CME Swiss Franc Future December 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 |
1.1338 |
1.1335 |
-0.0003 |
0.0% |
1.1420 |
| High |
1.1341 |
1.1360 |
0.0020 |
0.2% |
1.1447 |
| Low |
1.1307 |
1.1308 |
0.0001 |
0.0% |
1.1307 |
| Close |
1.1318 |
1.1311 |
-0.0008 |
-0.1% |
1.1311 |
| Range |
0.0034 |
0.0053 |
0.0019 |
56.7% |
0.0141 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
425 |
1,721 |
1,296 |
304.9% |
3,144 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1484 |
1.1450 |
1.1339 |
|
| R3 |
1.1431 |
1.1397 |
1.1325 |
|
| R2 |
1.1379 |
1.1379 |
1.1320 |
|
| R1 |
1.1345 |
1.1345 |
1.1315 |
1.1335 |
| PP |
1.1326 |
1.1326 |
1.1326 |
1.1321 |
| S1 |
1.1292 |
1.1292 |
1.1306 |
1.1283 |
| S2 |
1.1274 |
1.1274 |
1.1301 |
|
| S3 |
1.1221 |
1.1240 |
1.1296 |
|
| S4 |
1.1169 |
1.1187 |
1.1282 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1776 |
1.1684 |
1.1388 |
|
| R3 |
1.1636 |
1.1543 |
1.1349 |
|
| R2 |
1.1495 |
1.1495 |
1.1336 |
|
| R1 |
1.1403 |
1.1403 |
1.1323 |
1.1379 |
| PP |
1.1355 |
1.1355 |
1.1355 |
1.1343 |
| S1 |
1.1262 |
1.1262 |
1.1298 |
1.1238 |
| S2 |
1.1214 |
1.1214 |
1.1285 |
|
| S3 |
1.1074 |
1.1122 |
1.1272 |
|
| S4 |
1.0933 |
1.0981 |
1.1233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1497 |
1.1307 |
0.0191 |
1.7% |
0.0067 |
0.6% |
2% |
False |
False |
669 |
| 10 |
1.1570 |
1.1307 |
0.0264 |
2.3% |
0.0069 |
0.6% |
2% |
False |
False |
366 |
| 20 |
1.1602 |
1.1307 |
0.0295 |
2.6% |
0.0061 |
0.5% |
1% |
False |
False |
201 |
| 40 |
1.1861 |
1.1307 |
0.0555 |
4.9% |
0.0066 |
0.6% |
1% |
False |
False |
157 |
| 60 |
1.1861 |
1.1260 |
0.0601 |
5.3% |
0.0067 |
0.6% |
8% |
False |
False |
125 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0058 |
0.5% |
19% |
False |
False |
94 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0053 |
0.5% |
19% |
False |
False |
76 |
| 120 |
1.1861 |
1.1119 |
0.0743 |
6.6% |
0.0050 |
0.4% |
26% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1583 |
|
2.618 |
1.1497 |
|
1.618 |
1.1445 |
|
1.000 |
1.1413 |
|
0.618 |
1.1392 |
|
HIGH |
1.1360 |
|
0.618 |
1.1340 |
|
0.500 |
1.1334 |
|
0.382 |
1.1328 |
|
LOW |
1.1308 |
|
0.618 |
1.1275 |
|
1.000 |
1.1255 |
|
1.618 |
1.1223 |
|
2.618 |
1.1170 |
|
4.250 |
1.1084 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1334 |
1.1344 |
| PP |
1.1326 |
1.1333 |
| S1 |
1.1318 |
1.1322 |
|