CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1233 |
1.1210 |
-0.0023 |
-0.2% |
1.1307 |
| High |
1.1235 |
1.1252 |
0.0017 |
0.1% |
1.1338 |
| Low |
1.1196 |
1.1199 |
0.0003 |
0.0% |
1.1193 |
| Close |
1.1209 |
1.1202 |
-0.0007 |
-0.1% |
1.1202 |
| Range |
0.0039 |
0.0053 |
0.0014 |
34.6% |
0.0145 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
13,825 |
17,848 |
4,023 |
29.1% |
73,222 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1341 |
1.1230 |
|
| R3 |
1.1322 |
1.1288 |
1.1216 |
|
| R2 |
1.1270 |
1.1270 |
1.1211 |
|
| R1 |
1.1236 |
1.1236 |
1.1206 |
1.1227 |
| PP |
1.1217 |
1.1217 |
1.1217 |
1.1213 |
| S1 |
1.1183 |
1.1183 |
1.1197 |
1.1174 |
| S2 |
1.1165 |
1.1165 |
1.1192 |
|
| S3 |
1.1112 |
1.1131 |
1.1187 |
|
| S4 |
1.1060 |
1.1078 |
1.1173 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1585 |
1.1281 |
|
| R3 |
1.1534 |
1.1440 |
1.1241 |
|
| R2 |
1.1389 |
1.1389 |
1.1228 |
|
| R1 |
1.1295 |
1.1295 |
1.1215 |
1.1270 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1231 |
| S1 |
1.1150 |
1.1150 |
1.1188 |
1.1125 |
| S2 |
1.1099 |
1.1099 |
1.1175 |
|
| S3 |
1.0954 |
1.1005 |
1.1162 |
|
| S4 |
1.0809 |
1.0860 |
1.1122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1388 |
1.1193 |
0.0195 |
1.7% |
0.0071 |
0.6% |
5% |
False |
False |
18,139 |
| 10 |
1.1459 |
1.1193 |
0.0266 |
2.4% |
0.0075 |
0.7% |
3% |
False |
False |
17,926 |
| 20 |
1.1493 |
1.1193 |
0.0300 |
2.7% |
0.0073 |
0.6% |
3% |
False |
False |
16,603 |
| 40 |
1.1765 |
1.1193 |
0.0573 |
5.1% |
0.0083 |
0.7% |
2% |
False |
False |
17,679 |
| 60 |
1.1765 |
1.1148 |
0.0617 |
5.5% |
0.0087 |
0.8% |
9% |
False |
False |
18,427 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0084 |
0.8% |
19% |
False |
False |
14,603 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0079 |
0.7% |
19% |
False |
False |
11,716 |
| 120 |
1.1765 |
1.1036 |
0.0730 |
6.5% |
0.0073 |
0.7% |
23% |
False |
False |
9,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1475 |
|
2.618 |
1.1389 |
|
1.618 |
1.1336 |
|
1.000 |
1.1304 |
|
0.618 |
1.1284 |
|
HIGH |
1.1252 |
|
0.618 |
1.1231 |
|
0.500 |
1.1225 |
|
0.382 |
1.1219 |
|
LOW |
1.1199 |
|
0.618 |
1.1167 |
|
1.000 |
1.1147 |
|
1.618 |
1.1114 |
|
2.618 |
1.1062 |
|
4.250 |
1.0976 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1225 |
1.1233 |
| PP |
1.1217 |
1.1223 |
| S1 |
1.1209 |
1.1212 |
|