CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1061 |
1.1016 |
-0.0045 |
-0.4% |
1.1251 |
| High |
1.1065 |
1.1020 |
-0.0046 |
-0.4% |
1.1299 |
| Low |
1.1015 |
1.0935 |
-0.0081 |
-0.7% |
1.1116 |
| Close |
1.1024 |
1.0954 |
-0.0070 |
-0.6% |
1.1128 |
| Range |
0.0050 |
0.0085 |
0.0035 |
70.0% |
0.0183 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.6% |
0.0000 |
| Volume |
20,455 |
26,681 |
6,226 |
30.4% |
122,721 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1174 |
1.1001 |
|
| R3 |
1.1139 |
1.1089 |
1.0977 |
|
| R2 |
1.1054 |
1.1054 |
1.0970 |
|
| R1 |
1.1004 |
1.1004 |
1.0962 |
1.0987 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.0961 |
| S1 |
1.0919 |
1.0919 |
1.0946 |
1.0902 |
| S2 |
1.0884 |
1.0884 |
1.0938 |
|
| S3 |
1.0799 |
1.0834 |
1.0931 |
|
| S4 |
1.0714 |
1.0749 |
1.0907 |
|
|
| 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 |
1.1231 |
1.0935 |
0.0296 |
2.7% |
0.0075 |
0.7% |
7% |
False |
True |
26,019 |
| 10 |
1.1328 |
1.0935 |
0.0393 |
3.6% |
0.0065 |
0.6% |
5% |
False |
True |
23,581 |
| 20 |
1.1570 |
1.0935 |
0.0636 |
5.8% |
0.0064 |
0.6% |
3% |
False |
True |
14,547 |
| 40 |
1.1660 |
1.0935 |
0.0726 |
6.6% |
0.0061 |
0.6% |
3% |
False |
True |
7,292 |
| 60 |
1.1861 |
1.0935 |
0.0927 |
8.5% |
0.0067 |
0.6% |
2% |
False |
True |
4,898 |
| 80 |
1.1861 |
1.0935 |
0.0927 |
8.5% |
0.0063 |
0.6% |
2% |
False |
True |
3,686 |
| 100 |
1.1861 |
1.0935 |
0.0927 |
8.5% |
0.0057 |
0.5% |
2% |
False |
True |
2,949 |
| 120 |
1.1861 |
1.0935 |
0.0927 |
8.5% |
0.0053 |
0.5% |
2% |
False |
True |
2,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1381 |
|
2.618 |
1.1242 |
|
1.618 |
1.1157 |
|
1.000 |
1.1105 |
|
0.618 |
1.1072 |
|
HIGH |
1.1020 |
|
0.618 |
1.0987 |
|
0.500 |
1.0977 |
|
0.382 |
1.0967 |
|
LOW |
1.0935 |
|
0.618 |
1.0882 |
|
1.000 |
1.0850 |
|
1.618 |
1.0797 |
|
2.618 |
1.0712 |
|
4.250 |
1.0573 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.1034 |
| PP |
1.0969 |
1.1007 |
| S1 |
1.0962 |
1.0981 |
|