CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1407 |
1.1338 |
-0.0069 |
-0.6% |
1.1330 |
| High |
1.1419 |
1.1388 |
-0.0031 |
-0.3% |
1.1459 |
| Low |
1.1322 |
1.1299 |
-0.0023 |
-0.2% |
1.1299 |
| Close |
1.1340 |
1.1312 |
-0.0028 |
-0.2% |
1.1312 |
| Range |
0.0097 |
0.0089 |
-0.0008 |
-8.2% |
0.0160 |
| ATR |
0.0082 |
0.0082 |
0.0001 |
0.7% |
0.0000 |
| Volume |
23,575 |
17,476 |
-6,099 |
-25.9% |
85,366 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1600 |
1.1545 |
1.1361 |
|
| R3 |
1.1511 |
1.1456 |
1.1336 |
|
| R2 |
1.1422 |
1.1422 |
1.1328 |
|
| R1 |
1.1367 |
1.1367 |
1.1320 |
1.1350 |
| PP |
1.1333 |
1.1333 |
1.1333 |
1.1324 |
| S1 |
1.1278 |
1.1278 |
1.1304 |
1.1261 |
| S2 |
1.1244 |
1.1244 |
1.1296 |
|
| S3 |
1.1155 |
1.1189 |
1.1288 |
|
| S4 |
1.1066 |
1.1100 |
1.1263 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1836 |
1.1734 |
1.1400 |
|
| R3 |
1.1676 |
1.1574 |
1.1356 |
|
| R2 |
1.1516 |
1.1516 |
1.1341 |
|
| R1 |
1.1414 |
1.1414 |
1.1327 |
1.1385 |
| PP |
1.1356 |
1.1356 |
1.1356 |
1.1342 |
| S1 |
1.1254 |
1.1254 |
1.1297 |
1.1225 |
| S2 |
1.1196 |
1.1196 |
1.1283 |
|
| S3 |
1.1036 |
1.1094 |
1.1268 |
|
| S4 |
1.0876 |
1.0934 |
1.1224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1459 |
1.1299 |
0.0160 |
1.4% |
0.0083 |
0.7% |
8% |
False |
True |
17,073 |
| 10 |
1.1459 |
1.1291 |
0.0168 |
1.5% |
0.0078 |
0.7% |
13% |
False |
False |
17,165 |
| 20 |
1.1554 |
1.1291 |
0.0263 |
2.3% |
0.0076 |
0.7% |
8% |
False |
False |
15,677 |
| 40 |
1.1765 |
1.1291 |
0.0474 |
4.2% |
0.0088 |
0.8% |
4% |
False |
False |
18,046 |
| 60 |
1.1765 |
1.1092 |
0.0673 |
5.9% |
0.0089 |
0.8% |
33% |
False |
False |
18,187 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0084 |
0.7% |
35% |
False |
False |
13,703 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0080 |
0.7% |
35% |
False |
False |
10,987 |
| 120 |
1.1765 |
1.0920 |
0.0845 |
7.5% |
0.0073 |
0.6% |
46% |
False |
False |
9,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1766 |
|
2.618 |
1.1621 |
|
1.618 |
1.1532 |
|
1.000 |
1.1477 |
|
0.618 |
1.1443 |
|
HIGH |
1.1388 |
|
0.618 |
1.1354 |
|
0.500 |
1.1343 |
|
0.382 |
1.1332 |
|
LOW |
1.1299 |
|
0.618 |
1.1243 |
|
1.000 |
1.1210 |
|
1.618 |
1.1154 |
|
2.618 |
1.1065 |
|
4.250 |
1.0920 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1343 |
1.1379 |
| PP |
1.1333 |
1.1356 |
| S1 |
1.1322 |
1.1334 |
|