CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1070 |
1.1091 |
0.0022 |
0.2% |
1.1148 |
| High |
1.1141 |
1.1204 |
0.0064 |
0.6% |
1.1204 |
| Low |
1.1067 |
1.1070 |
0.0003 |
0.0% |
1.1028 |
| Close |
1.1092 |
1.1186 |
0.0095 |
0.9% |
1.1186 |
| Range |
0.0074 |
0.0134 |
0.0061 |
82.3% |
0.0176 |
| ATR |
0.0075 |
0.0079 |
0.0004 |
5.6% |
0.0000 |
| Volume |
19,780 |
24,022 |
4,242 |
21.4% |
115,341 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1555 |
1.1505 |
1.1260 |
|
| R3 |
1.1421 |
1.1371 |
1.1223 |
|
| R2 |
1.1287 |
1.1287 |
1.1211 |
|
| R1 |
1.1237 |
1.1237 |
1.1198 |
1.1262 |
| PP |
1.1153 |
1.1153 |
1.1153 |
1.1166 |
| S1 |
1.1103 |
1.1103 |
1.1174 |
1.1128 |
| S2 |
1.1019 |
1.1019 |
1.1161 |
|
| S3 |
1.0885 |
1.0969 |
1.1149 |
|
| S4 |
1.0751 |
1.0835 |
1.1112 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1667 |
1.1603 |
1.1283 |
|
| R3 |
1.1491 |
1.1427 |
1.1234 |
|
| R2 |
1.1315 |
1.1315 |
1.1218 |
|
| R1 |
1.1251 |
1.1251 |
1.1202 |
1.1283 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1156 |
| S1 |
1.1075 |
1.1075 |
1.1170 |
1.1107 |
| S2 |
1.0963 |
1.0963 |
1.1154 |
|
| S3 |
1.0787 |
1.0899 |
1.1138 |
|
| S4 |
1.0611 |
1.0723 |
1.1089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1204 |
1.1028 |
0.0176 |
1.6% |
0.0087 |
0.8% |
90% |
True |
False |
23,068 |
| 10 |
1.1316 |
1.1028 |
0.0288 |
2.6% |
0.0076 |
0.7% |
55% |
False |
False |
22,975 |
| 20 |
1.1316 |
1.1028 |
0.0288 |
2.6% |
0.0077 |
0.7% |
55% |
False |
False |
22,518 |
| 40 |
1.1356 |
1.0904 |
0.0452 |
4.0% |
0.0075 |
0.7% |
63% |
False |
False |
22,777 |
| 60 |
1.1602 |
1.0904 |
0.0698 |
6.2% |
0.0070 |
0.6% |
40% |
False |
False |
15,252 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0070 |
0.6% |
30% |
False |
False |
11,467 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0070 |
0.6% |
30% |
False |
False |
9,186 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0063 |
0.6% |
30% |
False |
False |
7,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1774 |
|
2.618 |
1.1555 |
|
1.618 |
1.1421 |
|
1.000 |
1.1338 |
|
0.618 |
1.1287 |
|
HIGH |
1.1204 |
|
0.618 |
1.1153 |
|
0.500 |
1.1137 |
|
0.382 |
1.1121 |
|
LOW |
1.1070 |
|
0.618 |
1.0987 |
|
1.000 |
1.0936 |
|
1.618 |
1.0853 |
|
2.618 |
1.0719 |
|
4.250 |
1.0501 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1170 |
1.1163 |
| PP |
1.1153 |
1.1139 |
| S1 |
1.1137 |
1.1116 |
|