CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1242 |
1.1231 |
-0.0011 |
-0.1% |
1.1325 |
| High |
1.1299 |
1.1231 |
-0.0068 |
-0.6% |
1.1356 |
| Low |
1.1218 |
1.1116 |
-0.0102 |
-0.9% |
1.1244 |
| Close |
1.1252 |
1.1166 |
-0.0087 |
-0.8% |
1.1252 |
| Range |
0.0081 |
0.0115 |
0.0034 |
42.2% |
0.0112 |
| ATR |
0.0061 |
0.0066 |
0.0005 |
8.9% |
0.0000 |
| Volume |
25,448 |
40,869 |
15,421 |
60.6% |
98,210 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1514 |
1.1454 |
1.1228 |
|
| R3 |
1.1400 |
1.1340 |
1.1197 |
|
| R2 |
1.1285 |
1.1285 |
1.1186 |
|
| R1 |
1.1225 |
1.1225 |
1.1176 |
1.1198 |
| PP |
1.1171 |
1.1171 |
1.1171 |
1.1157 |
| S1 |
1.1111 |
1.1111 |
1.1155 |
1.1084 |
| S2 |
1.1056 |
1.1056 |
1.1145 |
|
| S3 |
1.0942 |
1.0996 |
1.1134 |
|
| S4 |
1.0827 |
1.0882 |
1.1103 |
|
|
| 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 |
1.1299 |
1.1116 |
0.0183 |
1.6% |
0.0064 |
0.6% |
27% |
False |
True |
24,191 |
| 10 |
1.1360 |
1.1116 |
0.0244 |
2.2% |
0.0058 |
0.5% |
20% |
False |
True |
19,986 |
| 20 |
1.1570 |
1.1116 |
0.0454 |
4.1% |
0.0066 |
0.6% |
11% |
False |
True |
10,094 |
| 40 |
1.1861 |
1.1116 |
0.0745 |
6.7% |
0.0064 |
0.6% |
7% |
False |
True |
5,079 |
| 60 |
1.1861 |
1.1116 |
0.0745 |
6.7% |
0.0065 |
0.6% |
7% |
False |
True |
3,412 |
| 80 |
1.1861 |
1.1116 |
0.0745 |
6.7% |
0.0062 |
0.6% |
7% |
False |
True |
2,571 |
| 100 |
1.1861 |
1.1116 |
0.0745 |
6.7% |
0.0055 |
0.5% |
7% |
False |
True |
2,057 |
| 120 |
1.1861 |
1.1116 |
0.0745 |
6.7% |
0.0052 |
0.5% |
7% |
False |
True |
1,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1717 |
|
2.618 |
1.1530 |
|
1.618 |
1.1416 |
|
1.000 |
1.1345 |
|
0.618 |
1.1301 |
|
HIGH |
1.1231 |
|
0.618 |
1.1187 |
|
0.500 |
1.1173 |
|
0.382 |
1.1160 |
|
LOW |
1.1116 |
|
0.618 |
1.1045 |
|
1.000 |
1.1002 |
|
1.618 |
1.0931 |
|
2.618 |
1.0816 |
|
4.250 |
1.0629 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1173 |
1.1207 |
| PP |
1.1171 |
1.1193 |
| S1 |
1.1168 |
1.1179 |
|