CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1256 |
1.1233 |
-0.0024 |
-0.2% |
1.1330 |
| High |
1.1274 |
1.1235 |
-0.0039 |
-0.3% |
1.1459 |
| Low |
1.1193 |
1.1196 |
0.0004 |
0.0% |
1.1299 |
| Close |
1.1231 |
1.1209 |
-0.0023 |
-0.2% |
1.1312 |
| Range |
0.0081 |
0.0039 |
-0.0042 |
-51.9% |
0.0160 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
18,299 |
13,825 |
-4,474 |
-24.4% |
85,366 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1330 |
1.1308 |
1.1230 |
|
| R3 |
1.1291 |
1.1269 |
1.1219 |
|
| R2 |
1.1252 |
1.1252 |
1.1216 |
|
| R1 |
1.1230 |
1.1230 |
1.1212 |
1.1222 |
| PP |
1.1213 |
1.1213 |
1.1213 |
1.1209 |
| S1 |
1.1191 |
1.1191 |
1.1205 |
1.1183 |
| S2 |
1.1174 |
1.1174 |
1.1201 |
|
| S3 |
1.1135 |
1.1152 |
1.1198 |
|
| S4 |
1.1096 |
1.1113 |
1.1187 |
|
|
| 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 |
1.1419 |
1.1193 |
0.0226 |
2.0% |
0.0080 |
0.7% |
7% |
False |
False |
19,285 |
| 10 |
1.1459 |
1.1193 |
0.0266 |
2.4% |
0.0082 |
0.7% |
6% |
False |
False |
18,329 |
| 20 |
1.1554 |
1.1193 |
0.0361 |
3.2% |
0.0076 |
0.7% |
4% |
False |
False |
16,694 |
| 40 |
1.1765 |
1.1193 |
0.0573 |
5.1% |
0.0085 |
0.8% |
3% |
False |
False |
17,745 |
| 60 |
1.1765 |
1.1115 |
0.0650 |
5.8% |
0.0087 |
0.8% |
14% |
False |
False |
18,575 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0084 |
0.8% |
20% |
False |
False |
14,381 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0079 |
0.7% |
20% |
False |
False |
11,538 |
| 120 |
1.1765 |
1.0989 |
0.0777 |
6.9% |
0.0073 |
0.7% |
28% |
False |
False |
9,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1401 |
|
2.618 |
1.1337 |
|
1.618 |
1.1298 |
|
1.000 |
1.1274 |
|
0.618 |
1.1259 |
|
HIGH |
1.1235 |
|
0.618 |
1.1220 |
|
0.500 |
1.1216 |
|
0.382 |
1.1211 |
|
LOW |
1.1196 |
|
0.618 |
1.1172 |
|
1.000 |
1.1157 |
|
1.618 |
1.1133 |
|
2.618 |
1.1094 |
|
4.250 |
1.1030 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1216 |
1.1265 |
| PP |
1.1213 |
1.1246 |
| S1 |
1.1211 |
1.1227 |
|