CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1214 |
1.1233 |
0.0019 |
0.2% |
1.1307 |
| High |
1.1249 |
1.1240 |
-0.0009 |
-0.1% |
1.1338 |
| Low |
1.1210 |
1.1200 |
-0.0011 |
-0.1% |
1.1193 |
| Close |
1.1231 |
1.1227 |
-0.0004 |
0.0% |
1.1202 |
| Range |
0.0039 |
0.0041 |
0.0002 |
5.2% |
0.0145 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
22,130 |
24,612 |
2,482 |
11.2% |
73,222 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1344 |
1.1326 |
1.1249 |
|
| R3 |
1.1303 |
1.1285 |
1.1238 |
|
| R2 |
1.1263 |
1.1263 |
1.1234 |
|
| R1 |
1.1245 |
1.1245 |
1.1230 |
1.1233 |
| PP |
1.1222 |
1.1222 |
1.1222 |
1.1216 |
| S1 |
1.1204 |
1.1204 |
1.1223 |
1.1193 |
| S2 |
1.1182 |
1.1182 |
1.1219 |
|
| S3 |
1.1141 |
1.1164 |
1.1215 |
|
| S4 |
1.1101 |
1.1123 |
1.1204 |
|
|
| 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 |
1.1274 |
1.1193 |
0.0081 |
0.7% |
0.0050 |
0.4% |
42% |
False |
False |
19,342 |
| 10 |
1.1459 |
1.1193 |
0.0266 |
2.4% |
0.0071 |
0.6% |
13% |
False |
False |
19,378 |
| 20 |
1.1478 |
1.1193 |
0.0285 |
2.5% |
0.0069 |
0.6% |
12% |
False |
False |
17,402 |
| 40 |
1.1765 |
1.1193 |
0.0573 |
5.1% |
0.0081 |
0.7% |
6% |
False |
False |
17,779 |
| 60 |
1.1765 |
1.1179 |
0.0586 |
5.2% |
0.0083 |
0.7% |
8% |
False |
False |
18,391 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0083 |
0.7% |
23% |
False |
False |
15,186 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0080 |
0.7% |
23% |
False |
False |
12,183 |
| 120 |
1.1765 |
1.1036 |
0.0730 |
6.5% |
0.0073 |
0.7% |
26% |
False |
False |
10,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1412 |
|
2.618 |
1.1346 |
|
1.618 |
1.1306 |
|
1.000 |
1.1281 |
|
0.618 |
1.1265 |
|
HIGH |
1.1240 |
|
0.618 |
1.1225 |
|
0.500 |
1.1220 |
|
0.382 |
1.1215 |
|
LOW |
1.1200 |
|
0.618 |
1.1174 |
|
1.000 |
1.1159 |
|
1.618 |
1.1134 |
|
2.618 |
1.1093 |
|
4.250 |
1.1027 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1224 |
1.1226 |
| PP |
1.1222 |
1.1226 |
| S1 |
1.1220 |
1.1225 |
|