CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1170 |
1.1130 |
-0.0040 |
-0.4% |
1.1360 |
| High |
1.1170 |
1.1130 |
-0.0040 |
-0.4% |
1.1378 |
| Low |
1.1140 |
1.1060 |
-0.0080 |
-0.7% |
1.1240 |
| Close |
1.1141 |
1.1071 |
-0.0071 |
-0.6% |
1.1246 |
| Range |
0.0030 |
0.0070 |
0.0040 |
133.3% |
0.0138 |
| ATR |
0.0046 |
0.0048 |
0.0003 |
5.5% |
0.0000 |
| Volume |
4 |
24 |
20 |
500.0% |
307 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1297 |
1.1254 |
1.1109 |
|
| R3 |
1.1227 |
1.1184 |
1.1090 |
|
| R2 |
1.1157 |
1.1157 |
1.1083 |
|
| R1 |
1.1114 |
1.1114 |
1.1077 |
1.1100 |
| PP |
1.1087 |
1.1087 |
1.1087 |
1.1080 |
| S1 |
1.1044 |
1.1044 |
1.1064 |
1.1030 |
| S2 |
1.1017 |
1.1017 |
1.1058 |
|
| S3 |
1.0947 |
1.0974 |
1.1051 |
|
| S4 |
1.0877 |
1.0904 |
1.1032 |
|
|
| 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 |
1.1330 |
1.1060 |
0.0270 |
2.4% |
0.0050 |
0.4% |
4% |
False |
True |
10 |
| 10 |
1.1437 |
1.1060 |
0.0377 |
3.4% |
0.0039 |
0.3% |
3% |
False |
True |
40 |
| 20 |
1.1640 |
1.1060 |
0.0580 |
5.2% |
0.0035 |
0.3% |
2% |
False |
True |
28 |
| 40 |
1.1769 |
1.1060 |
0.0709 |
6.4% |
0.0035 |
0.3% |
1% |
False |
True |
17 |
| 60 |
1.1971 |
1.1060 |
0.0911 |
8.2% |
0.0035 |
0.3% |
1% |
False |
True |
12 |
| 80 |
1.1971 |
1.1060 |
0.0911 |
8.2% |
0.0034 |
0.3% |
1% |
False |
True |
10 |
| 100 |
1.1971 |
1.1060 |
0.0911 |
8.2% |
0.0033 |
0.3% |
1% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1428 |
|
2.618 |
1.1313 |
|
1.618 |
1.1243 |
|
1.000 |
1.1200 |
|
0.618 |
1.1173 |
|
HIGH |
1.1130 |
|
0.618 |
1.1103 |
|
0.500 |
1.1095 |
|
0.382 |
1.1087 |
|
LOW |
1.1060 |
|
0.618 |
1.1017 |
|
1.000 |
1.0990 |
|
1.618 |
1.0947 |
|
2.618 |
1.0877 |
|
4.250 |
1.0763 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1095 |
1.1145 |
| PP |
1.1087 |
1.1120 |
| S1 |
1.1079 |
1.1095 |
|