CME Swiss Franc Future June 2024
Trading Metrics calculated at close of trading on 06-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1.1408 |
1.1400 |
-0.0008 |
-0.1% |
1.1376 |
High |
1.1423 |
1.1400 |
-0.0023 |
-0.2% |
1.1423 |
Low |
1.1302 |
1.1400 |
0.0098 |
0.9% |
1.1270 |
Close |
1.1408 |
1.1400 |
-0.0008 |
-0.1% |
1.1408 |
Range |
0.0121 |
0.0000 |
-0.0121 |
-100.0% |
0.0154 |
ATR |
0.0056 |
0.0052 |
-0.0003 |
-6.1% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1400 |
1.1400 |
1.1400 |
|
R3 |
1.1400 |
1.1400 |
1.1400 |
|
R2 |
1.1400 |
1.1400 |
1.1400 |
|
R1 |
1.1400 |
1.1400 |
1.1400 |
1.1400 |
PP |
1.1400 |
1.1400 |
1.1400 |
1.1400 |
S1 |
1.1400 |
1.1400 |
1.1400 |
1.1400 |
S2 |
1.1400 |
1.1400 |
1.1400 |
|
S3 |
1.1400 |
1.1400 |
1.1400 |
|
S4 |
1.1400 |
1.1400 |
1.1400 |
|
|
Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1827 |
1.1771 |
1.1492 |
|
R3 |
1.1674 |
1.1618 |
1.1450 |
|
R2 |
1.1520 |
1.1520 |
1.1436 |
|
R1 |
1.1464 |
1.1464 |
1.1422 |
1.1492 |
PP |
1.1367 |
1.1367 |
1.1367 |
1.1381 |
S1 |
1.1311 |
1.1311 |
1.1394 |
1.1339 |
S2 |
1.1213 |
1.1213 |
1.1380 |
|
S3 |
1.1060 |
1.1157 |
1.1366 |
|
S4 |
1.0906 |
1.1004 |
1.1324 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1423 |
1.1270 |
0.0154 |
1.3% |
0.0030 |
0.3% |
85% |
False |
False |
|
10 |
1.1502 |
1.1270 |
0.0233 |
2.0% |
0.0026 |
0.2% |
56% |
False |
False |
|
20 |
1.1529 |
1.1270 |
0.0260 |
2.3% |
0.0032 |
0.3% |
50% |
False |
False |
1 |
40 |
1.1562 |
1.1145 |
0.0417 |
3.7% |
0.0028 |
0.2% |
61% |
False |
False |
1 |
60 |
1.1810 |
1.1145 |
0.0666 |
5.8% |
0.0030 |
0.3% |
38% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1400 |
2.618 |
1.1400 |
1.618 |
1.1400 |
1.000 |
1.1400 |
0.618 |
1.1400 |
HIGH |
1.1400 |
0.618 |
1.1400 |
0.500 |
1.1400 |
0.382 |
1.1400 |
LOW |
1.1400 |
0.618 |
1.1400 |
1.000 |
1.1400 |
1.618 |
1.1400 |
2.618 |
1.1400 |
4.250 |
1.1400 |
|
|
Fisher Pivots for day following 06-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1400 |
1.1388 |
PP |
1.1400 |
1.1375 |
S1 |
1.1400 |
1.1363 |
|