CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 06-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1.1283 |
1.1291 |
0.0008 |
0.1% |
1.1240 |
High |
1.1314 |
1.1291 |
-0.0024 |
-0.2% |
1.1314 |
Low |
1.1186 |
1.1291 |
0.0105 |
0.9% |
1.1150 |
Close |
1.1298 |
1.1291 |
-0.0008 |
-0.1% |
1.1298 |
Range |
0.0128 |
0.0000 |
-0.0128 |
-100.0% |
0.0164 |
ATR |
0.0060 |
0.0057 |
-0.0004 |
-6.3% |
0.0000 |
Volume |
10 |
4 |
-6 |
-60.0% |
137 |
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1291 |
1.1291 |
1.1291 |
|
R3 |
1.1291 |
1.1291 |
1.1291 |
|
R2 |
1.1291 |
1.1291 |
1.1291 |
|
R1 |
1.1291 |
1.1291 |
1.1291 |
1.1291 |
PP |
1.1291 |
1.1291 |
1.1291 |
1.1291 |
S1 |
1.1291 |
1.1291 |
1.1291 |
1.1291 |
S2 |
1.1291 |
1.1291 |
1.1291 |
|
S3 |
1.1291 |
1.1291 |
1.1291 |
|
S4 |
1.1291 |
1.1291 |
1.1291 |
|
|
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% |
0.0061 |
0.5% |
86% |
False |
False |
24 |
10 |
1.1377 |
1.1150 |
0.0227 |
2.0% |
0.0048 |
0.4% |
62% |
False |
False |
22 |
20 |
1.1418 |
1.1150 |
0.0268 |
2.4% |
0.0045 |
0.4% |
52% |
False |
False |
16 |
40 |
1.1454 |
1.1030 |
0.0424 |
3.8% |
0.0043 |
0.4% |
62% |
False |
False |
23 |
60 |
1.1691 |
1.1030 |
0.0661 |
5.9% |
0.0038 |
0.3% |
39% |
False |
False |
16 |
80 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0037 |
0.3% |
28% |
False |
False |
14 |
100 |
1.1971 |
1.1030 |
0.0941 |
8.3% |
0.0037 |
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 |
1.1291 |
2.618 |
1.1291 |
1.618 |
1.1291 |
1.000 |
1.1291 |
0.618 |
1.1291 |
HIGH |
1.1291 |
0.618 |
1.1291 |
0.500 |
1.1291 |
0.382 |
1.1291 |
LOW |
1.1291 |
0.618 |
1.1291 |
1.000 |
1.1291 |
1.618 |
1.1291 |
2.618 |
1.1291 |
4.250 |
1.1291 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1291 |
1.1277 |
PP |
1.1291 |
1.1264 |
S1 |
1.1291 |
1.1250 |
|