CME Swiss Franc Future December 2023
Trading Metrics calculated at close of trading on 09-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1.1041 |
1.1079 |
0.0038 |
0.3% |
1.1017 |
High |
1.1105 |
1.1133 |
0.0029 |
0.3% |
1.1105 |
Low |
1.0981 |
1.1043 |
0.0062 |
0.6% |
1.0904 |
Close |
1.1081 |
1.1126 |
0.0045 |
0.4% |
1.1081 |
Range |
0.0124 |
0.0090 |
-0.0034 |
-27.1% |
0.0201 |
ATR |
0.0079 |
0.0079 |
0.0001 |
1.0% |
0.0000 |
Volume |
25,380 |
20,346 |
-5,034 |
-19.8% |
115,462 |
|
Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1371 |
1.1338 |
1.1175 |
|
R3 |
1.1281 |
1.1248 |
1.1150 |
|
R2 |
1.1191 |
1.1191 |
1.1142 |
|
R1 |
1.1158 |
1.1158 |
1.1134 |
1.1174 |
PP |
1.1101 |
1.1101 |
1.1101 |
1.1109 |
S1 |
1.1068 |
1.1068 |
1.1117 |
1.1084 |
S2 |
1.1011 |
1.1011 |
1.1109 |
|
S3 |
1.0921 |
1.0978 |
1.1101 |
|
S4 |
1.0831 |
1.0888 |
1.1076 |
|
|
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 |
1.1133 |
1.0904 |
0.0230 |
2.1% |
0.0096 |
0.9% |
97% |
True |
False |
21,896 |
10 |
1.1133 |
1.0904 |
0.0230 |
2.1% |
0.0089 |
0.8% |
97% |
True |
False |
24,085 |
20 |
1.1349 |
1.0904 |
0.0446 |
4.0% |
0.0075 |
0.7% |
50% |
False |
False |
23,640 |
40 |
1.1570 |
1.0904 |
0.0667 |
6.0% |
0.0067 |
0.6% |
33% |
False |
False |
12,128 |
60 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
23% |
False |
False |
8,122 |
80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0068 |
0.6% |
23% |
False |
False |
6,103 |
100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0061 |
0.6% |
23% |
False |
False |
4,886 |
120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0057 |
0.5% |
23% |
False |
False |
4,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1516 |
2.618 |
1.1369 |
1.618 |
1.1279 |
1.000 |
1.1223 |
0.618 |
1.1189 |
HIGH |
1.1133 |
0.618 |
1.1099 |
0.500 |
1.1088 |
0.382 |
1.1077 |
LOW |
1.1043 |
0.618 |
1.0987 |
1.000 |
1.0953 |
1.618 |
1.0897 |
2.618 |
1.0807 |
4.250 |
1.0661 |
|
|
Fisher Pivots for day following 09-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1113 |
1.1101 |
PP |
1.1101 |
1.1077 |
S1 |
1.1088 |
1.1053 |
|