CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1116 |
1.1135 |
0.0019 |
0.2% |
1.1017 |
| High |
1.1151 |
1.1189 |
0.0038 |
0.3% |
1.1105 |
| Low |
1.1091 |
1.1125 |
0.0034 |
0.3% |
1.0904 |
| Close |
1.1132 |
1.1157 |
0.0025 |
0.2% |
1.1081 |
| Range |
0.0060 |
0.0064 |
0.0004 |
6.7% |
0.0201 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
23,006 |
17,278 |
-5,728 |
-24.9% |
115,462 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1349 |
1.1317 |
1.1192 |
|
| R3 |
1.1285 |
1.1253 |
1.1174 |
|
| R2 |
1.1221 |
1.1221 |
1.1168 |
|
| R1 |
1.1189 |
1.1189 |
1.1162 |
1.1205 |
| PP |
1.1157 |
1.1157 |
1.1157 |
1.1165 |
| S1 |
1.1125 |
1.1125 |
1.1151 |
1.1141 |
| S2 |
1.1093 |
1.1093 |
1.1145 |
|
| S3 |
1.1029 |
1.1061 |
1.1139 |
|
| S4 |
1.0965 |
1.0997 |
1.1121 |
|
|
| 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 |
1.1189 |
1.0973 |
0.0216 |
1.9% |
0.0082 |
0.7% |
85% |
True |
False |
20,595 |
| 10 |
1.1189 |
1.0904 |
0.0285 |
2.6% |
0.0087 |
0.8% |
89% |
True |
False |
23,400 |
| 20 |
1.1328 |
1.0904 |
0.0424 |
3.8% |
0.0076 |
0.7% |
60% |
False |
False |
23,490 |
| 40 |
1.1570 |
1.0904 |
0.0667 |
6.0% |
0.0068 |
0.6% |
38% |
False |
False |
13,134 |
| 60 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0069 |
0.6% |
26% |
False |
False |
8,792 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0067 |
0.6% |
26% |
False |
False |
6,606 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0062 |
0.6% |
26% |
False |
False |
5,289 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0058 |
0.5% |
26% |
False |
False |
4,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1461 |
|
2.618 |
1.1356 |
|
1.618 |
1.1292 |
|
1.000 |
1.1253 |
|
0.618 |
1.1228 |
|
HIGH |
1.1189 |
|
0.618 |
1.1164 |
|
0.500 |
1.1157 |
|
0.382 |
1.1149 |
|
LOW |
1.1125 |
|
0.618 |
1.1085 |
|
1.000 |
1.1061 |
|
1.618 |
1.1021 |
|
2.618 |
1.0957 |
|
4.250 |
1.0853 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1157 |
1.1143 |
| PP |
1.1157 |
1.1129 |
| S1 |
1.1157 |
1.1116 |
|