CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1270 |
0.0020 |
0.2% |
1.1219 |
| High |
1.1266 |
1.1330 |
0.0065 |
0.6% |
1.1330 |
| Low |
1.1218 |
1.1216 |
-0.0002 |
0.0% |
1.1145 |
| Close |
1.1260 |
1.1308 |
0.0048 |
0.4% |
1.1308 |
| Range |
0.0048 |
0.0115 |
0.0067 |
138.5% |
0.0186 |
| ATR |
0.0052 |
0.0057 |
0.0004 |
8.4% |
0.0000 |
| Volume |
2 |
7 |
5 |
250.0% |
14 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1628 |
1.1582 |
1.1370 |
|
| R3 |
1.1513 |
1.1468 |
1.1339 |
|
| R2 |
1.1399 |
1.1399 |
1.1328 |
|
| R1 |
1.1353 |
1.1353 |
1.1318 |
1.1376 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1296 |
| S1 |
1.1239 |
1.1239 |
1.1297 |
1.1262 |
| S2 |
1.1170 |
1.1170 |
1.1287 |
|
| S3 |
1.1055 |
1.1124 |
1.1276 |
|
| S4 |
1.0941 |
1.1010 |
1.1245 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1817 |
1.1748 |
1.1410 |
|
| R3 |
1.1632 |
1.1562 |
1.1359 |
|
| R2 |
1.1446 |
1.1446 |
1.1342 |
|
| R1 |
1.1377 |
1.1377 |
1.1325 |
1.1412 |
| PP |
1.1261 |
1.1261 |
1.1261 |
1.1278 |
| S1 |
1.1191 |
1.1191 |
1.1290 |
1.1226 |
| S2 |
1.1075 |
1.1075 |
1.1273 |
|
| S3 |
1.0890 |
1.1006 |
1.1256 |
|
| S4 |
1.0704 |
1.0820 |
1.1205 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1817 |
|
2.618 |
1.1630 |
|
1.618 |
1.1515 |
|
1.000 |
1.1445 |
|
0.618 |
1.1401 |
|
HIGH |
1.1330 |
|
0.618 |
1.1286 |
|
0.500 |
1.1273 |
|
0.382 |
1.1259 |
|
LOW |
1.1216 |
|
0.618 |
1.1145 |
|
1.000 |
1.1101 |
|
1.618 |
1.1030 |
|
2.618 |
1.0916 |
|
4.250 |
1.0729 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1296 |
1.1295 |
| PP |
1.1284 |
1.1283 |
| S1 |
1.1273 |
1.1270 |
|