CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1290 |
1.1260 |
-0.0030 |
-0.3% |
1.1160 |
| High |
1.1316 |
1.1274 |
-0.0042 |
-0.4% |
1.1303 |
| Low |
1.1233 |
1.1213 |
-0.0021 |
-0.2% |
1.1134 |
| Close |
1.1258 |
1.1216 |
-0.0042 |
-0.4% |
1.1279 |
| Range |
0.0083 |
0.0062 |
-0.0022 |
-25.9% |
0.0169 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
19,688 |
20,211 |
523 |
2.7% |
117,588 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1419 |
1.1379 |
1.1249 |
|
| R3 |
1.1357 |
1.1317 |
1.1232 |
|
| R2 |
1.1296 |
1.1296 |
1.1227 |
|
| R1 |
1.1256 |
1.1256 |
1.1221 |
1.1245 |
| PP |
1.1234 |
1.1234 |
1.1234 |
1.1229 |
| S1 |
1.1194 |
1.1194 |
1.1210 |
1.1183 |
| S2 |
1.1173 |
1.1173 |
1.1204 |
|
| S3 |
1.1111 |
1.1133 |
1.1199 |
|
| S4 |
1.1050 |
1.1071 |
1.1182 |
|
|
| 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 |
1.1177 |
0.0139 |
1.2% |
0.0074 |
0.7% |
28% |
False |
False |
23,300 |
| 10 |
1.1316 |
1.1080 |
0.0237 |
2.1% |
0.0077 |
0.7% |
58% |
False |
False |
22,336 |
| 20 |
1.1316 |
1.0904 |
0.0413 |
3.7% |
0.0082 |
0.7% |
76% |
False |
False |
22,868 |
| 40 |
1.1570 |
1.0904 |
0.0667 |
5.9% |
0.0073 |
0.7% |
47% |
False |
False |
18,707 |
| 60 |
1.1660 |
1.0904 |
0.0757 |
6.7% |
0.0068 |
0.6% |
41% |
False |
False |
12,484 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0071 |
0.6% |
33% |
False |
False |
9,390 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0067 |
0.6% |
33% |
False |
False |
7,523 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0061 |
0.5% |
33% |
False |
False |
6,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1535 |
|
2.618 |
1.1435 |
|
1.618 |
1.1374 |
|
1.000 |
1.1336 |
|
0.618 |
1.1312 |
|
HIGH |
1.1274 |
|
0.618 |
1.1251 |
|
0.500 |
1.1243 |
|
0.382 |
1.1236 |
|
LOW |
1.1213 |
|
0.618 |
1.1174 |
|
1.000 |
1.1151 |
|
1.618 |
1.1113 |
|
2.618 |
1.1051 |
|
4.250 |
1.0951 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1243 |
1.1264 |
| PP |
1.1234 |
1.1248 |
| S1 |
1.1225 |
1.1232 |
|