CME Swiss Franc Future September 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 |
1.1515 |
1.1526 |
0.0011 |
0.1% |
1.1488 |
| High |
1.1528 |
1.1526 |
-0.0003 |
0.0% |
1.1528 |
| Low |
1.1411 |
1.1508 |
0.0097 |
0.9% |
1.1380 |
| Close |
1.1515 |
1.1508 |
-0.0007 |
-0.1% |
1.1515 |
| Range |
0.0117 |
0.0018 |
-0.0100 |
-85.0% |
0.0149 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
0 |
18 |
18 |
|
0 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1566 |
1.1555 |
1.1518 |
|
| R3 |
1.1549 |
1.1537 |
1.1513 |
|
| R2 |
1.1531 |
1.1531 |
1.1511 |
|
| R1 |
1.1520 |
1.1520 |
1.1510 |
1.1517 |
| PP |
1.1514 |
1.1514 |
1.1514 |
1.1512 |
| S1 |
1.1502 |
1.1502 |
1.1506 |
1.1499 |
| S2 |
1.1496 |
1.1496 |
1.1505 |
|
| S3 |
1.1479 |
1.1485 |
1.1503 |
|
| S4 |
1.1461 |
1.1467 |
1.1498 |
|
|
| 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 |
1.1600 |
|
2.618 |
1.1571 |
|
1.618 |
1.1554 |
|
1.000 |
1.1543 |
|
0.618 |
1.1536 |
|
HIGH |
1.1526 |
|
0.618 |
1.1519 |
|
0.500 |
1.1517 |
|
0.382 |
1.1515 |
|
LOW |
1.1508 |
|
0.618 |
1.1497 |
|
1.000 |
1.1491 |
|
1.618 |
1.1480 |
|
2.618 |
1.1462 |
|
4.250 |
1.1434 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1517 |
1.1495 |
| PP |
1.1514 |
1.1482 |
| S1 |
1.1511 |
1.1470 |
|