CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1231 |
1.1156 |
-0.0075 |
-0.7% |
1.1251 |
| High |
1.1231 |
1.1160 |
-0.0071 |
-0.6% |
1.1299 |
| Low |
1.1116 |
1.1120 |
0.0004 |
0.0% |
1.1116 |
| Close |
1.1166 |
1.1128 |
-0.0038 |
-0.3% |
1.1128 |
| Range |
0.0115 |
0.0040 |
-0.0075 |
-65.1% |
0.0183 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
40,869 |
22,788 |
-18,081 |
-44.2% |
122,721 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1232 |
1.1150 |
|
| R3 |
1.1216 |
1.1192 |
1.1139 |
|
| R2 |
1.1176 |
1.1176 |
1.1135 |
|
| R1 |
1.1152 |
1.1152 |
1.1132 |
1.1144 |
| PP |
1.1136 |
1.1136 |
1.1136 |
1.1132 |
| S1 |
1.1112 |
1.1112 |
1.1124 |
1.1104 |
| S2 |
1.1096 |
1.1096 |
1.1121 |
|
| S3 |
1.1056 |
1.1072 |
1.1117 |
|
| S4 |
1.1016 |
1.1032 |
1.1106 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1728 |
1.1611 |
1.1228 |
|
| R3 |
1.1546 |
1.1428 |
1.1178 |
|
| R2 |
1.1363 |
1.1363 |
1.1161 |
|
| R1 |
1.1246 |
1.1246 |
1.1145 |
1.1213 |
| PP |
1.1181 |
1.1181 |
1.1181 |
1.1165 |
| S1 |
1.1063 |
1.1063 |
1.1111 |
1.1031 |
| S2 |
1.0998 |
1.0998 |
1.1095 |
|
| S3 |
1.0816 |
1.0881 |
1.1078 |
|
| S4 |
1.0633 |
1.0698 |
1.1028 |
|
|
| 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% |
7% |
False |
False |
24,544 |
| 10 |
1.1356 |
1.1116 |
0.0240 |
2.2% |
0.0056 |
0.5% |
5% |
False |
False |
22,093 |
| 20 |
1.1570 |
1.1116 |
0.0454 |
4.1% |
0.0063 |
0.6% |
3% |
False |
False |
11,229 |
| 40 |
1.1717 |
1.1116 |
0.0601 |
5.4% |
0.0061 |
0.5% |
2% |
False |
False |
5,638 |
| 60 |
1.1861 |
1.1116 |
0.0745 |
6.7% |
0.0066 |
0.6% |
2% |
False |
False |
3,791 |
| 80 |
1.1861 |
1.1116 |
0.0745 |
6.7% |
0.0062 |
0.6% |
2% |
False |
False |
2,856 |
| 100 |
1.1861 |
1.1116 |
0.0745 |
6.7% |
0.0056 |
0.5% |
2% |
False |
False |
2,285 |
| 120 |
1.1861 |
1.1116 |
0.0745 |
6.7% |
0.0052 |
0.5% |
2% |
False |
False |
1,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1330 |
|
2.618 |
1.1264 |
|
1.618 |
1.1224 |
|
1.000 |
1.1200 |
|
0.618 |
1.1184 |
|
HIGH |
1.1160 |
|
0.618 |
1.1144 |
|
0.500 |
1.1140 |
|
0.382 |
1.1135 |
|
LOW |
1.1120 |
|
0.618 |
1.1095 |
|
1.000 |
1.1080 |
|
1.618 |
1.1055 |
|
2.618 |
1.1015 |
|
4.250 |
1.0950 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1140 |
1.1207 |
| PP |
1.1136 |
1.1181 |
| S1 |
1.1132 |
1.1154 |
|