CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1338 |
1.1307 |
-0.0031 |
-0.3% |
1.1330 |
| High |
1.1388 |
1.1338 |
-0.0050 |
-0.4% |
1.1459 |
| Low |
1.1299 |
1.1246 |
-0.0053 |
-0.5% |
1.1299 |
| Close |
1.1312 |
1.1255 |
-0.0057 |
-0.5% |
1.1312 |
| Range |
0.0089 |
0.0092 |
0.0003 |
2.8% |
0.0160 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
0.8% |
0.0000 |
| Volume |
17,476 |
23,250 |
5,774 |
33.0% |
85,366 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1554 |
1.1496 |
1.1305 |
|
| R3 |
1.1463 |
1.1405 |
1.1280 |
|
| R2 |
1.1371 |
1.1371 |
1.1272 |
|
| R1 |
1.1313 |
1.1313 |
1.1263 |
1.1296 |
| PP |
1.1280 |
1.1280 |
1.1280 |
1.1271 |
| S1 |
1.1222 |
1.1222 |
1.1247 |
1.1205 |
| S2 |
1.1188 |
1.1188 |
1.1238 |
|
| S3 |
1.1097 |
1.1130 |
1.1230 |
|
| S4 |
1.1005 |
1.1039 |
1.1205 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1836 |
1.1734 |
1.1400 |
|
| R3 |
1.1676 |
1.1574 |
1.1356 |
|
| R2 |
1.1516 |
1.1516 |
1.1341 |
|
| R1 |
1.1414 |
1.1414 |
1.1327 |
1.1385 |
| PP |
1.1356 |
1.1356 |
1.1356 |
1.1342 |
| S1 |
1.1254 |
1.1254 |
1.1297 |
1.1225 |
| S2 |
1.1196 |
1.1196 |
1.1283 |
|
| S3 |
1.1036 |
1.1094 |
1.1268 |
|
| S4 |
1.0876 |
1.0934 |
1.1224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1459 |
1.1246 |
0.0213 |
1.9% |
0.0093 |
0.8% |
4% |
False |
True |
19,413 |
| 10 |
1.1459 |
1.1246 |
0.0213 |
1.9% |
0.0081 |
0.7% |
4% |
False |
True |
18,207 |
| 20 |
1.1554 |
1.1246 |
0.0308 |
2.7% |
0.0077 |
0.7% |
3% |
False |
True |
16,266 |
| 40 |
1.1765 |
1.1246 |
0.0519 |
4.6% |
0.0088 |
0.8% |
2% |
False |
True |
18,249 |
| 60 |
1.1765 |
1.1092 |
0.0673 |
6.0% |
0.0088 |
0.8% |
24% |
False |
False |
18,423 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0085 |
0.8% |
27% |
False |
False |
13,991 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0080 |
0.7% |
27% |
False |
False |
11,217 |
| 120 |
1.1765 |
1.0920 |
0.0845 |
7.5% |
0.0073 |
0.6% |
40% |
False |
False |
9,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1726 |
|
2.618 |
1.1577 |
|
1.618 |
1.1486 |
|
1.000 |
1.1429 |
|
0.618 |
1.1394 |
|
HIGH |
1.1338 |
|
0.618 |
1.1303 |
|
0.500 |
1.1292 |
|
0.382 |
1.1281 |
|
LOW |
1.1246 |
|
0.618 |
1.1189 |
|
1.000 |
1.1155 |
|
1.618 |
1.1098 |
|
2.618 |
1.1006 |
|
4.250 |
1.0857 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1292 |
1.1332 |
| PP |
1.1280 |
1.1307 |
| S1 |
1.1267 |
1.1281 |
|