CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1260 |
1.1219 |
-0.0042 |
-0.4% |
1.1285 |
| High |
1.1300 |
1.1285 |
-0.0016 |
-0.1% |
1.1300 |
| Low |
1.1237 |
1.1199 |
-0.0039 |
-0.3% |
1.1180 |
| Close |
1.1239 |
1.1219 |
-0.0020 |
-0.2% |
1.1239 |
| Range |
0.0063 |
0.0086 |
0.0023 |
36.5% |
0.0120 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
6.0% |
0.0000 |
| Volume |
8 |
0 |
-8 |
-100.0% |
8 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1492 |
1.1441 |
1.1266 |
|
| R3 |
1.1406 |
1.1355 |
1.1242 |
|
| R2 |
1.1320 |
1.1320 |
1.1234 |
|
| R1 |
1.1269 |
1.1269 |
1.1226 |
1.1262 |
| PP |
1.1234 |
1.1234 |
1.1234 |
1.1230 |
| S1 |
1.1183 |
1.1183 |
1.1211 |
1.1176 |
| S2 |
1.1148 |
1.1148 |
1.1203 |
|
| S3 |
1.1062 |
1.1097 |
1.1195 |
|
| S4 |
1.0976 |
1.1011 |
1.1171 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1600 |
1.1539 |
1.1305 |
|
| R3 |
1.1480 |
1.1419 |
1.1272 |
|
| R2 |
1.1360 |
1.1360 |
1.1261 |
|
| R1 |
1.1299 |
1.1299 |
1.1250 |
1.1269 |
| PP |
1.1240 |
1.1240 |
1.1240 |
1.1225 |
| S1 |
1.1179 |
1.1179 |
1.1228 |
1.1149 |
| S2 |
1.1120 |
1.1120 |
1.1217 |
|
| S3 |
1.1000 |
1.1059 |
1.1206 |
|
| S4 |
1.0880 |
1.0939 |
1.1173 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1650 |
|
2.618 |
1.1510 |
|
1.618 |
1.1424 |
|
1.000 |
1.1371 |
|
0.618 |
1.1338 |
|
HIGH |
1.1285 |
|
0.618 |
1.1252 |
|
0.500 |
1.1242 |
|
0.382 |
1.1231 |
|
LOW |
1.1199 |
|
0.618 |
1.1145 |
|
1.000 |
1.1113 |
|
1.618 |
1.1059 |
|
2.618 |
1.0973 |
|
4.250 |
1.0833 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1242 |
1.1249 |
| PP |
1.1234 |
1.1239 |
| S1 |
1.1226 |
1.1229 |
|