CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1135 |
1.1166 |
0.0031 |
0.3% |
1.1017 |
| High |
1.1189 |
1.1203 |
0.0015 |
0.1% |
1.1105 |
| Low |
1.1125 |
1.1080 |
-0.0045 |
-0.4% |
1.0904 |
| Close |
1.1157 |
1.1081 |
-0.0076 |
-0.7% |
1.1081 |
| Range |
0.0064 |
0.0124 |
0.0060 |
93.0% |
0.0201 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
4.3% |
0.0000 |
| Volume |
17,278 |
19,370 |
2,092 |
12.1% |
115,462 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1492 |
1.1410 |
1.1149 |
|
| R3 |
1.1368 |
1.1286 |
1.1115 |
|
| R2 |
1.1245 |
1.1245 |
1.1104 |
|
| R1 |
1.1163 |
1.1163 |
1.1092 |
1.1142 |
| PP |
1.1121 |
1.1121 |
1.1121 |
1.1111 |
| S1 |
1.1039 |
1.1039 |
1.1070 |
1.1019 |
| S2 |
1.0998 |
1.0998 |
1.1058 |
|
| S3 |
1.0874 |
1.0916 |
1.1047 |
|
| S4 |
1.0751 |
1.0792 |
1.1013 |
|
|
| 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 |
1.1203 |
1.0981 |
0.0222 |
2.0% |
0.0092 |
0.8% |
45% |
True |
False |
21,076 |
| 10 |
1.1203 |
1.0904 |
0.0300 |
2.7% |
0.0092 |
0.8% |
59% |
True |
False |
23,275 |
| 20 |
1.1299 |
1.0904 |
0.0395 |
3.6% |
0.0079 |
0.7% |
45% |
False |
False |
23,178 |
| 40 |
1.1570 |
1.0904 |
0.0667 |
6.0% |
0.0070 |
0.6% |
27% |
False |
False |
13,618 |
| 60 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0070 |
0.6% |
19% |
False |
False |
9,114 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
19% |
False |
False |
6,848 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0063 |
0.6% |
19% |
False |
False |
5,483 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0059 |
0.5% |
19% |
False |
False |
4,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1728 |
|
2.618 |
1.1526 |
|
1.618 |
1.1403 |
|
1.000 |
1.1327 |
|
0.618 |
1.1279 |
|
HIGH |
1.1203 |
|
0.618 |
1.1156 |
|
0.500 |
1.1141 |
|
0.382 |
1.1127 |
|
LOW |
1.1080 |
|
0.618 |
1.1003 |
|
1.000 |
1.0956 |
|
1.618 |
1.0880 |
|
2.618 |
1.0756 |
|
4.250 |
1.0555 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1141 |
1.1141 |
| PP |
1.1121 |
1.1121 |
| S1 |
1.1101 |
1.1101 |
|