CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1196 |
1.1164 |
-0.0032 |
-0.3% |
1.1214 |
| High |
1.1220 |
1.1179 |
-0.0041 |
-0.4% |
1.1249 |
| Low |
1.1149 |
1.1138 |
-0.0011 |
-0.1% |
1.1138 |
| Close |
1.1161 |
1.1147 |
-0.0014 |
-0.1% |
1.1147 |
| Range |
0.0071 |
0.0041 |
-0.0030 |
-41.8% |
0.0111 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
30,916 |
5,154 |
-25,762 |
-83.3% |
130,926 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1253 |
1.1169 |
|
| R3 |
1.1237 |
1.1212 |
1.1158 |
|
| R2 |
1.1196 |
1.1196 |
1.1154 |
|
| R1 |
1.1171 |
1.1171 |
1.1150 |
1.1163 |
| PP |
1.1155 |
1.1155 |
1.1155 |
1.1150 |
| S1 |
1.1130 |
1.1130 |
1.1143 |
1.1122 |
| S2 |
1.1114 |
1.1114 |
1.1139 |
|
| S3 |
1.1073 |
1.1089 |
1.1135 |
|
| S4 |
1.1032 |
1.1048 |
1.1124 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1509 |
1.1438 |
1.1207 |
|
| R3 |
1.1399 |
1.1328 |
1.1177 |
|
| R2 |
1.1288 |
1.1288 |
1.1167 |
|
| R1 |
1.1217 |
1.1217 |
1.1157 |
1.1198 |
| PP |
1.1178 |
1.1178 |
1.1178 |
1.1168 |
| S1 |
1.1107 |
1.1107 |
1.1136 |
1.1087 |
| S2 |
1.1067 |
1.1067 |
1.1126 |
|
| S3 |
1.0957 |
1.0996 |
1.1116 |
|
| S4 |
1.0846 |
1.0886 |
1.1086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1249 |
1.1138 |
0.0111 |
1.0% |
0.0050 |
0.4% |
8% |
False |
True |
26,185 |
| 10 |
1.1388 |
1.1138 |
0.0250 |
2.2% |
0.0060 |
0.5% |
3% |
False |
True |
22,162 |
| 20 |
1.1459 |
1.1138 |
0.0321 |
2.9% |
0.0068 |
0.6% |
3% |
False |
True |
19,654 |
| 40 |
1.1756 |
1.1138 |
0.0618 |
5.5% |
0.0078 |
0.7% |
1% |
False |
True |
18,301 |
| 60 |
1.1765 |
1.1138 |
0.0627 |
5.6% |
0.0082 |
0.7% |
1% |
False |
True |
18,926 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0083 |
0.7% |
11% |
False |
False |
16,233 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0080 |
0.7% |
11% |
False |
False |
13,024 |
| 120 |
1.1765 |
1.1036 |
0.0730 |
6.5% |
0.0074 |
0.7% |
15% |
False |
False |
10,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1353 |
|
2.618 |
1.1286 |
|
1.618 |
1.1245 |
|
1.000 |
1.1220 |
|
0.618 |
1.1204 |
|
HIGH |
1.1179 |
|
0.618 |
1.1163 |
|
0.500 |
1.1159 |
|
0.382 |
1.1154 |
|
LOW |
1.1138 |
|
0.618 |
1.1113 |
|
1.000 |
1.1097 |
|
1.618 |
1.1072 |
|
2.618 |
1.1031 |
|
4.250 |
1.0964 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1159 |
1.1185 |
| PP |
1.1155 |
1.1172 |
| S1 |
1.1151 |
1.1159 |
|