CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1183 |
1.1181 |
-0.0002 |
0.0% |
1.1079 |
| High |
1.1197 |
1.1240 |
0.0043 |
0.4% |
1.1203 |
| Low |
1.1144 |
1.1172 |
0.0028 |
0.3% |
1.1043 |
| Close |
1.1178 |
1.1196 |
0.0018 |
0.2% |
1.1169 |
| Range |
0.0053 |
0.0068 |
0.0015 |
27.4% |
0.0160 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
21,968 |
24,834 |
2,866 |
13.0% |
103,030 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1405 |
1.1368 |
1.1233 |
|
| R3 |
1.1337 |
1.1300 |
1.1214 |
|
| R2 |
1.1270 |
1.1270 |
1.1208 |
|
| R1 |
1.1233 |
1.1233 |
1.1202 |
1.1251 |
| PP |
1.1202 |
1.1202 |
1.1202 |
1.1212 |
| S1 |
1.1165 |
1.1165 |
1.1189 |
1.1184 |
| S2 |
1.1135 |
1.1135 |
1.1183 |
|
| S3 |
1.1067 |
1.1098 |
1.1177 |
|
| S4 |
1.1000 |
1.1030 |
1.1158 |
|
|
| 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 |
1.1240 |
1.1080 |
0.0160 |
1.4% |
0.0081 |
0.7% |
73% |
True |
False |
21,372 |
| 10 |
1.1240 |
1.0973 |
0.0267 |
2.4% |
0.0081 |
0.7% |
83% |
True |
False |
20,983 |
| 20 |
1.1240 |
1.0904 |
0.0336 |
3.0% |
0.0083 |
0.7% |
87% |
True |
False |
23,548 |
| 40 |
1.1570 |
1.0904 |
0.0667 |
6.0% |
0.0073 |
0.6% |
44% |
False |
False |
15,801 |
| 60 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0069 |
0.6% |
30% |
False |
False |
10,557 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0069 |
0.6% |
30% |
False |
False |
7,940 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0065 |
0.6% |
30% |
False |
False |
6,358 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0060 |
0.5% |
30% |
False |
False |
5,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1526 |
|
2.618 |
1.1416 |
|
1.618 |
1.1349 |
|
1.000 |
1.1307 |
|
0.618 |
1.1281 |
|
HIGH |
1.1240 |
|
0.618 |
1.1214 |
|
0.500 |
1.1206 |
|
0.382 |
1.1198 |
|
LOW |
1.1172 |
|
0.618 |
1.1130 |
|
1.000 |
1.1105 |
|
1.618 |
1.1063 |
|
2.618 |
1.0995 |
|
4.250 |
1.0885 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1206 |
1.1193 |
| PP |
1.1202 |
1.1190 |
| S1 |
1.1199 |
1.1187 |
|