CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1145 |
1.1039 |
-0.0107 |
-1.0% |
1.1272 |
| High |
1.1155 |
1.1088 |
-0.0068 |
-0.6% |
1.1316 |
| Low |
1.1037 |
1.1028 |
-0.0009 |
-0.1% |
1.1125 |
| Close |
1.1053 |
1.1056 |
0.0003 |
0.0% |
1.1152 |
| Range |
0.0118 |
0.0060 |
-0.0059 |
-49.6% |
0.0191 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
28,944 |
24,093 |
-4,851 |
-16.8% |
114,411 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1236 |
1.1205 |
1.1089 |
|
| R3 |
1.1176 |
1.1146 |
1.1072 |
|
| R2 |
1.1117 |
1.1117 |
1.1067 |
|
| R1 |
1.1086 |
1.1086 |
1.1061 |
1.1102 |
| PP |
1.1057 |
1.1057 |
1.1057 |
1.1065 |
| S1 |
1.1027 |
1.1027 |
1.1051 |
1.1042 |
| S2 |
1.0998 |
1.0998 |
1.1045 |
|
| S3 |
1.0938 |
1.0967 |
1.1040 |
|
| S4 |
1.0879 |
1.0908 |
1.1023 |
|
|
| 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 |
1.1217 |
1.1028 |
0.0189 |
1.7% |
0.0070 |
0.6% |
15% |
False |
True |
24,514 |
| 10 |
1.1316 |
1.1028 |
0.0288 |
2.6% |
0.0072 |
0.6% |
10% |
False |
True |
23,907 |
| 20 |
1.1316 |
1.0973 |
0.0343 |
3.1% |
0.0076 |
0.7% |
24% |
False |
False |
22,445 |
| 40 |
1.1360 |
1.0904 |
0.0457 |
4.1% |
0.0072 |
0.6% |
33% |
False |
False |
21,736 |
| 60 |
1.1660 |
1.0904 |
0.0757 |
6.8% |
0.0069 |
0.6% |
20% |
False |
False |
14,525 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0071 |
0.6% |
16% |
False |
False |
10,921 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0069 |
0.6% |
16% |
False |
False |
8,748 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0062 |
0.6% |
16% |
False |
False |
7,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1340 |
|
2.618 |
1.1243 |
|
1.618 |
1.1184 |
|
1.000 |
1.1147 |
|
0.618 |
1.1124 |
|
HIGH |
1.1088 |
|
0.618 |
1.1065 |
|
0.500 |
1.1058 |
|
0.382 |
1.1051 |
|
LOW |
1.1028 |
|
0.618 |
1.0991 |
|
1.000 |
1.0969 |
|
1.618 |
1.0932 |
|
2.618 |
1.0872 |
|
4.250 |
1.0775 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1058 |
1.1094 |
| PP |
1.1057 |
1.1081 |
| S1 |
1.1057 |
1.1069 |
|