CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1366 |
1.1330 |
-0.0036 |
-0.3% |
1.1458 |
| High |
1.1366 |
1.1330 |
-0.0036 |
-0.3% |
1.1458 |
| Low |
1.1366 |
1.1280 |
-0.0086 |
-0.8% |
1.1366 |
| Close |
1.1366 |
1.1283 |
-0.0084 |
-0.7% |
1.1366 |
| Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0093 |
| ATR |
0.0041 |
0.0044 |
0.0003 |
7.9% |
0.0000 |
| Volume |
18 |
9 |
-9 |
-50.0% |
193 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1415 |
1.1310 |
|
| R3 |
1.1398 |
1.1365 |
1.1296 |
|
| R2 |
1.1348 |
1.1348 |
1.1292 |
|
| R1 |
1.1315 |
1.1315 |
1.1287 |
1.1306 |
| PP |
1.1298 |
1.1298 |
1.1298 |
1.1293 |
| S1 |
1.1265 |
1.1265 |
1.1278 |
1.1256 |
| S2 |
1.1248 |
1.1248 |
1.1273 |
|
| S3 |
1.1198 |
1.1215 |
1.1269 |
|
| S4 |
1.1148 |
1.1165 |
1.1255 |
|
|
| 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 |
1.1397 |
1.1280 |
0.0117 |
1.0% |
0.0026 |
0.2% |
2% |
False |
True |
60 |
| 10 |
1.1476 |
1.1280 |
0.0196 |
1.7% |
0.0027 |
0.2% |
1% |
False |
True |
49 |
| 20 |
1.1674 |
1.1280 |
0.0394 |
3.5% |
0.0033 |
0.3% |
1% |
False |
True |
26 |
| 40 |
1.1832 |
1.1280 |
0.0552 |
4.9% |
0.0034 |
0.3% |
0% |
False |
True |
16 |
| 60 |
1.1971 |
1.1280 |
0.0691 |
6.1% |
0.0033 |
0.3% |
0% |
False |
True |
11 |
| 80 |
1.1971 |
1.1280 |
0.0691 |
6.1% |
0.0032 |
0.3% |
0% |
False |
True |
9 |
| 100 |
1.1971 |
1.1280 |
0.0691 |
6.1% |
0.0032 |
0.3% |
0% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1543 |
|
2.618 |
1.1461 |
|
1.618 |
1.1411 |
|
1.000 |
1.1380 |
|
0.618 |
1.1361 |
|
HIGH |
1.1330 |
|
0.618 |
1.1311 |
|
0.500 |
1.1305 |
|
0.382 |
1.1299 |
|
LOW |
1.1280 |
|
0.618 |
1.1249 |
|
1.000 |
1.1230 |
|
1.618 |
1.1199 |
|
2.618 |
1.1149 |
|
4.250 |
1.1068 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1305 |
1.1329 |
| PP |
1.1298 |
1.1314 |
| S1 |
1.1290 |
1.1298 |
|