
|
| S3 |
1.0926 |
1.1030 |
1.1253 |
|
| S4 |
1.0762 |
1.0866 |
1.1208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1314 |
1.1150 |
0.0164 |
1.5% |
0.0068 |
0.6% |
90% |
True |
False |
27 |
| 10 |
1.1411 |
1.1150 |
0.0261 |
2.3% |
0.0048 |
0.4% |
57% |
False |
False |
21 |
| 20 |
1.1418 |
1.1150 |
0.0268 |
2.4% |
0.0045 |
0.4% |
55% |
False |
False |
16 |
| 40 |
1.1458 |
1.1030 |
0.0428 |
3.8% |
0.0043 |
0.4% |
63% |
False |
False |
24 |
| 60 |
1.1713 |
1.1030 |
0.0683 |
6.0% |
0.0039 |
0.3% |
39% |
False |
False |
16 |
| 80 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0038 |
0.3% |
28% |
False |
False |
14 |
| 100 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0038 |
0.3% |
28% |
False |
False |
12 |
| 120 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0036 |
0.3% |
28% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1858 |
|
2.618 |
1.1649 |
|
1.618 |
1.1521 |
|
1.000 |
1.1442 |
|
0.618 |
1.1393 |
|
HIGH |
1.1314 |
|
0.618 |
1.1265 |
|
0.500 |
1.1250 |
|
0.382 |
1.1235 |
|
LOW |
1.1186 |
|
0.618 |
1.1107 |
|
1.000 |
1.1058 |
|
1.618 |
1.0979 |
|
2.618 |
1.0851 |
|
4.250 |
1.0642 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1282 |
1.1276 |
| PP |
1.1266 |
1.1254 |
| S1 |
1.1250 |
1.1232 |
|