CME Swiss Franc Future December 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 |
1.1449 |
1.1420 |
-0.0029 |
-0.3% |
1.1444 |
| High |
1.1497 |
1.1447 |
-0.0050 |
-0.4% |
1.1570 |
| Low |
1.1411 |
1.1360 |
-0.0051 |
-0.4% |
1.1411 |
| Close |
1.1423 |
1.1366 |
-0.0058 |
-0.5% |
1.1423 |
| Range |
0.0086 |
0.0087 |
0.0001 |
1.2% |
0.0159 |
| ATR |
0.0068 |
0.0070 |
0.0001 |
1.9% |
0.0000 |
| Volume |
205 |
659 |
454 |
221.5% |
495 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1596 |
1.1413 |
|
| R3 |
1.1565 |
1.1509 |
1.1389 |
|
| R2 |
1.1478 |
1.1478 |
1.1381 |
|
| R1 |
1.1422 |
1.1422 |
1.1373 |
1.1406 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1383 |
| S1 |
1.1335 |
1.1335 |
1.1358 |
1.1319 |
| S2 |
1.1304 |
1.1304 |
1.1350 |
|
| S3 |
1.1217 |
1.1248 |
1.1342 |
|
| S4 |
1.1130 |
1.1161 |
1.1318 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1945 |
1.1843 |
1.1510 |
|
| R3 |
1.1786 |
1.1684 |
1.1467 |
|
| R2 |
1.1627 |
1.1627 |
1.1452 |
|
| R1 |
1.1525 |
1.1525 |
1.1438 |
1.1497 |
| PP |
1.1468 |
1.1468 |
1.1468 |
1.1454 |
| S1 |
1.1366 |
1.1366 |
1.1408 |
1.1338 |
| S2 |
1.1309 |
1.1309 |
1.1394 |
|
| S3 |
1.1150 |
1.1207 |
1.1379 |
|
| S4 |
1.0991 |
1.1048 |
1.1336 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1570 |
1.1360 |
0.0210 |
1.8% |
0.0087 |
0.8% |
3% |
False |
True |
224 |
| 10 |
1.1570 |
1.1360 |
0.0210 |
1.8% |
0.0073 |
0.6% |
3% |
False |
True |
133 |
| 20 |
1.1660 |
1.1360 |
0.0300 |
2.6% |
0.0064 |
0.6% |
2% |
False |
True |
86 |
| 40 |
1.1861 |
1.1360 |
0.0501 |
4.4% |
0.0070 |
0.6% |
1% |
False |
True |
99 |
| 60 |
1.1861 |
1.1200 |
0.0661 |
5.8% |
0.0066 |
0.6% |
25% |
False |
False |
84 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0057 |
0.5% |
27% |
False |
False |
63 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0053 |
0.5% |
27% |
False |
False |
51 |
| 120 |
1.1861 |
1.1057 |
0.0804 |
7.1% |
0.0048 |
0.4% |
38% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1817 |
|
2.618 |
1.1675 |
|
1.618 |
1.1588 |
|
1.000 |
1.1534 |
|
0.618 |
1.1501 |
|
HIGH |
1.1447 |
|
0.618 |
1.1414 |
|
0.500 |
1.1404 |
|
0.382 |
1.1393 |
|
LOW |
1.1360 |
|
0.618 |
1.1306 |
|
1.000 |
1.1273 |
|
1.618 |
1.1219 |
|
2.618 |
1.1132 |
|
4.250 |
1.0990 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1404 |
1.1444 |
| PP |
1.1391 |
1.1418 |
| S1 |
1.1378 |
1.1392 |
|