CME Swiss Franc Future December 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	1.1335	1.1325	-0.0011	-0.1%	1.1420
High	1.1360	1.1356	-0.0005	0.0%	1.1447
Low	1.1308	1.1322	0.0014	0.1%	1.1307
Close	1.1311	1.1340	0.0029	0.3%	1.1311
Range	0.0053	0.0034	-0.0019	-35.2%	0.0141
ATR	0.0066	0.0065	-0.0002	-2.3%	0.0000
Volume	1,721	8,275	6,554	380.8%	3,144

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1441	1.1424	1.1358
R3	1.1407	1.1390	1.1349
R2	1.1373	1.1373	1.1346
R1	1.1356	1.1356	1.1343	1.1365
PP	1.1339	1.1339	1.1339	1.1343
S1	1.1322	1.1322	1.1336	1.1331
S2	1.1305	1.1305	1.1333
S3	1.1271	1.1288	1.1330
S4	1.1237	1.1254	1.1321

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1776	1.1684	1.1388
R3	1.1636	1.1543	1.1349
R2	1.1495	1.1495	1.1336
R1	1.1403	1.1403	1.1323	1.1379
PP	1.1355	1.1355	1.1355	1.1343
S1	1.1262	1.1262	1.1298	1.1238
S2	1.1214	1.1214	1.1285
S3	1.1074	1.1122	1.1272
S4	1.0933	1.0981	1.1233

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1447	1.1307	0.0141	1.2%	0.0056	0.5%	23%	False	False	2,283
10	1.1570	1.1307	0.0264	2.3%	0.0066	0.6%	13%	False	False	1,191
20	1.1570	1.1307	0.0264	2.3%	0.0060	0.5%	13%	False	False	615
40	1.1861	1.1307	0.0555	4.9%	0.0065	0.6%	6%	False	False	363
60	1.1861	1.1260	0.0601	5.3%	0.0066	0.6%	13%	False	False	257
80	1.1861	1.1180	0.0681	6.0%	0.0058	0.5%	23%	False	False	198
100	1.1861	1.1180	0.0681	6.0%	0.0053	0.5%	23%	False	False	159
120	1.1861	1.1119	0.0743	6.5%	0.0050	0.4%	30%	False	False	133

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1500
2.618	1.1445
1.618	1.1411
1.000	1.1390
0.618	1.1377
HIGH	1.1356
0.618	1.1343
0.500	1.1339
0.382	1.1334
LOW	1.1322
0.618	1.1300
1.000	1.1288
1.618	1.1266
2.618	1.1232
4.250	1.1177

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	1.1339	1.1338
PP	1.1339	1.1336
S1	1.1339	1.1334

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols