CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1368 |
1.1338 |
-0.0030 |
-0.3% |
1.1444 |
| High |
1.1381 |
1.1341 |
-0.0040 |
-0.4% |
1.1570 |
| Low |
1.1307 |
1.1307 |
0.0001 |
0.0% |
1.1411 |
| Close |
1.1341 |
1.1318 |
-0.0023 |
-0.2% |
1.1423 |
| Range |
0.0074 |
0.0034 |
-0.0041 |
-54.7% |
0.0159 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
339 |
425 |
86 |
25.4% |
495 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1422 |
1.1404 |
1.1336 |
|
| R3 |
1.1389 |
1.1370 |
1.1327 |
|
| R2 |
1.1355 |
1.1355 |
1.1324 |
|
| R1 |
1.1337 |
1.1337 |
1.1321 |
1.1329 |
| PP |
1.1322 |
1.1322 |
1.1322 |
1.1318 |
| S1 |
1.1303 |
1.1303 |
1.1315 |
1.1296 |
| S2 |
1.1288 |
1.1288 |
1.1312 |
|
| S3 |
1.1255 |
1.1270 |
1.1309 |
|
| S4 |
1.1221 |
1.1236 |
1.1300 |
|
|
| 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 |
1.1529 |
1.1307 |
0.0222 |
2.0% |
0.0075 |
0.7% |
5% |
False |
False |
361 |
| 10 |
1.1570 |
1.1307 |
0.0264 |
2.3% |
0.0075 |
0.7% |
4% |
False |
False |
202 |
| 20 |
1.1660 |
1.1307 |
0.0354 |
3.1% |
0.0063 |
0.6% |
3% |
False |
False |
123 |
| 40 |
1.1861 |
1.1307 |
0.0555 |
4.9% |
0.0067 |
0.6% |
2% |
False |
False |
116 |
| 60 |
1.1861 |
1.1227 |
0.0635 |
5.6% |
0.0066 |
0.6% |
14% |
False |
False |
96 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0057 |
0.5% |
20% |
False |
False |
73 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0053 |
0.5% |
20% |
False |
False |
59 |
| 120 |
1.1861 |
1.1068 |
0.0793 |
7.0% |
0.0049 |
0.4% |
32% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1483 |
|
2.618 |
1.1428 |
|
1.618 |
1.1395 |
|
1.000 |
1.1374 |
|
0.618 |
1.1361 |
|
HIGH |
1.1341 |
|
0.618 |
1.1328 |
|
0.500 |
1.1324 |
|
0.382 |
1.1320 |
|
LOW |
1.1307 |
|
0.618 |
1.1286 |
|
1.000 |
1.1274 |
|
1.618 |
1.1253 |
|
2.618 |
1.1219 |
|
4.250 |
1.1165 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1324 |
1.1377 |
| PP |
1.1322 |
1.1357 |
| S1 |
1.1320 |
1.1338 |
|