CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1225 |
1.1196 |
-0.0030 |
-0.3% |
1.1307 |
| High |
1.1232 |
1.1220 |
-0.0012 |
-0.1% |
1.1338 |
| Low |
1.1172 |
1.1149 |
-0.0023 |
-0.2% |
1.1193 |
| Close |
1.1200 |
1.1161 |
-0.0039 |
-0.3% |
1.1202 |
| Range |
0.0060 |
0.0071 |
0.0011 |
18.5% |
0.0145 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
48,114 |
30,916 |
-17,198 |
-35.7% |
73,222 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1388 |
1.1345 |
1.1199 |
|
| R3 |
1.1317 |
1.1274 |
1.1180 |
|
| R2 |
1.1247 |
1.1247 |
1.1173 |
|
| R1 |
1.1204 |
1.1204 |
1.1167 |
1.1190 |
| PP |
1.1176 |
1.1176 |
1.1176 |
1.1170 |
| S1 |
1.1133 |
1.1133 |
1.1154 |
1.1120 |
| S2 |
1.1106 |
1.1106 |
1.1148 |
|
| S3 |
1.1035 |
1.1063 |
1.1141 |
|
| S4 |
1.0965 |
1.0992 |
1.1122 |
|
|
| 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 |
1.1252 |
1.1149 |
0.0103 |
0.9% |
0.0052 |
0.5% |
11% |
False |
True |
28,724 |
| 10 |
1.1419 |
1.1149 |
0.0270 |
2.4% |
0.0066 |
0.6% |
4% |
False |
True |
24,004 |
| 20 |
1.1459 |
1.1149 |
0.0310 |
2.8% |
0.0069 |
0.6% |
4% |
False |
True |
19,922 |
| 40 |
1.1756 |
1.1149 |
0.0607 |
5.4% |
0.0081 |
0.7% |
2% |
False |
True |
18,727 |
| 60 |
1.1765 |
1.1149 |
0.0616 |
5.5% |
0.0083 |
0.7% |
2% |
False |
True |
19,060 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0083 |
0.7% |
13% |
False |
False |
16,172 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0080 |
0.7% |
13% |
False |
False |
12,972 |
| 120 |
1.1765 |
1.1036 |
0.0730 |
6.5% |
0.0074 |
0.7% |
17% |
False |
False |
10,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1519 |
|
2.618 |
1.1404 |
|
1.618 |
1.1334 |
|
1.000 |
1.1290 |
|
0.618 |
1.1263 |
|
HIGH |
1.1220 |
|
0.618 |
1.1193 |
|
0.500 |
1.1184 |
|
0.382 |
1.1176 |
|
LOW |
1.1149 |
|
0.618 |
1.1105 |
|
1.000 |
1.1079 |
|
1.618 |
1.1035 |
|
2.618 |
1.0964 |
|
4.250 |
1.0849 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1184 |
1.1195 |
| PP |
1.1176 |
1.1183 |
| S1 |
1.1168 |
1.1172 |
|