CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0953 |
1.1023 |
0.0070 |
0.6% |
1.1124 |
| High |
1.1025 |
1.1092 |
0.0067 |
0.6% |
1.1133 |
| Low |
1.0942 |
1.1004 |
0.0062 |
0.6% |
1.0935 |
| Close |
1.1007 |
1.1016 |
0.0010 |
0.1% |
1.1016 |
| Range |
0.0083 |
0.0088 |
0.0005 |
6.0% |
0.0198 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
2.1% |
0.0000 |
| Volume |
20,621 |
37,290 |
16,669 |
80.8% |
124,353 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1301 |
1.1247 |
1.1064 |
|
| R3 |
1.1213 |
1.1159 |
1.1040 |
|
| R2 |
1.1125 |
1.1125 |
1.1032 |
|
| R1 |
1.1071 |
1.1071 |
1.1024 |
1.1054 |
| PP |
1.1037 |
1.1037 |
1.1037 |
1.1029 |
| S1 |
1.0983 |
1.0983 |
1.1008 |
1.0966 |
| S2 |
1.0949 |
1.0949 |
1.1000 |
|
| S3 |
1.0861 |
1.0895 |
1.0992 |
|
| S4 |
1.0773 |
1.0807 |
1.0968 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1622 |
1.1517 |
1.1125 |
|
| R3 |
1.1424 |
1.1319 |
1.1070 |
|
| R2 |
1.1226 |
1.1226 |
1.1052 |
|
| R1 |
1.1121 |
1.1121 |
1.1034 |
1.1074 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1004 |
| S1 |
1.0923 |
1.0923 |
1.0998 |
1.0876 |
| S2 |
1.0830 |
1.0830 |
1.0980 |
|
| S3 |
1.0632 |
1.0725 |
1.0962 |
|
| S4 |
1.0434 |
1.0527 |
1.0907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1133 |
1.0935 |
0.0198 |
1.8% |
0.0079 |
0.7% |
41% |
False |
False |
24,870 |
| 10 |
1.1299 |
1.0935 |
0.0364 |
3.3% |
0.0071 |
0.6% |
22% |
False |
False |
24,707 |
| 20 |
1.1497 |
1.0935 |
0.0563 |
5.1% |
0.0064 |
0.6% |
14% |
False |
False |
17,431 |
| 40 |
1.1660 |
1.0935 |
0.0726 |
6.6% |
0.0064 |
0.6% |
11% |
False |
False |
8,738 |
| 60 |
1.1861 |
1.0935 |
0.0927 |
8.4% |
0.0068 |
0.6% |
9% |
False |
False |
5,863 |
| 80 |
1.1861 |
1.0935 |
0.0927 |
8.4% |
0.0065 |
0.6% |
9% |
False |
False |
4,410 |
| 100 |
1.1861 |
1.0935 |
0.0927 |
8.4% |
0.0057 |
0.5% |
9% |
False |
False |
3,528 |
| 120 |
1.1861 |
1.0935 |
0.0927 |
8.4% |
0.0054 |
0.5% |
9% |
False |
False |
2,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1466 |
|
2.618 |
1.1322 |
|
1.618 |
1.1234 |
|
1.000 |
1.1180 |
|
0.618 |
1.1146 |
|
HIGH |
1.1092 |
|
0.618 |
1.1058 |
|
0.500 |
1.1048 |
|
0.382 |
1.1037 |
|
LOW |
1.1004 |
|
0.618 |
1.0949 |
|
1.000 |
1.0916 |
|
1.618 |
1.0861 |
|
2.618 |
1.0773 |
|
4.250 |
1.0630 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1048 |
1.1015 |
| PP |
1.1037 |
1.1014 |
| S1 |
1.1027 |
1.1013 |
|