CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1084 |
1.1160 |
0.0076 |
0.7% |
1.1079 |
| High |
1.1184 |
1.1191 |
0.0007 |
0.1% |
1.1203 |
| Low |
1.1083 |
1.1134 |
0.0051 |
0.5% |
1.1043 |
| Close |
1.1169 |
1.1182 |
0.0013 |
0.1% |
1.1169 |
| Range |
0.0102 |
0.0058 |
-0.0044 |
-43.3% |
0.0160 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
23,030 |
17,659 |
-5,371 |
-23.3% |
103,030 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1341 |
1.1319 |
1.1214 |
|
| R3 |
1.1284 |
1.1262 |
1.1198 |
|
| R2 |
1.1226 |
1.1226 |
1.1193 |
|
| R1 |
1.1204 |
1.1204 |
1.1187 |
1.1215 |
| PP |
1.1169 |
1.1169 |
1.1169 |
1.1174 |
| S1 |
1.1147 |
1.1147 |
1.1177 |
1.1158 |
| S2 |
1.1111 |
1.1111 |
1.1171 |
|
| S3 |
1.1054 |
1.1089 |
1.1166 |
|
| S4 |
1.0996 |
1.1032 |
1.1150 |
|
|
| 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 |
1.1203 |
1.1080 |
0.0124 |
1.1% |
0.0081 |
0.7% |
83% |
False |
False |
20,068 |
| 10 |
1.1203 |
1.0904 |
0.0300 |
2.7% |
0.0088 |
0.8% |
93% |
False |
False |
20,982 |
| 20 |
1.1299 |
1.0904 |
0.0395 |
3.5% |
0.0083 |
0.7% |
71% |
False |
False |
23,391 |
| 40 |
1.1570 |
1.0904 |
0.0667 |
6.0% |
0.0072 |
0.6% |
42% |
False |
False |
14,632 |
| 60 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0070 |
0.6% |
29% |
False |
False |
9,783 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0069 |
0.6% |
29% |
False |
False |
7,356 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0064 |
0.6% |
29% |
False |
False |
5,890 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0059 |
0.5% |
29% |
False |
False |
4,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1435 |
|
2.618 |
1.1342 |
|
1.618 |
1.1284 |
|
1.000 |
1.1249 |
|
0.618 |
1.1227 |
|
HIGH |
1.1191 |
|
0.618 |
1.1169 |
|
0.500 |
1.1162 |
|
0.382 |
1.1155 |
|
LOW |
1.1134 |
|
0.618 |
1.1098 |
|
1.000 |
1.1076 |
|
1.618 |
1.1040 |
|
2.618 |
1.0983 |
|
4.250 |
1.0889 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1175 |
1.1168 |
| PP |
1.1169 |
1.1155 |
| S1 |
1.1162 |
1.1141 |
|