CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1307 |
1.1256 |
-0.0051 |
-0.5% |
1.1330 |
| High |
1.1338 |
1.1274 |
-0.0064 |
-0.6% |
1.1459 |
| Low |
1.1246 |
1.1193 |
-0.0054 |
-0.5% |
1.1299 |
| Close |
1.1255 |
1.1231 |
-0.0024 |
-0.2% |
1.1312 |
| Range |
0.0092 |
0.0081 |
-0.0011 |
-11.5% |
0.0160 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
23,250 |
18,299 |
-4,951 |
-21.3% |
85,366 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1475 |
1.1434 |
1.1276 |
|
| R3 |
1.1394 |
1.1353 |
1.1253 |
|
| R2 |
1.1313 |
1.1313 |
1.1246 |
|
| R1 |
1.1272 |
1.1272 |
1.1238 |
1.1252 |
| PP |
1.1232 |
1.1232 |
1.1232 |
1.1222 |
| S1 |
1.1191 |
1.1191 |
1.1224 |
1.1171 |
| S2 |
1.1151 |
1.1151 |
1.1216 |
|
| S3 |
1.1070 |
1.1110 |
1.1209 |
|
| S4 |
1.0989 |
1.1029 |
1.1186 |
|
|
| 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 |
1.1193 |
0.0266 |
2.4% |
0.0087 |
0.8% |
14% |
False |
True |
19,415 |
| 10 |
1.1459 |
1.1193 |
0.0266 |
2.4% |
0.0084 |
0.7% |
14% |
False |
True |
18,759 |
| 20 |
1.1554 |
1.1193 |
0.0361 |
3.2% |
0.0077 |
0.7% |
11% |
False |
True |
16,555 |
| 40 |
1.1765 |
1.1193 |
0.0573 |
5.1% |
0.0088 |
0.8% |
7% |
False |
True |
18,289 |
| 60 |
1.1765 |
1.1092 |
0.0673 |
6.0% |
0.0088 |
0.8% |
21% |
False |
False |
18,557 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0085 |
0.8% |
23% |
False |
False |
14,215 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0080 |
0.7% |
23% |
False |
False |
11,400 |
| 120 |
1.1765 |
1.0989 |
0.0777 |
6.9% |
0.0073 |
0.6% |
31% |
False |
False |
9,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1618 |
|
2.618 |
1.1486 |
|
1.618 |
1.1405 |
|
1.000 |
1.1355 |
|
0.618 |
1.1324 |
|
HIGH |
1.1274 |
|
0.618 |
1.1243 |
|
0.500 |
1.1233 |
|
0.382 |
1.1223 |
|
LOW |
1.1193 |
|
0.618 |
1.1142 |
|
1.000 |
1.1112 |
|
1.618 |
1.1061 |
|
2.618 |
1.0980 |
|
4.250 |
1.0848 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1233 |
1.1290 |
| PP |
1.1232 |
1.1270 |
| S1 |
1.1232 |
1.1251 |
|