CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1181 |
1.1148 |
-0.0033 |
-0.3% |
1.1272 |
| High |
1.1194 |
1.1159 |
-0.0035 |
-0.3% |
1.1316 |
| Low |
1.1125 |
1.1109 |
-0.0016 |
-0.1% |
1.1125 |
| Close |
1.1152 |
1.1148 |
-0.0005 |
0.0% |
1.1152 |
| Range |
0.0069 |
0.0050 |
-0.0019 |
-27.0% |
0.0191 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
30,474 |
18,502 |
-11,972 |
-39.3% |
114,411 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1289 |
1.1268 |
1.1175 |
|
| R3 |
1.1239 |
1.1218 |
1.1161 |
|
| R2 |
1.1189 |
1.1189 |
1.1157 |
|
| R1 |
1.1168 |
1.1168 |
1.1152 |
1.1173 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1141 |
| S1 |
1.1118 |
1.1118 |
1.1143 |
1.1123 |
| S2 |
1.1089 |
1.1089 |
1.1138 |
|
| S3 |
1.1039 |
1.1068 |
1.1134 |
|
| S4 |
1.0989 |
1.1018 |
1.1120 |
|
|
| 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 |
1.1316 |
1.1109 |
0.0207 |
1.9% |
0.0063 |
0.6% |
19% |
False |
True |
21,887 |
| 10 |
1.1316 |
1.1109 |
0.0207 |
1.9% |
0.0066 |
0.6% |
19% |
False |
True |
23,284 |
| 20 |
1.1316 |
1.0904 |
0.0413 |
3.7% |
0.0077 |
0.7% |
59% |
False |
False |
22,133 |
| 40 |
1.1447 |
1.0904 |
0.0544 |
4.9% |
0.0071 |
0.6% |
45% |
False |
False |
20,435 |
| 60 |
1.1660 |
1.0904 |
0.0757 |
6.8% |
0.0068 |
0.6% |
32% |
False |
False |
13,641 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0070 |
0.6% |
25% |
False |
False |
10,259 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
25% |
False |
False |
8,218 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0061 |
0.5% |
25% |
False |
False |
6,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1372 |
|
2.618 |
1.1290 |
|
1.618 |
1.1240 |
|
1.000 |
1.1209 |
|
0.618 |
1.1190 |
|
HIGH |
1.1159 |
|
0.618 |
1.1140 |
|
0.500 |
1.1134 |
|
0.382 |
1.1128 |
|
LOW |
1.1109 |
|
0.618 |
1.1078 |
|
1.000 |
1.1059 |
|
1.618 |
1.1028 |
|
2.618 |
1.0978 |
|
4.250 |
1.0897 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1143 |
1.1163 |
| PP |
1.1139 |
1.1158 |
| S1 |
1.1134 |
1.1153 |
|