CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1270 |
1.1230 |
-0.0040 |
-0.4% |
1.1360 |
| High |
1.1276 |
1.1230 |
-0.0046 |
-0.4% |
1.1378 |
| Low |
1.1240 |
1.1168 |
-0.0072 |
-0.6% |
1.1240 |
| Close |
1.1246 |
1.1176 |
-0.0070 |
-0.6% |
1.1246 |
| Range |
0.0036 |
0.0062 |
0.0026 |
72.2% |
0.0138 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
5.5% |
0.0000 |
| Volume |
6 |
11 |
5 |
83.3% |
307 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1377 |
1.1339 |
1.1210 |
|
| R3 |
1.1315 |
1.1277 |
1.1193 |
|
| R2 |
1.1253 |
1.1253 |
1.1187 |
|
| R1 |
1.1215 |
1.1215 |
1.1182 |
1.1203 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1186 |
| S1 |
1.1153 |
1.1153 |
1.1170 |
1.1141 |
| S2 |
1.1129 |
1.1129 |
1.1165 |
|
| S3 |
1.1067 |
1.1091 |
1.1159 |
|
| S4 |
1.1005 |
1.1029 |
1.1142 |
|
|
| 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 |
1.1168 |
0.0210 |
1.9% |
0.0035 |
0.3% |
4% |
False |
True |
63 |
| 10 |
1.1454 |
1.1168 |
0.0286 |
2.6% |
0.0032 |
0.3% |
3% |
False |
True |
48 |
| 20 |
1.1640 |
1.1168 |
0.0472 |
4.2% |
0.0030 |
0.3% |
2% |
False |
True |
27 |
| 40 |
1.1790 |
1.1168 |
0.0622 |
5.6% |
0.0034 |
0.3% |
1% |
False |
True |
16 |
| 60 |
1.1971 |
1.1168 |
0.0803 |
7.2% |
0.0035 |
0.3% |
1% |
False |
True |
12 |
| 80 |
1.1971 |
1.1168 |
0.0803 |
7.2% |
0.0033 |
0.3% |
1% |
False |
True |
9 |
| 100 |
1.1971 |
1.1168 |
0.0803 |
7.2% |
0.0033 |
0.3% |
1% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1494 |
|
2.618 |
1.1392 |
|
1.618 |
1.1330 |
|
1.000 |
1.1292 |
|
0.618 |
1.1268 |
|
HIGH |
1.1230 |
|
0.618 |
1.1206 |
|
0.500 |
1.1199 |
|
0.382 |
1.1192 |
|
LOW |
1.1168 |
|
0.618 |
1.1130 |
|
1.000 |
1.1106 |
|
1.618 |
1.1068 |
|
2.618 |
1.1006 |
|
4.250 |
1.0905 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1199 |
1.1249 |
| PP |
1.1191 |
1.1225 |
| S1 |
1.1184 |
1.1200 |
|