CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1148 |
1.1145 |
-0.0003 |
0.0% |
1.1272 |
| High |
1.1159 |
1.1155 |
-0.0004 |
0.0% |
1.1316 |
| Low |
1.1109 |
1.1037 |
-0.0072 |
-0.6% |
1.1125 |
| Close |
1.1148 |
1.1053 |
-0.0095 |
-0.8% |
1.1152 |
| Range |
0.0050 |
0.0118 |
0.0068 |
136.0% |
0.0191 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
4.5% |
0.0000 |
| Volume |
18,502 |
28,944 |
10,442 |
56.4% |
114,411 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1436 |
1.1362 |
1.1118 |
|
| R3 |
1.1318 |
1.1244 |
1.1085 |
|
| R2 |
1.1200 |
1.1200 |
1.1075 |
|
| R1 |
1.1126 |
1.1126 |
1.1064 |
1.1104 |
| PP |
1.1082 |
1.1082 |
1.1082 |
1.1071 |
| S1 |
1.1008 |
1.1008 |
1.1042 |
1.0986 |
| S2 |
1.0964 |
1.0964 |
1.1031 |
|
| S3 |
1.0846 |
1.0890 |
1.1021 |
|
| S4 |
1.0728 |
1.0772 |
1.0988 |
|
|
| 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 |
1.1274 |
1.1037 |
0.0237 |
2.1% |
0.0070 |
0.6% |
7% |
False |
True |
23,738 |
| 10 |
1.1316 |
1.1037 |
0.0279 |
2.5% |
0.0072 |
0.7% |
6% |
False |
True |
23,981 |
| 20 |
1.1316 |
1.0918 |
0.0399 |
3.6% |
0.0079 |
0.7% |
34% |
False |
False |
22,445 |
| 40 |
1.1381 |
1.0904 |
0.0477 |
4.3% |
0.0072 |
0.7% |
31% |
False |
False |
21,142 |
| 60 |
1.1660 |
1.0904 |
0.0757 |
6.8% |
0.0069 |
0.6% |
20% |
False |
False |
14,124 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0071 |
0.6% |
16% |
False |
False |
10,621 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0068 |
0.6% |
16% |
False |
False |
8,507 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0062 |
0.6% |
16% |
False |
False |
7,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1657 |
|
2.618 |
1.1464 |
|
1.618 |
1.1346 |
|
1.000 |
1.1273 |
|
0.618 |
1.1228 |
|
HIGH |
1.1155 |
|
0.618 |
1.1110 |
|
0.500 |
1.1096 |
|
0.382 |
1.1082 |
|
LOW |
1.1037 |
|
0.618 |
1.0964 |
|
1.000 |
1.0919 |
|
1.618 |
1.0846 |
|
2.618 |
1.0728 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1096 |
1.1115 |
| PP |
1.1082 |
1.1095 |
| S1 |
1.1067 |
1.1074 |
|