CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 27-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1.1213 |
1.1181 |
-0.0032 |
-0.3% |
1.1272 |
High |
1.1217 |
1.1194 |
-0.0023 |
-0.2% |
1.1316 |
Low |
1.1165 |
1.1125 |
-0.0040 |
-0.4% |
1.1125 |
Close |
1.1184 |
1.1152 |
-0.0032 |
-0.3% |
1.1152 |
Range |
0.0052 |
0.0069 |
0.0017 |
33.0% |
0.0191 |
ATR |
0.0074 |
0.0074 |
0.0000 |
-0.6% |
0.0000 |
Volume |
20,561 |
30,474 |
9,913 |
48.2% |
114,411 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1362 |
1.1326 |
1.1190 |
|
R3 |
1.1294 |
1.1257 |
1.1171 |
|
R2 |
1.1225 |
1.1225 |
1.1165 |
|
R1 |
1.1189 |
1.1189 |
1.1158 |
1.1173 |
PP |
1.1157 |
1.1157 |
1.1157 |
1.1149 |
S1 |
1.1120 |
1.1120 |
1.1146 |
1.1104 |
S2 |
1.1088 |
1.1088 |
1.1139 |
|
S3 |
1.1020 |
1.1052 |
1.1133 |
|
S4 |
1.0951 |
1.0983 |
1.1114 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1771 |
1.1652 |
1.1257 |
|
R3 |
1.1580 |
1.1461 |
1.1205 |
|
R2 |
1.1389 |
1.1389 |
1.1187 |
|
R1 |
1.1270 |
1.1270 |
1.1170 |
1.1234 |
PP |
1.1198 |
1.1198 |
1.1198 |
1.1180 |
S1 |
1.1079 |
1.1079 |
1.1134 |
1.1043 |
S2 |
1.1007 |
1.1007 |
1.1117 |
|
S3 |
1.0816 |
1.0888 |
1.1099 |
|
S4 |
1.0625 |
1.0697 |
1.1047 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1316 |
1.1125 |
0.0191 |
1.7% |
0.0066 |
0.6% |
14% |
False |
True |
22,882 |
10 |
1.1316 |
1.1125 |
0.0191 |
1.7% |
0.0067 |
0.6% |
14% |
False |
True |
23,199 |
20 |
1.1316 |
1.0904 |
0.0413 |
3.7% |
0.0080 |
0.7% |
60% |
False |
False |
22,524 |
40 |
1.1497 |
1.0904 |
0.0594 |
5.3% |
0.0072 |
0.6% |
42% |
False |
False |
19,978 |
60 |
1.1660 |
1.0904 |
0.0757 |
6.8% |
0.0069 |
0.6% |
33% |
False |
False |
13,333 |
80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0071 |
0.6% |
26% |
False |
False |
10,028 |
100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
26% |
False |
False |
8,033 |
120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0061 |
0.5% |
26% |
False |
False |
6,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1485 |
2.618 |
1.1373 |
1.618 |
1.1304 |
1.000 |
1.1262 |
0.618 |
1.1236 |
HIGH |
1.1194 |
0.618 |
1.1167 |
0.500 |
1.1159 |
0.382 |
1.1151 |
LOW |
1.1125 |
0.618 |
1.1083 |
1.000 |
1.1057 |
1.618 |
1.1014 |
2.618 |
1.0946 |
4.250 |
1.0834 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1159 |
1.1200 |
PP |
1.1157 |
1.1184 |
S1 |
1.1154 |
1.1168 |
|