CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1023 |
1.1017 |
-0.0006 |
-0.1% |
1.1124 |
| High |
1.1092 |
1.1067 |
-0.0025 |
-0.2% |
1.1133 |
| Low |
1.1004 |
1.0966 |
-0.0038 |
-0.3% |
1.0935 |
| Close |
1.1016 |
1.0995 |
-0.0022 |
-0.2% |
1.1016 |
| Range |
0.0088 |
0.0102 |
0.0014 |
15.3% |
0.0198 |
| ATR |
0.0069 |
0.0072 |
0.0002 |
3.3% |
0.0000 |
| Volume |
37,290 |
26,326 |
-10,964 |
-29.4% |
124,353 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1314 |
1.1256 |
1.1050 |
|
| R3 |
1.1212 |
1.1154 |
1.1022 |
|
| R2 |
1.1111 |
1.1111 |
1.1013 |
|
| R1 |
1.1053 |
1.1053 |
1.1004 |
1.1031 |
| PP |
1.1009 |
1.1009 |
1.1009 |
1.0998 |
| S1 |
1.0951 |
1.0951 |
1.0985 |
1.0929 |
| S2 |
1.0908 |
1.0908 |
1.0976 |
|
| S3 |
1.0806 |
1.0850 |
1.0967 |
|
| S4 |
1.0705 |
1.0748 |
1.0939 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1622 |
1.1517 |
1.1125 |
|
| R3 |
1.1424 |
1.1319 |
1.1070 |
|
| R2 |
1.1226 |
1.1226 |
1.1052 |
|
| R1 |
1.1121 |
1.1121 |
1.1034 |
1.1074 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1004 |
| S1 |
1.0923 |
1.0923 |
1.0998 |
1.0876 |
| S2 |
1.0830 |
1.0830 |
1.0980 |
|
| S3 |
1.0632 |
1.0725 |
1.0962 |
|
| S4 |
1.0434 |
1.0527 |
1.0907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1092 |
1.0935 |
0.0157 |
1.4% |
0.0082 |
0.7% |
38% |
False |
False |
26,274 |
| 10 |
1.1299 |
1.0935 |
0.0364 |
3.3% |
0.0078 |
0.7% |
16% |
False |
False |
25,799 |
| 20 |
1.1447 |
1.0935 |
0.0513 |
4.7% |
0.0065 |
0.6% |
12% |
False |
False |
18,737 |
| 40 |
1.1660 |
1.0935 |
0.0726 |
6.6% |
0.0064 |
0.6% |
8% |
False |
False |
9,395 |
| 60 |
1.1861 |
1.0935 |
0.0927 |
8.4% |
0.0068 |
0.6% |
6% |
False |
False |
6,301 |
| 80 |
1.1861 |
1.0935 |
0.0927 |
8.4% |
0.0065 |
0.6% |
6% |
False |
False |
4,739 |
| 100 |
1.1861 |
1.0935 |
0.0927 |
8.4% |
0.0058 |
0.5% |
6% |
False |
False |
3,792 |
| 120 |
1.1861 |
1.0935 |
0.0927 |
8.4% |
0.0055 |
0.5% |
6% |
False |
False |
3,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1498 |
|
2.618 |
1.1333 |
|
1.618 |
1.1231 |
|
1.000 |
1.1169 |
|
0.618 |
1.1130 |
|
HIGH |
1.1067 |
|
0.618 |
1.1028 |
|
0.500 |
1.1016 |
|
0.382 |
1.1004 |
|
LOW |
1.0966 |
|
0.618 |
1.0903 |
|
1.000 |
1.0864 |
|
1.618 |
1.0801 |
|
2.618 |
1.0700 |
|
4.250 |
1.0534 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1016 |
1.1017 |
| PP |
1.1009 |
1.1009 |
| S1 |
1.1002 |
1.1002 |
|