CME Swiss Franc Future June 2024
Trading Metrics calculated at close of trading on 31-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1.1376 |
1.1281 |
-0.0095 |
-0.8% |
1.1524 |
High |
1.1376 |
1.1281 |
-0.0095 |
-0.8% |
1.1524 |
Low |
1.1376 |
1.1281 |
-0.0095 |
-0.8% |
1.1362 |
Close |
1.1376 |
1.1281 |
-0.0095 |
-0.8% |
1.1382 |
Range |
|
|
|
|
|
ATR |
0.0050 |
0.0054 |
0.0003 |
6.3% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1281 |
1.1281 |
1.1281 |
|
R3 |
1.1281 |
1.1281 |
1.1281 |
|
R2 |
1.1281 |
1.1281 |
1.1281 |
|
R1 |
1.1281 |
1.1281 |
1.1281 |
1.1281 |
PP |
1.1281 |
1.1281 |
1.1281 |
1.1281 |
S1 |
1.1281 |
1.1281 |
1.1281 |
1.1281 |
S2 |
1.1281 |
1.1281 |
1.1281 |
|
S3 |
1.1281 |
1.1281 |
1.1281 |
|
S4 |
1.1281 |
1.1281 |
1.1281 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1908 |
1.1807 |
1.1471 |
|
R3 |
1.1746 |
1.1645 |
1.1426 |
|
R2 |
1.1584 |
1.1584 |
1.1411 |
|
R1 |
1.1483 |
1.1483 |
1.1396 |
1.1453 |
PP |
1.1422 |
1.1422 |
1.1422 |
1.1407 |
S1 |
1.1321 |
1.1321 |
1.1367 |
1.1291 |
S2 |
1.1260 |
1.1260 |
1.1352 |
|
S3 |
1.1098 |
1.1159 |
1.1337 |
|
S4 |
1.0936 |
1.0997 |
1.1292 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1502 |
1.1281 |
0.0221 |
2.0% |
0.0021 |
0.2% |
0% |
False |
True |
|
10 |
1.1529 |
1.1281 |
0.0248 |
2.2% |
0.0024 |
0.2% |
0% |
False |
True |
1 |
20 |
1.1529 |
1.1210 |
0.0319 |
2.8% |
0.0038 |
0.3% |
22% |
False |
False |
2 |
40 |
1.1585 |
1.1145 |
0.0440 |
3.9% |
0.0026 |
0.2% |
31% |
False |
False |
1 |
60 |
1.1880 |
1.1145 |
0.0736 |
6.5% |
0.0031 |
0.3% |
19% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1281 |
2.618 |
1.1281 |
1.618 |
1.1281 |
1.000 |
1.1281 |
0.618 |
1.1281 |
HIGH |
1.1281 |
0.618 |
1.1281 |
0.500 |
1.1281 |
0.382 |
1.1281 |
LOW |
1.1281 |
0.618 |
1.1281 |
1.000 |
1.1281 |
1.618 |
1.1281 |
2.618 |
1.1281 |
4.250 |
1.1281 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1281 |
1.1348 |
PP |
1.1281 |
1.1326 |
S1 |
1.1281 |
1.1303 |
|