CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1017 |
1.0983 |
-0.0034 |
-0.3% |
1.1124 |
| High |
1.1067 |
1.0990 |
-0.0077 |
-0.7% |
1.1133 |
| Low |
1.0966 |
1.0904 |
-0.0062 |
-0.6% |
1.0935 |
| Close |
1.0995 |
1.0947 |
-0.0048 |
-0.4% |
1.1016 |
| Range |
0.0102 |
0.0087 |
-0.0015 |
-14.8% |
0.0198 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.9% |
0.0000 |
| Volume |
26,326 |
22,708 |
-3,618 |
-13.7% |
124,353 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1163 |
1.0995 |
|
| R3 |
1.1120 |
1.1077 |
1.0971 |
|
| R2 |
1.1033 |
1.1033 |
1.0963 |
|
| R1 |
1.0990 |
1.0990 |
1.0955 |
1.0969 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0936 |
| S1 |
1.0904 |
1.0904 |
1.0939 |
1.0882 |
| S2 |
1.0860 |
1.0860 |
1.0931 |
|
| S3 |
1.0774 |
1.0817 |
1.0923 |
|
| S4 |
1.0687 |
1.0731 |
1.0899 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1622 |
1.1517 |
1.1125 |
|
| R3 |
1.1424 |
1.1319 |
1.1070 |
|
| R2 |
1.1226 |
1.1226 |
1.1052 |
|
| R1 |
1.1121 |
1.1121 |
1.1034 |
1.1074 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1004 |
| S1 |
1.0923 |
1.0923 |
1.0998 |
1.0876 |
| S2 |
1.0830 |
1.0830 |
1.0980 |
|
| S3 |
1.0632 |
1.0725 |
1.0962 |
|
| S4 |
1.0434 |
1.0527 |
1.0907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1092 |
1.0904 |
0.0188 |
1.7% |
0.0089 |
0.8% |
23% |
False |
True |
26,725 |
| 10 |
1.1299 |
1.0904 |
0.0395 |
3.6% |
0.0082 |
0.7% |
11% |
False |
True |
26,249 |
| 20 |
1.1381 |
1.0904 |
0.0477 |
4.4% |
0.0065 |
0.6% |
9% |
False |
True |
19,840 |
| 40 |
1.1660 |
1.0904 |
0.0757 |
6.9% |
0.0064 |
0.6% |
6% |
False |
True |
9,963 |
| 60 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0069 |
0.6% |
5% |
False |
True |
6,679 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0066 |
0.6% |
5% |
False |
True |
5,023 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0059 |
0.5% |
5% |
False |
True |
4,019 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.7% |
0.0055 |
0.5% |
5% |
False |
True |
3,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1358 |
|
2.618 |
1.1216 |
|
1.618 |
1.1130 |
|
1.000 |
1.1077 |
|
0.618 |
1.1043 |
|
HIGH |
1.0990 |
|
0.618 |
1.0957 |
|
0.500 |
1.0947 |
|
0.382 |
1.0937 |
|
LOW |
1.0904 |
|
0.618 |
1.0850 |
|
1.000 |
1.0817 |
|
1.618 |
1.0764 |
|
2.618 |
1.0677 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0947 |
1.0998 |
| PP |
1.0947 |
1.0981 |
| S1 |
1.0947 |
1.0964 |
|