CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1330 |
1.1270 |
-0.0060 |
-0.5% |
1.1360 |
| High |
1.1330 |
1.1276 |
-0.0054 |
-0.5% |
1.1378 |
| Low |
1.1280 |
1.1240 |
-0.0040 |
-0.4% |
1.1240 |
| Close |
1.1283 |
1.1246 |
-0.0037 |
-0.3% |
1.1246 |
| Range |
0.0050 |
0.0036 |
-0.0014 |
-28.0% |
0.0138 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
9 |
6 |
-3 |
-33.3% |
307 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1362 |
1.1340 |
1.1266 |
|
| R3 |
1.1326 |
1.1304 |
1.1256 |
|
| R2 |
1.1290 |
1.1290 |
1.1253 |
|
| R1 |
1.1268 |
1.1268 |
1.1249 |
1.1261 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1251 |
| S1 |
1.1232 |
1.1232 |
1.1243 |
1.1225 |
| S2 |
1.1218 |
1.1218 |
1.1239 |
|
| S3 |
1.1182 |
1.1196 |
1.1236 |
|
| S4 |
1.1146 |
1.1160 |
1.1226 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1702 |
1.1612 |
1.1322 |
|
| R3 |
1.1564 |
1.1474 |
1.1284 |
|
| R2 |
1.1426 |
1.1426 |
1.1271 |
|
| R1 |
1.1336 |
1.1336 |
1.1259 |
1.1312 |
| PP |
1.1288 |
1.1288 |
1.1288 |
1.1276 |
| S1 |
1.1198 |
1.1198 |
1.1233 |
1.1174 |
| S2 |
1.1150 |
1.1150 |
1.1221 |
|
| S3 |
1.1012 |
1.1060 |
1.1208 |
|
| S4 |
1.0874 |
1.0922 |
1.1170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1378 |
1.1240 |
0.0138 |
1.2% |
0.0027 |
0.2% |
4% |
False |
True |
61 |
| 10 |
1.1458 |
1.1240 |
0.0218 |
1.9% |
0.0026 |
0.2% |
3% |
False |
True |
50 |
| 20 |
1.1640 |
1.1240 |
0.0400 |
3.6% |
0.0029 |
0.3% |
2% |
False |
True |
27 |
| 40 |
1.1832 |
1.1240 |
0.0592 |
5.3% |
0.0035 |
0.3% |
1% |
False |
True |
16 |
| 60 |
1.1971 |
1.1240 |
0.0731 |
6.5% |
0.0034 |
0.3% |
1% |
False |
True |
12 |
| 80 |
1.1971 |
1.1240 |
0.0731 |
6.5% |
0.0033 |
0.3% |
1% |
False |
True |
9 |
| 100 |
1.1971 |
1.1240 |
0.0731 |
6.5% |
0.0032 |
0.3% |
1% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1429 |
|
2.618 |
1.1370 |
|
1.618 |
1.1334 |
|
1.000 |
1.1312 |
|
0.618 |
1.1298 |
|
HIGH |
1.1276 |
|
0.618 |
1.1262 |
|
0.500 |
1.1258 |
|
0.382 |
1.1254 |
|
LOW |
1.1240 |
|
0.618 |
1.1218 |
|
1.000 |
1.1204 |
|
1.618 |
1.1182 |
|
2.618 |
1.1146 |
|
4.250 |
1.1087 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1258 |
1.1303 |
| PP |
1.1254 |
1.1284 |
| S1 |
1.1250 |
1.1265 |
|