CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1210 |
1.1250 |
0.0040 |
0.4% |
1.1285 |
| High |
1.1240 |
1.1266 |
0.0026 |
0.2% |
1.1300 |
| Low |
1.1210 |
1.1218 |
0.0008 |
0.1% |
1.1180 |
| Close |
1.1215 |
1.1260 |
0.0045 |
0.4% |
1.1239 |
| Range |
0.0030 |
0.0048 |
0.0018 |
60.0% |
0.0120 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
8 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1392 |
1.1374 |
1.1286 |
|
| R3 |
1.1344 |
1.1326 |
1.1273 |
|
| R2 |
1.1296 |
1.1296 |
1.1268 |
|
| R1 |
1.1278 |
1.1278 |
1.1264 |
1.1287 |
| PP |
1.1248 |
1.1248 |
1.1248 |
1.1252 |
| S1 |
1.1230 |
1.1230 |
1.1255 |
1.1239 |
| S2 |
1.1200 |
1.1200 |
1.1251 |
|
| S3 |
1.1152 |
1.1182 |
1.1246 |
|
| S4 |
1.1104 |
1.1134 |
1.1233 |
|
|
| 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 |
1.1470 |
|
2.618 |
1.1391 |
|
1.618 |
1.1343 |
|
1.000 |
1.1314 |
|
0.618 |
1.1295 |
|
HIGH |
1.1266 |
|
0.618 |
1.1247 |
|
0.500 |
1.1242 |
|
0.382 |
1.1236 |
|
LOW |
1.1218 |
|
0.618 |
1.1188 |
|
1.000 |
1.1170 |
|
1.618 |
1.1140 |
|
2.618 |
1.1092 |
|
4.250 |
1.1014 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1254 |
1.1241 |
| PP |
1.1248 |
1.1223 |
| S1 |
1.1242 |
1.1205 |
|