CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1571 |
1.1541 |
-0.0030 |
-0.3% |
1.1570 |
| High |
1.1571 |
1.1614 |
0.0043 |
0.4% |
1.1640 |
| Low |
1.1571 |
1.1535 |
-0.0036 |
-0.3% |
1.1535 |
| Close |
1.1571 |
1.1541 |
-0.0030 |
-0.3% |
1.1541 |
| Range |
0.0000 |
0.0079 |
0.0079 |
|
0.0105 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.7% |
0.0000 |
| Volume |
34 |
0 |
-34 |
-100.0% |
35 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1800 |
1.1750 |
1.1584 |
|
| R3 |
1.1721 |
1.1671 |
1.1563 |
|
| R2 |
1.1642 |
1.1642 |
1.1555 |
|
| R1 |
1.1592 |
1.1592 |
1.1548 |
1.1581 |
| PP |
1.1563 |
1.1563 |
1.1563 |
1.1558 |
| S1 |
1.1513 |
1.1513 |
1.1534 |
1.1502 |
| S2 |
1.1484 |
1.1484 |
1.1527 |
|
| S3 |
1.1405 |
1.1434 |
1.1519 |
|
| S4 |
1.1326 |
1.1355 |
1.1498 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1819 |
1.1599 |
|
| R3 |
1.1782 |
1.1714 |
1.1570 |
|
| R2 |
1.1677 |
1.1677 |
1.1560 |
|
| R1 |
1.1609 |
1.1609 |
1.1551 |
1.1591 |
| PP |
1.1572 |
1.1572 |
1.1572 |
1.1563 |
| S1 |
1.1504 |
1.1504 |
1.1531 |
1.1486 |
| S2 |
1.1467 |
1.1467 |
1.1522 |
|
| S3 |
1.1362 |
1.1399 |
1.1512 |
|
| S4 |
1.1257 |
1.1294 |
1.1483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1640 |
1.1535 |
0.0105 |
0.9% |
0.0017 |
0.1% |
6% |
False |
True |
7 |
| 10 |
1.1674 |
1.1530 |
0.0144 |
1.2% |
0.0024 |
0.2% |
8% |
False |
False |
3 |
| 20 |
1.1750 |
1.1530 |
0.0220 |
1.9% |
0.0029 |
0.3% |
5% |
False |
False |
4 |
| 40 |
1.1971 |
1.1530 |
0.0441 |
3.8% |
0.0034 |
0.3% |
2% |
False |
False |
5 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0034 |
0.3% |
34% |
False |
False |
4 |
| 80 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0031 |
0.3% |
34% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1950 |
|
2.618 |
1.1821 |
|
1.618 |
1.1742 |
|
1.000 |
1.1693 |
|
0.618 |
1.1663 |
|
HIGH |
1.1614 |
|
0.618 |
1.1584 |
|
0.500 |
1.1575 |
|
0.382 |
1.1565 |
|
LOW |
1.1535 |
|
0.618 |
1.1486 |
|
1.000 |
1.1456 |
|
1.618 |
1.1407 |
|
2.618 |
1.1328 |
|
4.250 |
1.1199 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1575 |
1.1588 |
| PP |
1.1563 |
1.1572 |
| S1 |
1.1552 |
1.1557 |
|