CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1290 |
1.1272 |
-0.0018 |
-0.2% |
1.1160 |
| High |
1.1303 |
1.1295 |
-0.0008 |
-0.1% |
1.1303 |
| Low |
1.1259 |
1.1230 |
-0.0029 |
-0.3% |
1.1134 |
| Close |
1.1279 |
1.1292 |
0.0013 |
0.1% |
1.1279 |
| Range |
0.0044 |
0.0065 |
0.0021 |
48.3% |
0.0169 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
25,993 |
23,477 |
-2,516 |
-9.7% |
117,588 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1466 |
1.1443 |
1.1327 |
|
| R3 |
1.1401 |
1.1379 |
1.1309 |
|
| R2 |
1.1337 |
1.1337 |
1.1303 |
|
| R1 |
1.1314 |
1.1314 |
1.1297 |
1.1325 |
| PP |
1.1272 |
1.1272 |
1.1272 |
1.1278 |
| S1 |
1.1250 |
1.1250 |
1.1286 |
1.1261 |
| S2 |
1.1208 |
1.1208 |
1.1280 |
|
| S3 |
1.1143 |
1.1185 |
1.1274 |
|
| S4 |
1.1079 |
1.1121 |
1.1256 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1745 |
1.1681 |
1.1371 |
|
| R3 |
1.1576 |
1.1512 |
1.1325 |
|
| R2 |
1.1407 |
1.1407 |
1.1309 |
|
| R1 |
1.1343 |
1.1343 |
1.1294 |
1.1375 |
| PP |
1.1238 |
1.1238 |
1.1238 |
1.1254 |
| S1 |
1.1174 |
1.1174 |
1.1263 |
1.1206 |
| S2 |
1.1069 |
1.1069 |
1.1248 |
|
| S3 |
1.0900 |
1.1005 |
1.1232 |
|
| S4 |
1.0731 |
1.0836 |
1.1186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1303 |
1.1144 |
0.0159 |
1.4% |
0.0069 |
0.6% |
93% |
False |
False |
24,681 |
| 10 |
1.1303 |
1.1080 |
0.0223 |
2.0% |
0.0075 |
0.7% |
95% |
False |
False |
22,374 |
| 20 |
1.1303 |
1.0904 |
0.0399 |
3.5% |
0.0082 |
0.7% |
97% |
False |
False |
23,230 |
| 40 |
1.1570 |
1.0904 |
0.0667 |
5.9% |
0.0073 |
0.6% |
58% |
False |
False |
17,712 |
| 60 |
1.1671 |
1.0904 |
0.0768 |
6.8% |
0.0068 |
0.6% |
51% |
False |
False |
11,822 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0071 |
0.6% |
41% |
False |
False |
8,892 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0066 |
0.6% |
41% |
False |
False |
7,124 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0061 |
0.5% |
41% |
False |
False |
5,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1569 |
|
2.618 |
1.1463 |
|
1.618 |
1.1399 |
|
1.000 |
1.1359 |
|
0.618 |
1.1334 |
|
HIGH |
1.1295 |
|
0.618 |
1.1270 |
|
0.500 |
1.1262 |
|
0.382 |
1.1255 |
|
LOW |
1.1230 |
|
0.618 |
1.1190 |
|
1.000 |
1.1166 |
|
1.618 |
1.1126 |
|
2.618 |
1.1061 |
|
4.250 |
1.0956 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1282 |
1.1274 |
| PP |
1.1272 |
1.1257 |
| S1 |
1.1262 |
1.1240 |
|