CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1272 |
1.1251 |
-0.0022 |
-0.2% |
1.1325 |
| High |
1.1286 |
1.1273 |
-0.0013 |
-0.1% |
1.1356 |
| Low |
1.1244 |
1.1237 |
-0.0007 |
-0.1% |
1.1244 |
| Close |
1.1252 |
1.1241 |
-0.0011 |
-0.1% |
1.1252 |
| Range |
0.0042 |
0.0036 |
-0.0006 |
-13.3% |
0.0112 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
21,025 |
15,403 |
-5,622 |
-26.7% |
98,210 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1358 |
1.1335 |
1.1260 |
|
| R3 |
1.1322 |
1.1299 |
1.1250 |
|
| R2 |
1.1286 |
1.1286 |
1.1247 |
|
| R1 |
1.1263 |
1.1263 |
1.1244 |
1.1257 |
| PP |
1.1250 |
1.1250 |
1.1250 |
1.1247 |
| S1 |
1.1227 |
1.1227 |
1.1237 |
1.1221 |
| S2 |
1.1214 |
1.1214 |
1.1234 |
|
| S3 |
1.1178 |
1.1191 |
1.1231 |
|
| S4 |
1.1142 |
1.1155 |
1.1221 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1618 |
1.1546 |
1.1313 |
|
| R3 |
1.1507 |
1.1435 |
1.1282 |
|
| R2 |
1.1395 |
1.1395 |
1.1272 |
|
| R1 |
1.1323 |
1.1323 |
1.1262 |
1.1304 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1274 |
| S1 |
1.1212 |
1.1212 |
1.1241 |
1.1192 |
| S2 |
1.1172 |
1.1172 |
1.1231 |
|
| S3 |
1.1061 |
1.1100 |
1.1221 |
|
| S4 |
1.0949 |
1.0989 |
1.1190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1349 |
1.1237 |
0.0112 |
1.0% |
0.0049 |
0.4% |
3% |
False |
True |
21,067 |
| 10 |
1.1447 |
1.1237 |
0.0210 |
1.9% |
0.0053 |
0.5% |
2% |
False |
True |
11,675 |
| 20 |
1.1570 |
1.1237 |
0.0333 |
3.0% |
0.0061 |
0.5% |
1% |
False |
True |
5,874 |
| 40 |
1.1861 |
1.1237 |
0.0624 |
5.6% |
0.0063 |
0.6% |
1% |
False |
True |
2,980 |
| 60 |
1.1861 |
1.1237 |
0.0624 |
5.6% |
0.0064 |
0.6% |
1% |
False |
True |
2,011 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
6.1% |
0.0059 |
0.5% |
9% |
False |
False |
1,514 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
6.1% |
0.0054 |
0.5% |
9% |
False |
False |
1,212 |
| 120 |
1.1861 |
1.1137 |
0.0724 |
6.4% |
0.0051 |
0.5% |
14% |
False |
False |
1,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1426 |
|
2.618 |
1.1367 |
|
1.618 |
1.1331 |
|
1.000 |
1.1309 |
|
0.618 |
1.1295 |
|
HIGH |
1.1273 |
|
0.618 |
1.1259 |
|
0.500 |
1.1255 |
|
0.382 |
1.1251 |
|
LOW |
1.1237 |
|
0.618 |
1.1215 |
|
1.000 |
1.1201 |
|
1.618 |
1.1179 |
|
2.618 |
1.1143 |
|
4.250 |
1.1084 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1282 |
| PP |
1.1250 |
1.1268 |
| S1 |
1.1245 |
1.1254 |
|