CME Swiss Franc Future September 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1425 |
1.1515 |
0.0090 |
0.8% |
1.1488 |
| High |
1.1425 |
1.1528 |
0.0103 |
0.9% |
1.1528 |
| Low |
1.1425 |
1.1411 |
-0.0014 |
-0.1% |
1.1380 |
| Close |
1.1425 |
1.1515 |
0.0090 |
0.8% |
1.1515 |
| Range |
0.0000 |
0.0117 |
0.0117 |
|
0.0149 |
| ATR |
0.0043 |
0.0048 |
0.0005 |
12.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1836 |
1.1792 |
1.1579 |
|
| R3 |
1.1719 |
1.1675 |
1.1547 |
|
| R2 |
1.1602 |
1.1602 |
1.1536 |
|
| R1 |
1.1558 |
1.1558 |
1.1526 |
1.1574 |
| PP |
1.1485 |
1.1485 |
1.1485 |
1.1492 |
| S1 |
1.1441 |
1.1441 |
1.1504 |
1.1457 |
| S2 |
1.1368 |
1.1368 |
1.1494 |
|
| S3 |
1.1251 |
1.1324 |
1.1483 |
|
| S4 |
1.1134 |
1.1207 |
1.1451 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1920 |
1.1866 |
1.1597 |
|
| R3 |
1.1771 |
1.1717 |
1.1556 |
|
| R2 |
1.1623 |
1.1623 |
1.1542 |
|
| R1 |
1.1569 |
1.1569 |
1.1529 |
1.1596 |
| PP |
1.1474 |
1.1474 |
1.1474 |
1.1488 |
| S1 |
1.1420 |
1.1420 |
1.1501 |
1.1447 |
| S2 |
1.1326 |
1.1326 |
1.1488 |
|
| S3 |
1.1177 |
1.1272 |
1.1474 |
|
| S4 |
1.1029 |
1.1123 |
1.1433 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2025 |
|
2.618 |
1.1834 |
|
1.618 |
1.1717 |
|
1.000 |
1.1645 |
|
0.618 |
1.1600 |
|
HIGH |
1.1528 |
|
0.618 |
1.1483 |
|
0.500 |
1.1470 |
|
0.382 |
1.1456 |
|
LOW |
1.1411 |
|
0.618 |
1.1339 |
|
1.000 |
1.1294 |
|
1.618 |
1.1222 |
|
2.618 |
1.1105 |
|
4.250 |
1.0914 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1500 |
1.1495 |
| PP |
1.1485 |
1.1474 |
| S1 |
1.1470 |
1.1454 |
|