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 |
|