CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1249 |
1.1242 |
-0.0007 |
-0.1% |
1.1325 |
| High |
1.1280 |
1.1299 |
0.0019 |
0.2% |
1.1356 |
| Low |
1.1234 |
1.1218 |
-0.0016 |
-0.1% |
1.1244 |
| Close |
1.1236 |
1.1252 |
0.0016 |
0.1% |
1.1252 |
| Range |
0.0047 |
0.0081 |
0.0034 |
73.1% |
0.0112 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
2.6% |
0.0000 |
| Volume |
18,213 |
25,448 |
7,235 |
39.7% |
98,210 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1498 |
1.1455 |
1.1296 |
|
| R3 |
1.1417 |
1.1375 |
1.1274 |
|
| R2 |
1.1337 |
1.1337 |
1.1267 |
|
| R1 |
1.1294 |
1.1294 |
1.1259 |
1.1316 |
| PP |
1.1256 |
1.1256 |
1.1256 |
1.1267 |
| S1 |
1.1214 |
1.1214 |
1.1245 |
1.1235 |
| S2 |
1.1176 |
1.1176 |
1.1237 |
|
| S3 |
1.1095 |
1.1133 |
1.1230 |
|
| S4 |
1.1015 |
1.1053 |
1.1208 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1618 |
1.1546 |
1.1313 |
|
| R3 |
1.1507 |
1.1435 |
1.1282 |
|
| R2 |
1.1395 |
1.1395 |
1.1272 |
|
| R1 |
1.1323 |
1.1323 |
1.1262 |
1.1304 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1274 |
| S1 |
1.1212 |
1.1212 |
1.1241 |
1.1192 |
| S2 |
1.1172 |
1.1172 |
1.1231 |
|
| S3 |
1.1061 |
1.1100 |
1.1221 |
|
| S4 |
1.0949 |
1.0989 |
1.1190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1328 |
1.1218 |
0.0110 |
1.0% |
0.0055 |
0.5% |
31% |
False |
True |
21,142 |
| 10 |
1.1360 |
1.1218 |
0.0142 |
1.3% |
0.0049 |
0.4% |
24% |
False |
True |
15,942 |
| 20 |
1.1570 |
1.1218 |
0.0352 |
3.1% |
0.0063 |
0.6% |
10% |
False |
True |
8,054 |
| 40 |
1.1861 |
1.1218 |
0.0643 |
5.7% |
0.0063 |
0.6% |
5% |
False |
True |
4,061 |
| 60 |
1.1861 |
1.1218 |
0.0643 |
5.7% |
0.0064 |
0.6% |
5% |
False |
True |
2,737 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
6.1% |
0.0061 |
0.5% |
11% |
False |
False |
2,060 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
6.1% |
0.0055 |
0.5% |
11% |
False |
False |
1,648 |
| 120 |
1.1861 |
1.1150 |
0.0711 |
6.3% |
0.0052 |
0.5% |
14% |
False |
False |
1,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1641 |
|
2.618 |
1.1509 |
|
1.618 |
1.1429 |
|
1.000 |
1.1379 |
|
0.618 |
1.1348 |
|
HIGH |
1.1299 |
|
0.618 |
1.1268 |
|
0.500 |
1.1258 |
|
0.382 |
1.1249 |
|
LOW |
1.1218 |
|
0.618 |
1.1168 |
|
1.000 |
1.1138 |
|
1.618 |
1.1088 |
|
2.618 |
1.1007 |
|
4.250 |
1.0876 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1258 |
1.1258 |
| PP |
1.1256 |
1.1256 |
| S1 |
1.1254 |
1.1254 |
|