CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1360 |
1.1360 |
0.0000 |
0.0% |
1.1458 |
| High |
1.1360 |
1.1378 |
0.0018 |
0.2% |
1.1458 |
| Low |
1.1340 |
1.1349 |
0.0009 |
0.1% |
1.1366 |
| Close |
1.1355 |
1.1350 |
-0.0005 |
0.0% |
1.1366 |
| Range |
0.0020 |
0.0029 |
0.0009 |
45.0% |
0.0093 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
3 |
271 |
268 |
8,933.3% |
193 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1446 |
1.1427 |
1.1366 |
|
| R3 |
1.1417 |
1.1398 |
1.1358 |
|
| R2 |
1.1388 |
1.1388 |
1.1355 |
|
| R1 |
1.1369 |
1.1369 |
1.1353 |
1.1364 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1357 |
| S1 |
1.1340 |
1.1340 |
1.1347 |
1.1335 |
| S2 |
1.1330 |
1.1330 |
1.1345 |
|
| S3 |
1.1301 |
1.1311 |
1.1342 |
|
| S4 |
1.1272 |
1.1282 |
1.1334 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1674 |
1.1612 |
1.1416 |
|
| R3 |
1.1581 |
1.1520 |
1.1391 |
|
| R2 |
1.1489 |
1.1489 |
1.1382 |
|
| R1 |
1.1427 |
1.1427 |
1.1374 |
1.1412 |
| PP |
1.1396 |
1.1396 |
1.1396 |
1.1389 |
| S1 |
1.1335 |
1.1335 |
1.1357 |
1.1319 |
| S2 |
1.1304 |
1.1304 |
1.1349 |
|
| S3 |
1.1211 |
1.1242 |
1.1340 |
|
| S4 |
1.1119 |
1.1150 |
1.1315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1454 |
1.1340 |
0.0114 |
1.0% |
0.0034 |
0.3% |
9% |
False |
False |
75 |
| 10 |
1.1499 |
1.1340 |
0.0159 |
1.4% |
0.0029 |
0.3% |
6% |
False |
False |
46 |
| 20 |
1.1674 |
1.1340 |
0.0334 |
2.9% |
0.0030 |
0.3% |
3% |
False |
False |
25 |
| 40 |
1.1929 |
1.1340 |
0.0589 |
5.2% |
0.0034 |
0.3% |
2% |
False |
False |
15 |
| 60 |
1.1971 |
1.1340 |
0.0631 |
5.6% |
0.0033 |
0.3% |
2% |
False |
False |
11 |
| 80 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0033 |
0.3% |
5% |
False |
False |
9 |
| 100 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0032 |
0.3% |
5% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1501 |
|
2.618 |
1.1454 |
|
1.618 |
1.1425 |
|
1.000 |
1.1407 |
|
0.618 |
1.1396 |
|
HIGH |
1.1378 |
|
0.618 |
1.1367 |
|
0.500 |
1.1364 |
|
0.382 |
1.1360 |
|
LOW |
1.1349 |
|
0.618 |
1.1331 |
|
1.000 |
1.1320 |
|
1.618 |
1.1302 |
|
2.618 |
1.1273 |
|
4.250 |
1.1226 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1368 |
| PP |
1.1359 |
1.1362 |
| S1 |
1.1355 |
1.1356 |
|