CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1164 |
1.1156 |
-0.0008 |
-0.1% |
1.1214 |
| High |
1.1179 |
1.1167 |
-0.0012 |
-0.1% |
1.1249 |
| Low |
1.1138 |
1.1136 |
-0.0003 |
0.0% |
1.1138 |
| Close |
1.1147 |
1.1144 |
-0.0003 |
0.0% |
1.1147 |
| Range |
0.0041 |
0.0032 |
-0.0010 |
-23.2% |
0.0111 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
5,154 |
289 |
-4,865 |
-94.4% |
130,926 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1243 |
1.1225 |
1.1161 |
|
| R3 |
1.1212 |
1.1193 |
1.1152 |
|
| R2 |
1.1180 |
1.1180 |
1.1149 |
|
| R1 |
1.1162 |
1.1162 |
1.1146 |
1.1155 |
| PP |
1.1149 |
1.1149 |
1.1149 |
1.1145 |
| S1 |
1.1130 |
1.1130 |
1.1141 |
1.1124 |
| S2 |
1.1117 |
1.1117 |
1.1138 |
|
| S3 |
1.1086 |
1.1099 |
1.1135 |
|
| S4 |
1.1054 |
1.1067 |
1.1126 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1509 |
1.1438 |
1.1207 |
|
| R3 |
1.1399 |
1.1328 |
1.1177 |
|
| R2 |
1.1288 |
1.1288 |
1.1167 |
|
| R1 |
1.1217 |
1.1217 |
1.1157 |
1.1198 |
| PP |
1.1178 |
1.1178 |
1.1178 |
1.1168 |
| S1 |
1.1107 |
1.1107 |
1.1136 |
1.1087 |
| S2 |
1.1067 |
1.1067 |
1.1126 |
|
| S3 |
1.0957 |
1.0996 |
1.1116 |
|
| S4 |
1.0846 |
1.0886 |
1.1086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1240 |
1.1136 |
0.0105 |
0.9% |
0.0049 |
0.4% |
8% |
False |
True |
21,817 |
| 10 |
1.1338 |
1.1136 |
0.0202 |
1.8% |
0.0055 |
0.5% |
4% |
False |
True |
20,443 |
| 20 |
1.1459 |
1.1136 |
0.0323 |
2.9% |
0.0066 |
0.6% |
2% |
False |
True |
18,804 |
| 40 |
1.1756 |
1.1136 |
0.0621 |
5.6% |
0.0077 |
0.7% |
1% |
False |
True |
17,953 |
| 60 |
1.1765 |
1.1136 |
0.0630 |
5.6% |
0.0081 |
0.7% |
1% |
False |
True |
18,600 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0082 |
0.7% |
11% |
False |
False |
16,233 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.2% |
0.0080 |
0.7% |
11% |
False |
False |
13,026 |
| 120 |
1.1765 |
1.1036 |
0.0730 |
6.5% |
0.0074 |
0.7% |
15% |
False |
False |
10,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1301 |
|
2.618 |
1.1249 |
|
1.618 |
1.1218 |
|
1.000 |
1.1199 |
|
0.618 |
1.1186 |
|
HIGH |
1.1167 |
|
0.618 |
1.1155 |
|
0.500 |
1.1151 |
|
0.382 |
1.1148 |
|
LOW |
1.1136 |
|
0.618 |
1.1116 |
|
1.000 |
1.1104 |
|
1.618 |
1.1085 |
|
2.618 |
1.1053 |
|
4.250 |
1.1002 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1151 |
1.1178 |
| PP |
1.1149 |
1.1166 |
| S1 |
1.1146 |
1.1155 |
|