CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1331 |
1.1303 |
-0.0028 |
-0.2% |
1.1420 |
| High |
1.1338 |
1.1328 |
-0.0011 |
-0.1% |
1.1447 |
| Low |
1.1282 |
1.1255 |
-0.0027 |
-0.2% |
1.1307 |
| Close |
1.1307 |
1.1266 |
-0.0041 |
-0.4% |
1.1311 |
| Range |
0.0056 |
0.0073 |
0.0017 |
29.5% |
0.0141 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
1.1% |
0.0000 |
| Volume |
29,962 |
25,624 |
-4,338 |
-14.5% |
3,144 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1500 |
1.1456 |
1.1306 |
|
| R3 |
1.1428 |
1.1383 |
1.1286 |
|
| R2 |
1.1355 |
1.1355 |
1.1279 |
|
| R1 |
1.1311 |
1.1311 |
1.1273 |
1.1297 |
| PP |
1.1283 |
1.1283 |
1.1283 |
1.1276 |
| S1 |
1.1238 |
1.1238 |
1.1259 |
1.1224 |
| S2 |
1.1210 |
1.1210 |
1.1253 |
|
| S3 |
1.1138 |
1.1166 |
1.1246 |
|
| S4 |
1.1065 |
1.1093 |
1.1226 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1776 |
1.1684 |
1.1388 |
|
| R3 |
1.1636 |
1.1543 |
1.1349 |
|
| R2 |
1.1495 |
1.1495 |
1.1336 |
|
| R1 |
1.1403 |
1.1403 |
1.1323 |
1.1379 |
| PP |
1.1355 |
1.1355 |
1.1355 |
1.1343 |
| S1 |
1.1262 |
1.1262 |
1.1298 |
1.1238 |
| S2 |
1.1214 |
1.1214 |
1.1285 |
|
| S3 |
1.1074 |
1.1122 |
1.1272 |
|
| S4 |
1.0933 |
1.0981 |
1.1233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1360 |
1.1255 |
0.0105 |
0.9% |
0.0051 |
0.5% |
10% |
False |
True |
15,781 |
| 10 |
1.1529 |
1.1255 |
0.0274 |
2.4% |
0.0063 |
0.6% |
4% |
False |
True |
8,071 |
| 20 |
1.1570 |
1.1255 |
0.0315 |
2.8% |
0.0062 |
0.6% |
3% |
False |
True |
4,058 |
| 40 |
1.1861 |
1.1255 |
0.0606 |
5.4% |
0.0066 |
0.6% |
2% |
False |
True |
2,082 |
| 60 |
1.1861 |
1.1255 |
0.0606 |
5.4% |
0.0064 |
0.6% |
2% |
False |
True |
1,404 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0059 |
0.5% |
13% |
False |
False |
1,059 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0055 |
0.5% |
13% |
False |
False |
848 |
| 120 |
1.1861 |
1.1137 |
0.0724 |
6.4% |
0.0050 |
0.4% |
18% |
False |
False |
707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1636 |
|
2.618 |
1.1517 |
|
1.618 |
1.1445 |
|
1.000 |
1.1400 |
|
0.618 |
1.1372 |
|
HIGH |
1.1328 |
|
0.618 |
1.1300 |
|
0.500 |
1.1291 |
|
0.382 |
1.1283 |
|
LOW |
1.1255 |
|
0.618 |
1.1210 |
|
1.000 |
1.1183 |
|
1.618 |
1.1138 |
|
2.618 |
1.1065 |
|
4.250 |
1.0947 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1291 |
1.1302 |
| PP |
1.1283 |
1.1290 |
| S1 |
1.1274 |
1.1278 |
|