CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1166 |
1.1084 |
-0.0083 |
-0.7% |
1.1079 |
| High |
1.1203 |
1.1184 |
-0.0019 |
-0.2% |
1.1203 |
| Low |
1.1080 |
1.1083 |
0.0003 |
0.0% |
1.1043 |
| Close |
1.1081 |
1.1169 |
0.0088 |
0.8% |
1.1169 |
| Range |
0.0124 |
0.0102 |
-0.0022 |
-17.8% |
0.0160 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.0% |
0.0000 |
| Volume |
19,370 |
23,030 |
3,660 |
18.9% |
103,030 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1450 |
1.1411 |
1.1225 |
|
| R3 |
1.1348 |
1.1309 |
1.1197 |
|
| R2 |
1.1247 |
1.1247 |
1.1188 |
|
| R1 |
1.1208 |
1.1208 |
1.1178 |
1.1227 |
| PP |
1.1145 |
1.1145 |
1.1145 |
1.1155 |
| S1 |
1.1106 |
1.1106 |
1.1160 |
1.1126 |
| S2 |
1.1044 |
1.1044 |
1.1150 |
|
| S3 |
1.0942 |
1.1005 |
1.1141 |
|
| S4 |
1.0841 |
1.0903 |
1.1113 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1618 |
1.1554 |
1.1257 |
|
| R3 |
1.1458 |
1.1394 |
1.1213 |
|
| R2 |
1.1298 |
1.1298 |
1.1198 |
|
| R1 |
1.1234 |
1.1234 |
1.1184 |
1.1266 |
| PP |
1.1138 |
1.1138 |
1.1138 |
1.1155 |
| S1 |
1.1074 |
1.1074 |
1.1154 |
1.1106 |
| S2 |
1.0978 |
1.0978 |
1.1140 |
|
| S3 |
1.0818 |
1.0914 |
1.1125 |
|
| S4 |
1.0658 |
1.0754 |
1.1081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1203 |
1.1043 |
0.0160 |
1.4% |
0.0088 |
0.8% |
79% |
False |
False |
20,606 |
| 10 |
1.1203 |
1.0904 |
0.0300 |
2.7% |
0.0093 |
0.8% |
89% |
False |
False |
21,849 |
| 20 |
1.1299 |
1.0904 |
0.0395 |
3.5% |
0.0082 |
0.7% |
67% |
False |
False |
23,278 |
| 40 |
1.1570 |
1.0904 |
0.0667 |
6.0% |
0.0072 |
0.6% |
40% |
False |
False |
14,193 |
| 60 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0069 |
0.6% |
28% |
False |
False |
9,489 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
28% |
False |
False |
7,136 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0064 |
0.6% |
28% |
False |
False |
5,713 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0059 |
0.5% |
28% |
False |
False |
4,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1615 |
|
2.618 |
1.1450 |
|
1.618 |
1.1348 |
|
1.000 |
1.1286 |
|
0.618 |
1.1247 |
|
HIGH |
1.1184 |
|
0.618 |
1.1145 |
|
0.500 |
1.1133 |
|
0.382 |
1.1121 |
|
LOW |
1.1083 |
|
0.618 |
1.1020 |
|
1.000 |
1.0981 |
|
1.618 |
1.0918 |
|
2.618 |
1.0817 |
|
4.250 |
1.0651 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1157 |
1.1160 |
| PP |
1.1145 |
1.1151 |
| S1 |
1.1133 |
1.1141 |
|