CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1393 |
1.1391 |
-0.0002 |
0.0% |
1.1605 |
| High |
1.1393 |
1.1411 |
0.0018 |
0.2% |
1.1632 |
| Low |
1.1393 |
1.1380 |
-0.0014 |
-0.1% |
1.1472 |
| Close |
1.1393 |
1.1391 |
-0.0002 |
0.0% |
1.1493 |
| Range |
0.0000 |
0.0031 |
0.0031 |
|
0.0160 |
| ATR |
0.0000 |
0.0044 |
0.0044 |
|
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1487 |
1.1470 |
1.1408 |
|
| R3 |
1.1456 |
1.1439 |
1.1400 |
|
| R2 |
1.1425 |
1.1425 |
1.1397 |
|
| R1 |
1.1408 |
1.1408 |
1.1394 |
1.1407 |
| PP |
1.1394 |
1.1394 |
1.1394 |
1.1393 |
| S1 |
1.1377 |
1.1377 |
1.1388 |
1.1376 |
| S2 |
1.1363 |
1.1363 |
1.1385 |
|
| S3 |
1.1332 |
1.1346 |
1.1382 |
|
| S4 |
1.1301 |
1.1315 |
1.1374 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2012 |
1.1912 |
1.1581 |
|
| R3 |
1.1852 |
1.1752 |
1.1537 |
|
| R2 |
1.1692 |
1.1692 |
1.1522 |
|
| R1 |
1.1592 |
1.1592 |
1.1507 |
1.1562 |
| PP |
1.1532 |
1.1532 |
1.1532 |
1.1517 |
| S1 |
1.1432 |
1.1432 |
1.1478 |
1.1402 |
| S2 |
1.1372 |
1.1372 |
1.1463 |
|
| S3 |
1.1212 |
1.1272 |
1.1449 |
|
| S4 |
1.1052 |
1.1112 |
1.1405 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1542 |
|
2.618 |
1.1492 |
|
1.618 |
1.1461 |
|
1.000 |
1.1442 |
|
0.618 |
1.1430 |
|
HIGH |
1.1411 |
|
0.618 |
1.1399 |
|
0.500 |
1.1395 |
|
0.382 |
1.1391 |
|
LOW |
1.1380 |
|
0.618 |
1.1360 |
|
1.000 |
1.1349 |
|
1.618 |
1.1329 |
|
2.618 |
1.1298 |
|
4.250 |
1.1248 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1395 |
1.1434 |
| PP |
1.1394 |
1.1420 |
| S1 |
1.1392 |
1.1405 |
|