CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1420 |
1.1368 |
-0.0052 |
-0.5% |
1.1444 |
| High |
1.1447 |
1.1381 |
-0.0067 |
-0.6% |
1.1570 |
| Low |
1.1360 |
1.1307 |
-0.0054 |
-0.5% |
1.1411 |
| Close |
1.1366 |
1.1341 |
-0.0025 |
-0.2% |
1.1423 |
| Range |
0.0087 |
0.0074 |
-0.0013 |
-14.9% |
0.0159 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.4% |
0.0000 |
| Volume |
659 |
339 |
-320 |
-48.6% |
495 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1565 |
1.1527 |
1.1381 |
|
| R3 |
1.1491 |
1.1453 |
1.1361 |
|
| R2 |
1.1417 |
1.1417 |
1.1354 |
|
| R1 |
1.1379 |
1.1379 |
1.1347 |
1.1361 |
| PP |
1.1343 |
1.1343 |
1.1343 |
1.1334 |
| S1 |
1.1305 |
1.1305 |
1.1334 |
1.1287 |
| S2 |
1.1269 |
1.1269 |
1.1327 |
|
| S3 |
1.1195 |
1.1231 |
1.1320 |
|
| S4 |
1.1121 |
1.1157 |
1.1300 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1945 |
1.1843 |
1.1510 |
|
| R3 |
1.1786 |
1.1684 |
1.1467 |
|
| R2 |
1.1627 |
1.1627 |
1.1452 |
|
| R1 |
1.1525 |
1.1525 |
1.1438 |
1.1497 |
| PP |
1.1468 |
1.1468 |
1.1468 |
1.1454 |
| S1 |
1.1366 |
1.1366 |
1.1408 |
1.1338 |
| S2 |
1.1309 |
1.1309 |
1.1394 |
|
| S3 |
1.1150 |
1.1207 |
1.1379 |
|
| S4 |
1.0991 |
1.1048 |
1.1336 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1570 |
1.1307 |
0.0264 |
2.3% |
0.0082 |
0.7% |
13% |
False |
True |
286 |
| 10 |
1.1570 |
1.1307 |
0.0264 |
2.3% |
0.0076 |
0.7% |
13% |
False |
True |
166 |
| 20 |
1.1660 |
1.1307 |
0.0354 |
3.1% |
0.0064 |
0.6% |
10% |
False |
True |
103 |
| 40 |
1.1861 |
1.1307 |
0.0555 |
4.9% |
0.0070 |
0.6% |
6% |
False |
True |
106 |
| 60 |
1.1861 |
1.1200 |
0.0661 |
5.8% |
0.0067 |
0.6% |
21% |
False |
False |
89 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0058 |
0.5% |
24% |
False |
False |
68 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0052 |
0.5% |
24% |
False |
False |
54 |
| 120 |
1.1861 |
1.1068 |
0.0793 |
7.0% |
0.0049 |
0.4% |
34% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1695 |
|
2.618 |
1.1574 |
|
1.618 |
1.1500 |
|
1.000 |
1.1455 |
|
0.618 |
1.1426 |
|
HIGH |
1.1381 |
|
0.618 |
1.1352 |
|
0.500 |
1.1344 |
|
0.382 |
1.1335 |
|
LOW |
1.1307 |
|
0.618 |
1.1261 |
|
1.000 |
1.1233 |
|
1.618 |
1.1187 |
|
2.618 |
1.1113 |
|
4.250 |
1.0992 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1344 |
1.1402 |
| PP |
1.1343 |
1.1381 |
| S1 |
1.1342 |
1.1361 |
|