CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1181 |
1.1197 |
0.0017 |
0.1% |
1.1079 |
| High |
1.1240 |
1.1293 |
0.0054 |
0.5% |
1.1203 |
| Low |
1.1172 |
1.1177 |
0.0005 |
0.0% |
1.1043 |
| Close |
1.1196 |
1.1262 |
0.0066 |
0.6% |
1.1169 |
| Range |
0.0068 |
0.0116 |
0.0049 |
71.9% |
0.0160 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
3.6% |
0.0000 |
| Volume |
24,834 |
27,134 |
2,300 |
9.3% |
103,030 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1592 |
1.1543 |
1.1325 |
|
| R3 |
1.1476 |
1.1427 |
1.1293 |
|
| R2 |
1.1360 |
1.1360 |
1.1283 |
|
| R1 |
1.1311 |
1.1311 |
1.1272 |
1.1335 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1256 |
| S1 |
1.1195 |
1.1195 |
1.1251 |
1.1219 |
| S2 |
1.1128 |
1.1128 |
1.1240 |
|
| S3 |
1.1012 |
1.1079 |
1.1230 |
|
| S4 |
1.0896 |
1.0963 |
1.1198 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1618 |
1.1554 |
1.1257 |
|
| R3 |
1.1458 |
1.1394 |
1.1213 |
|
| R2 |
1.1298 |
1.1298 |
1.1198 |
|
| R1 |
1.1234 |
1.1234 |
1.1184 |
1.1266 |
| PP |
1.1138 |
1.1138 |
1.1138 |
1.1155 |
| S1 |
1.1074 |
1.1074 |
1.1154 |
1.1106 |
| S2 |
1.0978 |
1.0978 |
1.1140 |
|
| S3 |
1.0818 |
1.0914 |
1.1125 |
|
| S4 |
1.0658 |
1.0754 |
1.1081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1293 |
1.1083 |
0.0211 |
1.9% |
0.0079 |
0.7% |
85% |
True |
False |
22,925 |
| 10 |
1.1293 |
1.0981 |
0.0312 |
2.8% |
0.0086 |
0.8% |
90% |
True |
False |
22,000 |
| 20 |
1.1293 |
1.0904 |
0.0390 |
3.5% |
0.0083 |
0.7% |
92% |
True |
False |
22,861 |
| 40 |
1.1570 |
1.0904 |
0.0667 |
5.9% |
0.0075 |
0.7% |
54% |
False |
False |
16,478 |
| 60 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0071 |
0.6% |
37% |
False |
False |
11,006 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0070 |
0.6% |
37% |
False |
False |
8,274 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0066 |
0.6% |
37% |
False |
False |
6,629 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0060 |
0.5% |
37% |
False |
False |
5,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1786 |
|
2.618 |
1.1597 |
|
1.618 |
1.1481 |
|
1.000 |
1.1409 |
|
0.618 |
1.1365 |
|
HIGH |
1.1293 |
|
0.618 |
1.1249 |
|
0.500 |
1.1235 |
|
0.382 |
1.1221 |
|
LOW |
1.1177 |
|
0.618 |
1.1105 |
|
1.000 |
1.1061 |
|
1.618 |
1.0989 |
|
2.618 |
1.0873 |
|
4.250 |
1.0684 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1253 |
1.1247 |
| PP |
1.1244 |
1.1233 |
| S1 |
1.1235 |
1.1219 |
|