CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1260 |
1.1213 |
-0.0048 |
-0.4% |
1.1160 |
| High |
1.1274 |
1.1217 |
-0.0058 |
-0.5% |
1.1303 |
| Low |
1.1213 |
1.1165 |
-0.0048 |
-0.4% |
1.1134 |
| Close |
1.1216 |
1.1184 |
-0.0032 |
-0.3% |
1.1279 |
| Range |
0.0062 |
0.0052 |
-0.0010 |
-16.3% |
0.0169 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
20,211 |
20,561 |
350 |
1.7% |
117,588 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1343 |
1.1315 |
1.1212 |
|
| R3 |
1.1291 |
1.1263 |
1.1198 |
|
| R2 |
1.1240 |
1.1240 |
1.1193 |
|
| R1 |
1.1212 |
1.1212 |
1.1188 |
1.1200 |
| PP |
1.1188 |
1.1188 |
1.1188 |
1.1183 |
| S1 |
1.1160 |
1.1160 |
1.1179 |
1.1149 |
| S2 |
1.1137 |
1.1137 |
1.1174 |
|
| S3 |
1.1085 |
1.1109 |
1.1169 |
|
| S4 |
1.1034 |
1.1057 |
1.1155 |
|
|
| 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 |
1.1165 |
0.0151 |
1.4% |
0.0061 |
0.5% |
12% |
False |
True |
21,986 |
| 10 |
1.1316 |
1.1083 |
0.0234 |
2.1% |
0.0070 |
0.6% |
43% |
False |
False |
22,455 |
| 20 |
1.1316 |
1.0904 |
0.0413 |
3.7% |
0.0081 |
0.7% |
68% |
False |
False |
22,865 |
| 40 |
1.1529 |
1.0904 |
0.0625 |
5.6% |
0.0073 |
0.7% |
45% |
False |
False |
19,220 |
| 60 |
1.1660 |
1.0904 |
0.0757 |
6.8% |
0.0068 |
0.6% |
37% |
False |
False |
12,826 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0071 |
0.6% |
29% |
False |
False |
9,647 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
29% |
False |
False |
7,728 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0060 |
0.5% |
29% |
False |
False |
6,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1435 |
|
2.618 |
1.1351 |
|
1.618 |
1.1300 |
|
1.000 |
1.1268 |
|
0.618 |
1.1248 |
|
HIGH |
1.1217 |
|
0.618 |
1.1197 |
|
0.500 |
1.1191 |
|
0.382 |
1.1185 |
|
LOW |
1.1165 |
|
0.618 |
1.1133 |
|
1.000 |
1.1114 |
|
1.618 |
1.1082 |
|
2.618 |
1.1030 |
|
4.250 |
1.0946 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1191 |
1.1241 |
| PP |
1.1188 |
1.1222 |
| S1 |
1.1186 |
1.1203 |
|