CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1039 |
1.1070 |
0.0031 |
0.3% |
1.1272 |
| High |
1.1088 |
1.1141 |
0.0053 |
0.5% |
1.1316 |
| Low |
1.1028 |
1.1067 |
0.0039 |
0.4% |
1.1125 |
| Close |
1.1056 |
1.1092 |
0.0036 |
0.3% |
1.1152 |
| Range |
0.0060 |
0.0074 |
0.0014 |
23.5% |
0.0191 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.0% |
0.0000 |
| Volume |
24,093 |
19,780 |
-4,313 |
-17.9% |
114,411 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1320 |
1.1279 |
1.1132 |
|
| R3 |
1.1247 |
1.1206 |
1.1112 |
|
| R2 |
1.1173 |
1.1173 |
1.1105 |
|
| R1 |
1.1132 |
1.1132 |
1.1098 |
1.1153 |
| PP |
1.1100 |
1.1100 |
1.1100 |
1.1110 |
| S1 |
1.1059 |
1.1059 |
1.1085 |
1.1079 |
| S2 |
1.1026 |
1.1026 |
1.1078 |
|
| S3 |
1.0953 |
1.0985 |
1.1071 |
|
| S4 |
1.0879 |
1.0912 |
1.1051 |
|
|
| 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 |
1.1194 |
1.1028 |
0.0166 |
1.5% |
0.0074 |
0.7% |
38% |
False |
False |
24,358 |
| 10 |
1.1316 |
1.1028 |
0.0288 |
2.6% |
0.0067 |
0.6% |
22% |
False |
False |
23,172 |
| 20 |
1.1316 |
1.0981 |
0.0335 |
3.0% |
0.0077 |
0.7% |
33% |
False |
False |
22,586 |
| 40 |
1.1360 |
1.0904 |
0.0457 |
4.1% |
0.0073 |
0.7% |
41% |
False |
False |
22,220 |
| 60 |
1.1660 |
1.0904 |
0.0757 |
6.8% |
0.0070 |
0.6% |
25% |
False |
False |
14,854 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0070 |
0.6% |
20% |
False |
False |
11,168 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0069 |
0.6% |
20% |
False |
False |
8,946 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0062 |
0.6% |
20% |
False |
False |
7,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1453 |
|
2.618 |
1.1333 |
|
1.618 |
1.1259 |
|
1.000 |
1.1214 |
|
0.618 |
1.1186 |
|
HIGH |
1.1141 |
|
0.618 |
1.1112 |
|
0.500 |
1.1104 |
|
0.382 |
1.1095 |
|
LOW |
1.1067 |
|
0.618 |
1.1022 |
|
1.000 |
1.0994 |
|
1.618 |
1.0948 |
|
2.618 |
1.0875 |
|
4.250 |
1.0755 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1104 |
1.1092 |
| PP |
1.1100 |
1.1092 |
| S1 |
1.1096 |
1.1092 |
|