CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 06-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1.0992 |
1.1041 |
0.0049 |
0.4% |
1.1017 |
High |
1.1046 |
1.1105 |
0.0059 |
0.5% |
1.1105 |
Low |
1.0973 |
1.0981 |
0.0008 |
0.1% |
1.0904 |
Close |
1.1037 |
1.1081 |
0.0044 |
0.4% |
1.1081 |
Range |
0.0073 |
0.0124 |
0.0051 |
70.3% |
0.0201 |
ATR |
0.0075 |
0.0079 |
0.0003 |
4.6% |
0.0000 |
Volume |
16,967 |
25,380 |
8,413 |
49.6% |
115,462 |
|
Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1426 |
1.1377 |
1.1148 |
|
R3 |
1.1302 |
1.1253 |
1.1114 |
|
R2 |
1.1179 |
1.1179 |
1.1103 |
|
R1 |
1.1130 |
1.1130 |
1.1092 |
1.1154 |
PP |
1.1055 |
1.1055 |
1.1055 |
1.1068 |
S1 |
1.1006 |
1.1006 |
1.1069 |
1.1031 |
S2 |
1.0932 |
1.0932 |
1.1058 |
|
S3 |
1.0808 |
1.0883 |
1.1047 |
|
S4 |
1.0685 |
1.0759 |
1.1013 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1633 |
1.1558 |
1.1191 |
|
R3 |
1.1432 |
1.1357 |
1.1136 |
|
R2 |
1.1231 |
1.1231 |
1.1117 |
|
R1 |
1.1156 |
1.1156 |
1.1099 |
1.1193 |
PP |
1.1030 |
1.1030 |
1.1030 |
1.1048 |
S1 |
1.0955 |
1.0955 |
1.1062 |
1.0992 |
S2 |
1.0829 |
1.0829 |
1.1044 |
|
S3 |
1.0628 |
1.0754 |
1.1025 |
|
S4 |
1.0427 |
1.0553 |
1.0970 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1105 |
1.0904 |
0.0201 |
1.8% |
0.0098 |
0.9% |
88% |
True |
False |
23,092 |
10 |
1.1133 |
1.0904 |
0.0229 |
2.1% |
0.0088 |
0.8% |
77% |
False |
False |
23,981 |
20 |
1.1356 |
1.0904 |
0.0452 |
4.1% |
0.0072 |
0.7% |
39% |
False |
False |
23,037 |
40 |
1.1602 |
1.0904 |
0.0698 |
6.3% |
0.0067 |
0.6% |
25% |
False |
False |
11,619 |
60 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
18% |
False |
False |
7,783 |
80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
18% |
False |
False |
5,853 |
100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0061 |
0.5% |
18% |
False |
False |
4,683 |
120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0056 |
0.5% |
18% |
False |
False |
3,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1629 |
2.618 |
1.1428 |
1.618 |
1.1304 |
1.000 |
1.1228 |
0.618 |
1.1181 |
HIGH |
1.1105 |
0.618 |
1.1057 |
0.500 |
1.1043 |
0.382 |
1.1028 |
LOW |
1.0981 |
0.618 |
1.0905 |
1.000 |
1.0858 |
1.618 |
1.0781 |
2.618 |
1.0658 |
4.250 |
1.0456 |
|
|
Fisher Pivots for day following 06-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1068 |
1.1057 |
PP |
1.1055 |
1.1034 |
S1 |
1.1043 |
1.1011 |
|