CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 10-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1079 |
1.1116 |
0.0038 |
0.3% |
1.1017 |
| High |
1.1133 |
1.1151 |
0.0018 |
0.2% |
1.1105 |
| Low |
1.1043 |
1.1091 |
0.0048 |
0.4% |
1.0904 |
| Close |
1.1126 |
1.1132 |
0.0007 |
0.1% |
1.1081 |
| Range |
0.0090 |
0.0060 |
-0.0030 |
-33.3% |
0.0201 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
20,346 |
23,006 |
2,660 |
13.1% |
115,462 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1305 |
1.1278 |
1.1165 |
|
| R3 |
1.1245 |
1.1218 |
1.1149 |
|
| R2 |
1.1185 |
1.1185 |
1.1143 |
|
| R1 |
1.1158 |
1.1158 |
1.1138 |
1.1172 |
| PP |
1.1125 |
1.1125 |
1.1125 |
1.1131 |
| S1 |
1.1098 |
1.1098 |
1.1127 |
1.1112 |
| S2 |
1.1065 |
1.1065 |
1.1121 |
|
| S3 |
1.1005 |
1.1038 |
1.1116 |
|
| S4 |
1.0945 |
1.0978 |
1.1099 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1633 |
1.1558 |
1.1191 |
|
| R3 |
1.1432 |
1.1357 |
1.1136 |
|
| R2 |
1.1231 |
1.1231 |
1.1117 |
|
| R1 |
1.1156 |
1.1156 |
1.1099 |
1.1193 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1048 |
| S1 |
1.0955 |
1.0955 |
1.1062 |
1.0992 |
| S2 |
1.0829 |
1.0829 |
1.1044 |
|
| S3 |
1.0628 |
1.0754 |
1.1025 |
|
| S4 |
1.0427 |
1.0553 |
1.0970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1151 |
1.0918 |
0.0234 |
2.1% |
0.0090 |
0.8% |
92% |
True |
False |
21,956 |
| 10 |
1.1151 |
1.0904 |
0.0248 |
2.2% |
0.0090 |
0.8% |
92% |
True |
False |
24,340 |
| 20 |
1.1338 |
1.0904 |
0.0435 |
3.9% |
0.0076 |
0.7% |
53% |
False |
False |
24,124 |
| 40 |
1.1570 |
1.0904 |
0.0667 |
6.0% |
0.0067 |
0.6% |
34% |
False |
False |
12,702 |
| 60 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
24% |
False |
False |
8,505 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0067 |
0.6% |
24% |
False |
False |
6,390 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0062 |
0.6% |
24% |
False |
False |
5,116 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0058 |
0.5% |
24% |
False |
False |
4,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1406 |
|
2.618 |
1.1308 |
|
1.618 |
1.1248 |
|
1.000 |
1.1211 |
|
0.618 |
1.1188 |
|
HIGH |
1.1151 |
|
0.618 |
1.1128 |
|
0.500 |
1.1121 |
|
0.382 |
1.1114 |
|
LOW |
1.1091 |
|
0.618 |
1.1054 |
|
1.000 |
1.1031 |
|
1.618 |
1.0994 |
|
2.618 |
1.0934 |
|
4.250 |
1.0836 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1128 |
1.1110 |
| PP |
1.1125 |
1.1088 |
| S1 |
1.1121 |
1.1066 |
|