CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1079 |
1.1160 |
0.0082 |
0.7% |
1.1230 |
| High |
1.1141 |
1.1208 |
0.0068 |
0.6% |
1.1230 |
| Low |
1.1079 |
1.1124 |
0.0046 |
0.4% |
1.1060 |
| Close |
1.1123 |
1.1133 |
0.0011 |
0.1% |
1.1133 |
| Range |
0.0062 |
0.0084 |
0.0022 |
35.5% |
0.0170 |
| ATR |
0.0050 |
0.0052 |
0.0003 |
5.1% |
0.0000 |
| Volume |
8 |
44 |
36 |
450.0% |
91 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1407 |
1.1354 |
1.1179 |
|
| R3 |
1.1323 |
1.1270 |
1.1156 |
|
| R2 |
1.1239 |
1.1239 |
1.1148 |
|
| R1 |
1.1186 |
1.1186 |
1.1141 |
1.1171 |
| PP |
1.1155 |
1.1155 |
1.1155 |
1.1147 |
| S1 |
1.1102 |
1.1102 |
1.1125 |
1.1087 |
| S2 |
1.1071 |
1.1071 |
1.1118 |
|
| S3 |
1.0987 |
1.1018 |
1.1110 |
|
| S4 |
1.0903 |
1.0934 |
1.1087 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1651 |
1.1562 |
1.1227 |
|
| R3 |
1.1481 |
1.1392 |
1.1180 |
|
| R2 |
1.1311 |
1.1311 |
1.1164 |
|
| R1 |
1.1222 |
1.1222 |
1.1149 |
1.1182 |
| PP |
1.1141 |
1.1141 |
1.1141 |
1.1121 |
| S1 |
1.1052 |
1.1052 |
1.1117 |
1.1012 |
| S2 |
1.0971 |
1.0971 |
1.1102 |
|
| S3 |
1.0801 |
1.0882 |
1.1086 |
|
| S4 |
1.0631 |
1.0712 |
1.1040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1230 |
1.1060 |
0.0170 |
1.5% |
0.0062 |
0.6% |
43% |
False |
False |
18 |
| 10 |
1.1378 |
1.1060 |
0.0318 |
2.9% |
0.0044 |
0.4% |
23% |
False |
False |
39 |
| 20 |
1.1614 |
1.1060 |
0.0554 |
5.0% |
0.0042 |
0.4% |
13% |
False |
False |
29 |
| 40 |
1.1769 |
1.1060 |
0.0709 |
6.4% |
0.0036 |
0.3% |
10% |
False |
False |
17 |
| 60 |
1.1971 |
1.1060 |
0.0911 |
8.2% |
0.0037 |
0.3% |
8% |
False |
False |
13 |
| 80 |
1.1971 |
1.1060 |
0.0911 |
8.2% |
0.0035 |
0.3% |
8% |
False |
False |
10 |
| 100 |
1.1971 |
1.1060 |
0.0911 |
8.2% |
0.0032 |
0.3% |
8% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1565 |
|
2.618 |
1.1428 |
|
1.618 |
1.1344 |
|
1.000 |
1.1292 |
|
0.618 |
1.1260 |
|
HIGH |
1.1208 |
|
0.618 |
1.1176 |
|
0.500 |
1.1166 |
|
0.382 |
1.1156 |
|
LOW |
1.1124 |
|
0.618 |
1.1072 |
|
1.000 |
1.1040 |
|
1.618 |
1.0988 |
|
2.618 |
1.0904 |
|
4.250 |
1.0767 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1166 |
1.1134 |
| PP |
1.1155 |
1.1134 |
| S1 |
1.1144 |
1.1133 |
|