CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1272 |
1.1290 |
0.0018 |
0.2% |
1.1160 |
| High |
1.1295 |
1.1316 |
0.0022 |
0.2% |
1.1303 |
| Low |
1.1230 |
1.1233 |
0.0003 |
0.0% |
1.1134 |
| Close |
1.1292 |
1.1258 |
-0.0034 |
-0.3% |
1.1279 |
| Range |
0.0065 |
0.0083 |
0.0019 |
28.7% |
0.0169 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.6% |
0.0000 |
| Volume |
23,477 |
19,688 |
-3,789 |
-16.1% |
117,588 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1471 |
1.1303 |
|
| R3 |
1.1435 |
1.1388 |
1.1280 |
|
| R2 |
1.1352 |
1.1352 |
1.1273 |
|
| R1 |
1.1305 |
1.1305 |
1.1265 |
1.1287 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1260 |
| S1 |
1.1222 |
1.1222 |
1.1250 |
1.1204 |
| S2 |
1.1186 |
1.1186 |
1.1242 |
|
| S3 |
1.1103 |
1.1139 |
1.1235 |
|
| S4 |
1.1020 |
1.1056 |
1.1212 |
|
|
| 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 |
1.1316 |
1.1172 |
0.0144 |
1.3% |
0.0075 |
0.7% |
59% |
True |
False |
24,225 |
| 10 |
1.1316 |
1.1080 |
0.0237 |
2.1% |
0.0077 |
0.7% |
75% |
True |
False |
22,043 |
| 20 |
1.1316 |
1.0904 |
0.0413 |
3.7% |
0.0083 |
0.7% |
86% |
True |
False |
23,191 |
| 40 |
1.1570 |
1.0904 |
0.0667 |
5.9% |
0.0074 |
0.7% |
53% |
False |
False |
18,203 |
| 60 |
1.1660 |
1.0904 |
0.0757 |
6.7% |
0.0069 |
0.6% |
47% |
False |
False |
12,150 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0070 |
0.6% |
37% |
False |
False |
9,138 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0067 |
0.6% |
37% |
False |
False |
7,321 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0061 |
0.5% |
37% |
False |
False |
6,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1669 |
|
2.618 |
1.1533 |
|
1.618 |
1.1450 |
|
1.000 |
1.1399 |
|
0.618 |
1.1367 |
|
HIGH |
1.1316 |
|
0.618 |
1.1284 |
|
0.500 |
1.1275 |
|
0.382 |
1.1265 |
|
LOW |
1.1233 |
|
0.618 |
1.1182 |
|
1.000 |
1.1150 |
|
1.618 |
1.1099 |
|
2.618 |
1.1016 |
|
4.250 |
1.0880 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1275 |
1.1273 |
| PP |
1.1269 |
1.1268 |
| S1 |
1.1263 |
1.1263 |
|