CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1210 |
1.1214 |
0.0004 |
0.0% |
1.1307 |
| High |
1.1252 |
1.1249 |
-0.0003 |
0.0% |
1.1338 |
| Low |
1.1199 |
1.1210 |
0.0011 |
0.1% |
1.1193 |
| Close |
1.1202 |
1.1231 |
0.0029 |
0.3% |
1.1202 |
| Range |
0.0053 |
0.0039 |
-0.0014 |
-26.7% |
0.0145 |
| ATR |
0.0078 |
0.0075 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
17,848 |
22,130 |
4,282 |
24.0% |
73,222 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1345 |
1.1326 |
1.1252 |
|
| R3 |
1.1307 |
1.1288 |
1.1241 |
|
| R2 |
1.1268 |
1.1268 |
1.1238 |
|
| R1 |
1.1249 |
1.1249 |
1.1234 |
1.1259 |
| PP |
1.1230 |
1.1230 |
1.1230 |
1.1234 |
| S1 |
1.1211 |
1.1211 |
1.1227 |
1.1220 |
| S2 |
1.1191 |
1.1191 |
1.1223 |
|
| S3 |
1.1153 |
1.1172 |
1.1220 |
|
| S4 |
1.1114 |
1.1134 |
1.1209 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1585 |
1.1281 |
|
| R3 |
1.1534 |
1.1440 |
1.1241 |
|
| R2 |
1.1389 |
1.1389 |
1.1228 |
|
| R1 |
1.1295 |
1.1295 |
1.1215 |
1.1270 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1231 |
| S1 |
1.1150 |
1.1150 |
1.1188 |
1.1125 |
| S2 |
1.1099 |
1.1099 |
1.1175 |
|
| S3 |
1.0954 |
1.1005 |
1.1162 |
|
| S4 |
1.0809 |
1.0860 |
1.1122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1338 |
1.1193 |
0.0145 |
1.3% |
0.0061 |
0.5% |
26% |
False |
False |
19,070 |
| 10 |
1.1459 |
1.1193 |
0.0266 |
2.4% |
0.0072 |
0.6% |
14% |
False |
False |
18,071 |
| 20 |
1.1478 |
1.1193 |
0.0285 |
2.5% |
0.0072 |
0.6% |
13% |
False |
False |
16,997 |
| 40 |
1.1765 |
1.1193 |
0.0573 |
5.1% |
0.0082 |
0.7% |
7% |
False |
False |
17,636 |
| 60 |
1.1765 |
1.1148 |
0.0617 |
5.5% |
0.0085 |
0.8% |
13% |
False |
False |
18,483 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0084 |
0.7% |
23% |
False |
False |
14,879 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0079 |
0.7% |
23% |
False |
False |
11,937 |
| 120 |
1.1765 |
1.1036 |
0.0730 |
6.5% |
0.0073 |
0.7% |
27% |
False |
False |
9,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1412 |
|
2.618 |
1.1349 |
|
1.618 |
1.1311 |
|
1.000 |
1.1287 |
|
0.618 |
1.1272 |
|
HIGH |
1.1249 |
|
0.618 |
1.1234 |
|
0.500 |
1.1229 |
|
0.382 |
1.1225 |
|
LOW |
1.1210 |
|
0.618 |
1.1186 |
|
1.000 |
1.1172 |
|
1.618 |
1.1148 |
|
2.618 |
1.1109 |
|
4.250 |
1.1046 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1230 |
1.1228 |
| PP |
1.1230 |
1.1226 |
| S1 |
1.1229 |
1.1224 |
|