CME Swiss Franc Future June 2024
Trading Metrics calculated at close of trading on 25-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1.1491 |
1.1447 |
-0.0044 |
-0.4% |
1.1374 |
High |
1.1491 |
1.1502 |
0.0012 |
0.1% |
1.1529 |
Low |
1.1491 |
1.1451 |
-0.0040 |
-0.3% |
1.1369 |
Close |
1.1491 |
1.1447 |
-0.0044 |
-0.4% |
1.1510 |
Range |
0.0000 |
0.0052 |
0.0052 |
|
0.0160 |
ATR |
0.0056 |
0.0055 |
0.0000 |
-0.5% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1621 |
1.1586 |
1.1475 |
|
R3 |
1.1570 |
1.1534 |
1.1461 |
|
R2 |
1.1518 |
1.1518 |
1.1456 |
|
R1 |
1.1483 |
1.1483 |
1.1452 |
1.1473 |
PP |
1.1467 |
1.1467 |
1.1467 |
1.1462 |
S1 |
1.1431 |
1.1431 |
1.1442 |
1.1421 |
S2 |
1.1415 |
1.1415 |
1.1438 |
|
S3 |
1.1364 |
1.1380 |
1.1433 |
|
S4 |
1.1312 |
1.1328 |
1.1419 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1949 |
1.1889 |
1.1598 |
|
R3 |
1.1789 |
1.1729 |
1.1554 |
|
R2 |
1.1629 |
1.1629 |
1.1539 |
|
R1 |
1.1569 |
1.1569 |
1.1524 |
1.1599 |
PP |
1.1469 |
1.1469 |
1.1469 |
1.1484 |
S1 |
1.1409 |
1.1409 |
1.1495 |
1.1439 |
S2 |
1.1309 |
1.1309 |
1.1480 |
|
S3 |
1.1149 |
1.1249 |
1.1466 |
|
S4 |
1.0989 |
1.1089 |
1.1422 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1529 |
1.1451 |
0.0079 |
0.7% |
0.0030 |
0.3% |
-4% |
False |
True |
1 |
10 |
1.1529 |
1.1315 |
0.0215 |
1.9% |
0.0039 |
0.3% |
62% |
False |
False |
1 |
20 |
1.1529 |
1.1145 |
0.0385 |
3.4% |
0.0043 |
0.4% |
79% |
False |
False |
2 |
40 |
1.1790 |
1.1145 |
0.0646 |
5.6% |
0.0028 |
0.2% |
47% |
False |
False |
1 |
60 |
1.1880 |
1.1145 |
0.0736 |
6.4% |
0.0032 |
0.3% |
41% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1721 |
2.618 |
1.1637 |
1.618 |
1.1585 |
1.000 |
1.1554 |
0.618 |
1.1534 |
HIGH |
1.1502 |
0.618 |
1.1482 |
0.500 |
1.1476 |
0.382 |
1.1470 |
LOW |
1.1451 |
0.618 |
1.1419 |
1.000 |
1.1399 |
1.618 |
1.1367 |
2.618 |
1.1316 |
4.250 |
1.1232 |
|
|
Fisher Pivots for day following 25-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1476 |
1.1487 |
PP |
1.1467 |
1.1474 |
S1 |
1.1457 |
1.1460 |
|