CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1124 |
1.1061 |
-0.0063 |
-0.6% |
1.1251 |
| High |
1.1133 |
1.1065 |
-0.0068 |
-0.6% |
1.1299 |
| Low |
1.1045 |
1.1015 |
-0.0030 |
-0.3% |
1.1116 |
| Close |
1.1059 |
1.1024 |
-0.0035 |
-0.3% |
1.1128 |
| Range |
0.0088 |
0.0050 |
-0.0038 |
-42.9% |
0.0183 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
19,306 |
20,455 |
1,149 |
6.0% |
122,721 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1185 |
1.1154 |
1.1051 |
|
| R3 |
1.1135 |
1.1104 |
1.1037 |
|
| R2 |
1.1085 |
1.1085 |
1.1033 |
|
| R1 |
1.1054 |
1.1054 |
1.1028 |
1.1044 |
| PP |
1.1035 |
1.1035 |
1.1035 |
1.1030 |
| S1 |
1.1004 |
1.1004 |
1.1019 |
1.0994 |
| S2 |
1.0985 |
1.0985 |
1.1014 |
|
| S3 |
1.0935 |
1.0954 |
1.1010 |
|
| S4 |
1.0885 |
1.0904 |
1.0996 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1728 |
1.1611 |
1.1228 |
|
| R3 |
1.1546 |
1.1428 |
1.1178 |
|
| R2 |
1.1363 |
1.1363 |
1.1161 |
|
| R1 |
1.1246 |
1.1246 |
1.1145 |
1.1213 |
| PP |
1.1181 |
1.1181 |
1.1181 |
1.1165 |
| S1 |
1.1063 |
1.1063 |
1.1111 |
1.1031 |
| S2 |
1.0998 |
1.0998 |
1.1095 |
|
| S3 |
1.0816 |
1.0881 |
1.1078 |
|
| S4 |
1.0633 |
1.0698 |
1.1028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1299 |
1.1015 |
0.0284 |
2.6% |
0.0075 |
0.7% |
3% |
False |
True |
25,773 |
| 10 |
1.1338 |
1.1015 |
0.0323 |
2.9% |
0.0063 |
0.6% |
3% |
False |
True |
23,909 |
| 20 |
1.1570 |
1.1015 |
0.0555 |
5.0% |
0.0065 |
0.6% |
2% |
False |
True |
13,215 |
| 40 |
1.1660 |
1.1015 |
0.0645 |
5.9% |
0.0061 |
0.6% |
1% |
False |
True |
6,630 |
| 60 |
1.1861 |
1.1015 |
0.0846 |
7.7% |
0.0066 |
0.6% |
1% |
False |
True |
4,453 |
| 80 |
1.1861 |
1.1015 |
0.0846 |
7.7% |
0.0063 |
0.6% |
1% |
False |
True |
3,353 |
| 100 |
1.1861 |
1.1015 |
0.0846 |
7.7% |
0.0056 |
0.5% |
1% |
False |
True |
2,682 |
| 120 |
1.1861 |
1.1015 |
0.0846 |
7.7% |
0.0052 |
0.5% |
1% |
False |
True |
2,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1278 |
|
2.618 |
1.1196 |
|
1.618 |
1.1146 |
|
1.000 |
1.1115 |
|
0.618 |
1.1096 |
|
HIGH |
1.1065 |
|
0.618 |
1.1046 |
|
0.500 |
1.1040 |
|
0.382 |
1.1034 |
|
LOW |
1.1015 |
|
0.618 |
1.0984 |
|
1.000 |
1.0965 |
|
1.618 |
1.0934 |
|
2.618 |
1.0884 |
|
4.250 |
1.0803 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1040 |
1.1087 |
| PP |
1.1035 |
1.1066 |
| S1 |
1.1029 |
1.1045 |
|