CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1160 |
1.1183 |
0.0023 |
0.2% |
1.1079 |
| High |
1.1191 |
1.1197 |
0.0006 |
0.1% |
1.1203 |
| Low |
1.1134 |
1.1144 |
0.0011 |
0.1% |
1.1043 |
| Close |
1.1182 |
1.1178 |
-0.0005 |
0.0% |
1.1169 |
| Range |
0.0058 |
0.0053 |
-0.0005 |
-7.8% |
0.0160 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
17,659 |
21,968 |
4,309 |
24.4% |
103,030 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1332 |
1.1308 |
1.1207 |
|
| R3 |
1.1279 |
1.1255 |
1.1192 |
|
| R2 |
1.1226 |
1.1226 |
1.1187 |
|
| R1 |
1.1202 |
1.1202 |
1.1182 |
1.1187 |
| PP |
1.1173 |
1.1173 |
1.1173 |
1.1166 |
| S1 |
1.1149 |
1.1149 |
1.1173 |
1.1134 |
| S2 |
1.1120 |
1.1120 |
1.1168 |
|
| S3 |
1.1067 |
1.1096 |
1.1163 |
|
| S4 |
1.1014 |
1.1043 |
1.1148 |
|
|
| 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 |
1.1080 |
0.0124 |
1.1% |
0.0080 |
0.7% |
79% |
False |
False |
19,861 |
| 10 |
1.1203 |
1.0918 |
0.0286 |
2.6% |
0.0085 |
0.8% |
91% |
False |
False |
20,908 |
| 20 |
1.1299 |
1.0904 |
0.0395 |
3.5% |
0.0083 |
0.7% |
69% |
False |
False |
23,578 |
| 40 |
1.1570 |
1.0904 |
0.0667 |
6.0% |
0.0072 |
0.6% |
41% |
False |
False |
15,180 |
| 60 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0069 |
0.6% |
29% |
False |
False |
10,144 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
29% |
False |
False |
7,630 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0065 |
0.6% |
29% |
False |
False |
6,109 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0059 |
0.5% |
29% |
False |
False |
5,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1422 |
|
2.618 |
1.1336 |
|
1.618 |
1.1283 |
|
1.000 |
1.1250 |
|
0.618 |
1.1230 |
|
HIGH |
1.1197 |
|
0.618 |
1.1177 |
|
0.500 |
1.1171 |
|
0.382 |
1.1164 |
|
LOW |
1.1144 |
|
0.618 |
1.1111 |
|
1.000 |
1.1091 |
|
1.618 |
1.1058 |
|
2.618 |
1.1005 |
|
4.250 |
1.0919 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1175 |
1.1165 |
| PP |
1.1173 |
1.1152 |
| S1 |
1.1171 |
1.1140 |
|