CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1197 |
1.1290 |
0.0093 |
0.8% |
1.1160 |
| High |
1.1293 |
1.1303 |
0.0010 |
0.1% |
1.1303 |
| Low |
1.1177 |
1.1259 |
0.0082 |
0.7% |
1.1134 |
| Close |
1.1262 |
1.1279 |
0.0017 |
0.2% |
1.1279 |
| Range |
0.0116 |
0.0044 |
-0.0073 |
-62.5% |
0.0169 |
| ATR |
0.0080 |
0.0078 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
27,134 |
25,993 |
-1,141 |
-4.2% |
117,588 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1388 |
1.1302 |
|
| R3 |
1.1367 |
1.1345 |
1.1290 |
|
| R2 |
1.1324 |
1.1324 |
1.1286 |
|
| R1 |
1.1301 |
1.1301 |
1.1282 |
1.1291 |
| PP |
1.1280 |
1.1280 |
1.1280 |
1.1275 |
| S1 |
1.1258 |
1.1258 |
1.1275 |
1.1247 |
| S2 |
1.1237 |
1.1237 |
1.1271 |
|
| S3 |
1.1193 |
1.1214 |
1.1267 |
|
| S4 |
1.1150 |
1.1171 |
1.1255 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1745 |
1.1681 |
1.1371 |
|
| R3 |
1.1576 |
1.1512 |
1.1325 |
|
| R2 |
1.1407 |
1.1407 |
1.1309 |
|
| R1 |
1.1343 |
1.1343 |
1.1294 |
1.1375 |
| PP |
1.1238 |
1.1238 |
1.1238 |
1.1254 |
| S1 |
1.1174 |
1.1174 |
1.1263 |
1.1206 |
| S2 |
1.1069 |
1.1069 |
1.1248 |
|
| S3 |
1.0900 |
1.1005 |
1.1232 |
|
| S4 |
1.0731 |
1.0836 |
1.1186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1303 |
1.1134 |
0.0169 |
1.5% |
0.0068 |
0.6% |
86% |
True |
False |
23,517 |
| 10 |
1.1303 |
1.1043 |
0.0260 |
2.3% |
0.0078 |
0.7% |
91% |
True |
False |
22,061 |
| 20 |
1.1303 |
1.0904 |
0.0399 |
3.5% |
0.0083 |
0.7% |
94% |
True |
False |
23,021 |
| 40 |
1.1570 |
1.0904 |
0.0667 |
5.9% |
0.0073 |
0.6% |
56% |
False |
False |
17,125 |
| 60 |
1.1717 |
1.0904 |
0.0814 |
7.2% |
0.0068 |
0.6% |
46% |
False |
False |
11,433 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0070 |
0.6% |
39% |
False |
False |
8,599 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0066 |
0.6% |
39% |
False |
False |
6,889 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.5% |
0.0060 |
0.5% |
39% |
False |
False |
5,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1487 |
|
2.618 |
1.1416 |
|
1.618 |
1.1373 |
|
1.000 |
1.1346 |
|
0.618 |
1.1329 |
|
HIGH |
1.1303 |
|
0.618 |
1.1286 |
|
0.500 |
1.1281 |
|
0.382 |
1.1276 |
|
LOW |
1.1259 |
|
0.618 |
1.1232 |
|
1.000 |
1.1216 |
|
1.618 |
1.1189 |
|
2.618 |
1.1145 |
|
4.250 |
1.1074 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1281 |
1.1265 |
| PP |
1.1280 |
1.1251 |
| S1 |
1.1279 |
1.1237 |
|