CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1325 |
1.1343 |
0.0019 |
0.2% |
1.1420 |
| High |
1.1356 |
1.1349 |
-0.0007 |
-0.1% |
1.1447 |
| Low |
1.1322 |
1.1308 |
-0.0014 |
-0.1% |
1.1307 |
| Close |
1.1340 |
1.1335 |
-0.0005 |
0.0% |
1.1311 |
| Range |
0.0034 |
0.0041 |
0.0007 |
20.6% |
0.0141 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
8,275 |
13,324 |
5,049 |
61.0% |
3,144 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1435 |
1.1357 |
|
| R3 |
1.1413 |
1.1394 |
1.1346 |
|
| R2 |
1.1372 |
1.1372 |
1.1342 |
|
| R1 |
1.1353 |
1.1353 |
1.1338 |
1.1342 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1325 |
| S1 |
1.1312 |
1.1312 |
1.1331 |
1.1301 |
| S2 |
1.1290 |
1.1290 |
1.1327 |
|
| S3 |
1.1249 |
1.1271 |
1.1323 |
|
| S4 |
1.1208 |
1.1230 |
1.1312 |
|
|
| 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 |
1.1381 |
1.1307 |
0.0074 |
0.7% |
0.0047 |
0.4% |
38% |
False |
False |
4,816 |
| 10 |
1.1570 |
1.1307 |
0.0264 |
2.3% |
0.0067 |
0.6% |
11% |
False |
False |
2,520 |
| 20 |
1.1570 |
1.1307 |
0.0264 |
2.3% |
0.0057 |
0.5% |
11% |
False |
False |
1,279 |
| 40 |
1.1861 |
1.1307 |
0.0555 |
4.9% |
0.0065 |
0.6% |
5% |
False |
False |
695 |
| 60 |
1.1861 |
1.1290 |
0.0571 |
5.0% |
0.0063 |
0.6% |
8% |
False |
False |
478 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0058 |
0.5% |
23% |
False |
False |
364 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0054 |
0.5% |
23% |
False |
False |
292 |
| 120 |
1.1861 |
1.1119 |
0.0743 |
6.6% |
0.0050 |
0.4% |
29% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1523 |
|
2.618 |
1.1456 |
|
1.618 |
1.1415 |
|
1.000 |
1.1390 |
|
0.618 |
1.1374 |
|
HIGH |
1.1349 |
|
0.618 |
1.1333 |
|
0.500 |
1.1329 |
|
0.382 |
1.1324 |
|
LOW |
1.1308 |
|
0.618 |
1.1283 |
|
1.000 |
1.1267 |
|
1.618 |
1.1242 |
|
2.618 |
1.1201 |
|
4.250 |
1.1134 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1333 |
1.1334 |
| PP |
1.1331 |
1.1334 |
| S1 |
1.1329 |
1.1334 |
|