CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1451 |
1.1453 |
0.0002 |
0.0% |
1.1485 |
| High |
1.1453 |
1.1454 |
0.0001 |
0.0% |
1.1564 |
| Low |
1.1450 |
1.1419 |
-0.0031 |
-0.3% |
1.1429 |
| Close |
1.1453 |
1.1423 |
-0.0030 |
-0.3% |
1.1429 |
| Range |
0.0003 |
0.0035 |
0.0032 |
1,280.0% |
0.0135 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
66 |
50 |
-16 |
-24.2% |
5 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1535 |
1.1513 |
1.1441 |
|
| R3 |
1.1501 |
1.1479 |
1.1432 |
|
| R2 |
1.1466 |
1.1466 |
1.1429 |
|
| R1 |
1.1444 |
1.1444 |
1.1426 |
1.1438 |
| PP |
1.1432 |
1.1432 |
1.1432 |
1.1429 |
| S1 |
1.1410 |
1.1410 |
1.1419 |
1.1404 |
| S2 |
1.1397 |
1.1397 |
1.1416 |
|
| S3 |
1.1363 |
1.1375 |
1.1413 |
|
| S4 |
1.1328 |
1.1341 |
1.1404 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1879 |
1.1789 |
1.1503 |
|
| R3 |
1.1744 |
1.1654 |
1.1466 |
|
| R2 |
1.1609 |
1.1609 |
1.1454 |
|
| R1 |
1.1519 |
1.1519 |
1.1441 |
1.1497 |
| PP |
1.1474 |
1.1474 |
1.1474 |
1.1463 |
| S1 |
1.1384 |
1.1384 |
1.1417 |
1.1362 |
| S2 |
1.1339 |
1.1339 |
1.1404 |
|
| S3 |
1.1204 |
1.1249 |
1.1392 |
|
| S4 |
1.1069 |
1.1114 |
1.1355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1476 |
1.1419 |
0.0057 |
0.5% |
0.0018 |
0.2% |
6% |
False |
True |
28 |
| 10 |
1.1640 |
1.1419 |
0.0221 |
1.9% |
0.0031 |
0.3% |
2% |
False |
True |
17 |
| 20 |
1.1674 |
1.1419 |
0.0255 |
2.2% |
0.0027 |
0.2% |
1% |
False |
True |
9 |
| 40 |
1.1950 |
1.1419 |
0.0531 |
4.6% |
0.0032 |
0.3% |
1% |
False |
True |
7 |
| 60 |
1.1971 |
1.1409 |
0.0562 |
4.9% |
0.0032 |
0.3% |
2% |
False |
False |
6 |
| 80 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0033 |
0.3% |
16% |
False |
False |
5 |
| 100 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0032 |
0.3% |
16% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1600 |
|
2.618 |
1.1544 |
|
1.618 |
1.1509 |
|
1.000 |
1.1488 |
|
0.618 |
1.1475 |
|
HIGH |
1.1454 |
|
0.618 |
1.1440 |
|
0.500 |
1.1436 |
|
0.382 |
1.1432 |
|
LOW |
1.1419 |
|
0.618 |
1.1398 |
|
1.000 |
1.1385 |
|
1.618 |
1.1363 |
|
2.618 |
1.1329 |
|
4.250 |
1.1272 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1436 |
1.1439 |
| PP |
1.1432 |
1.1433 |
| S1 |
1.1427 |
1.1428 |
|