CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1156 |
1.1124 |
-0.0032 |
-0.3% |
1.1251 |
| High |
1.1160 |
1.1133 |
-0.0027 |
-0.2% |
1.1299 |
| Low |
1.1120 |
1.1045 |
-0.0075 |
-0.7% |
1.1116 |
| Close |
1.1128 |
1.1059 |
-0.0070 |
-0.6% |
1.1128 |
| Range |
0.0040 |
0.0088 |
0.0048 |
118.8% |
0.0183 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.5% |
0.0000 |
| Volume |
22,788 |
19,306 |
-3,482 |
-15.3% |
122,721 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1341 |
1.1287 |
1.1107 |
|
| R3 |
1.1254 |
1.1200 |
1.1083 |
|
| R2 |
1.1166 |
1.1166 |
1.1075 |
|
| R1 |
1.1112 |
1.1112 |
1.1067 |
1.1096 |
| PP |
1.1079 |
1.1079 |
1.1079 |
1.1070 |
| S1 |
1.1025 |
1.1025 |
1.1050 |
1.1008 |
| S2 |
1.0991 |
1.0991 |
1.1042 |
|
| S3 |
1.0904 |
1.0937 |
1.1034 |
|
| S4 |
1.0816 |
1.0850 |
1.1010 |
|
|
| 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 |
1.1045 |
0.0254 |
2.3% |
0.0074 |
0.7% |
5% |
False |
True |
25,324 |
| 10 |
1.1349 |
1.1045 |
0.0304 |
2.7% |
0.0062 |
0.6% |
4% |
False |
True |
23,196 |
| 20 |
1.1570 |
1.1045 |
0.0525 |
4.7% |
0.0064 |
0.6% |
3% |
False |
True |
12,193 |
| 40 |
1.1671 |
1.1045 |
0.0626 |
5.7% |
0.0061 |
0.5% |
2% |
False |
True |
6,119 |
| 60 |
1.1861 |
1.1045 |
0.0816 |
7.4% |
0.0067 |
0.6% |
2% |
False |
True |
4,112 |
| 80 |
1.1861 |
1.1045 |
0.0816 |
7.4% |
0.0062 |
0.6% |
2% |
False |
True |
3,097 |
| 100 |
1.1861 |
1.1045 |
0.0816 |
7.4% |
0.0056 |
0.5% |
2% |
False |
True |
2,478 |
| 120 |
1.1861 |
1.1045 |
0.0816 |
7.4% |
0.0052 |
0.5% |
2% |
False |
True |
2,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1504 |
|
2.618 |
1.1362 |
|
1.618 |
1.1274 |
|
1.000 |
1.1220 |
|
0.618 |
1.1187 |
|
HIGH |
1.1133 |
|
0.618 |
1.1099 |
|
0.500 |
1.1089 |
|
0.382 |
1.1078 |
|
LOW |
1.1045 |
|
0.618 |
1.0991 |
|
1.000 |
1.0958 |
|
1.618 |
1.0903 |
|
2.618 |
1.0816 |
|
4.250 |
1.0673 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1089 |
1.1138 |
| PP |
1.1079 |
1.1111 |
| S1 |
1.1069 |
1.1085 |
|