CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0941 |
1.0992 |
0.0051 |
0.5% |
1.1124 |
| High |
1.1023 |
1.1046 |
0.0023 |
0.2% |
1.1133 |
| Low |
1.0918 |
1.0973 |
0.0056 |
0.5% |
1.0935 |
| Close |
1.0993 |
1.1037 |
0.0045 |
0.4% |
1.1016 |
| Range |
0.0106 |
0.0073 |
-0.0033 |
-31.3% |
0.0198 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
24,081 |
16,967 |
-7,114 |
-29.5% |
124,353 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1236 |
1.1209 |
1.1077 |
|
| R3 |
1.1164 |
1.1137 |
1.1057 |
|
| R2 |
1.1091 |
1.1091 |
1.1050 |
|
| R1 |
1.1064 |
1.1064 |
1.1044 |
1.1078 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1025 |
| S1 |
1.0992 |
1.0992 |
1.1030 |
1.1005 |
| S2 |
1.0946 |
1.0946 |
1.1024 |
|
| S3 |
1.0874 |
1.0919 |
1.1017 |
|
| S4 |
1.0801 |
1.0847 |
1.0997 |
|
|
| 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 |
1.0904 |
0.0188 |
1.7% |
0.0091 |
0.8% |
71% |
False |
False |
25,474 |
| 10 |
1.1160 |
1.0904 |
0.0256 |
2.3% |
0.0080 |
0.7% |
52% |
False |
False |
23,722 |
| 20 |
1.1360 |
1.0904 |
0.0457 |
4.1% |
0.0069 |
0.6% |
29% |
False |
False |
21,854 |
| 40 |
1.1660 |
1.0904 |
0.0757 |
6.9% |
0.0066 |
0.6% |
18% |
False |
False |
10,988 |
| 60 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0068 |
0.6% |
14% |
False |
False |
7,362 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0067 |
0.6% |
14% |
False |
False |
5,536 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0059 |
0.5% |
14% |
False |
False |
4,429 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0055 |
0.5% |
14% |
False |
False |
3,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1354 |
|
2.618 |
1.1235 |
|
1.618 |
1.1163 |
|
1.000 |
1.1118 |
|
0.618 |
1.1090 |
|
HIGH |
1.1046 |
|
0.618 |
1.1018 |
|
0.500 |
1.1009 |
|
0.382 |
1.1001 |
|
LOW |
1.0973 |
|
0.618 |
1.0928 |
|
1.000 |
1.0901 |
|
1.618 |
1.0856 |
|
2.618 |
1.0783 |
|
4.250 |
1.0665 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1028 |
1.1016 |
| PP |
1.1019 |
1.0995 |
| S1 |
1.1009 |
1.0975 |
|