CME Swiss Franc Future September 2023
Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1.1233 |
1.1225 |
-0.0008 |
-0.1% |
1.1307 |
High |
1.1240 |
1.1232 |
-0.0009 |
-0.1% |
1.1338 |
Low |
1.1200 |
1.1172 |
-0.0028 |
-0.2% |
1.1193 |
Close |
1.1227 |
1.1200 |
-0.0027 |
-0.2% |
1.1202 |
Range |
0.0041 |
0.0060 |
0.0019 |
46.9% |
0.0145 |
ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
24,612 |
48,114 |
23,502 |
95.5% |
73,222 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1380 |
1.1349 |
1.1232 |
|
R3 |
1.1320 |
1.1290 |
1.1216 |
|
R2 |
1.1261 |
1.1261 |
1.1210 |
|
R1 |
1.1230 |
1.1230 |
1.1205 |
1.1216 |
PP |
1.1201 |
1.1201 |
1.1201 |
1.1194 |
S1 |
1.1171 |
1.1171 |
1.1194 |
1.1156 |
S2 |
1.1142 |
1.1142 |
1.1189 |
|
S3 |
1.1082 |
1.1111 |
1.1183 |
|
S4 |
1.1023 |
1.1052 |
1.1167 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1679 |
1.1585 |
1.1281 |
|
R3 |
1.1534 |
1.1440 |
1.1241 |
|
R2 |
1.1389 |
1.1389 |
1.1228 |
|
R1 |
1.1295 |
1.1295 |
1.1215 |
1.1270 |
PP |
1.1244 |
1.1244 |
1.1244 |
1.1231 |
S1 |
1.1150 |
1.1150 |
1.1188 |
1.1125 |
S2 |
1.1099 |
1.1099 |
1.1175 |
|
S3 |
1.0954 |
1.1005 |
1.1162 |
|
S4 |
1.0809 |
1.0860 |
1.1122 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1252 |
1.1172 |
0.0080 |
0.7% |
0.0046 |
0.4% |
35% |
False |
True |
25,305 |
10 |
1.1459 |
1.1172 |
0.0287 |
2.6% |
0.0067 |
0.6% |
10% |
False |
True |
22,360 |
20 |
1.1459 |
1.1172 |
0.0287 |
2.6% |
0.0069 |
0.6% |
10% |
False |
True |
18,983 |
40 |
1.1756 |
1.1172 |
0.0584 |
5.2% |
0.0081 |
0.7% |
5% |
False |
True |
18,371 |
60 |
1.1765 |
1.1172 |
0.0593 |
5.3% |
0.0083 |
0.7% |
5% |
False |
True |
18,904 |
80 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0083 |
0.7% |
19% |
False |
False |
15,787 |
100 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0080 |
0.7% |
19% |
False |
False |
12,664 |
120 |
1.1765 |
1.1036 |
0.0730 |
6.5% |
0.0073 |
0.7% |
22% |
False |
False |
10,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1484 |
2.618 |
1.1387 |
1.618 |
1.1328 |
1.000 |
1.1291 |
0.618 |
1.1268 |
HIGH |
1.1232 |
0.618 |
1.1209 |
0.500 |
1.1202 |
0.382 |
1.1195 |
LOW |
1.1172 |
0.618 |
1.1135 |
1.000 |
1.1113 |
1.618 |
1.1076 |
2.618 |
1.1016 |
4.250 |
1.0919 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1202 |
1.1210 |
PP |
1.1201 |
1.1207 |
S1 |
1.1200 |
1.1203 |
|