CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1343 |
1.1331 |
-0.0013 |
-0.1% |
1.1420 |
| High |
1.1349 |
1.1338 |
-0.0011 |
-0.1% |
1.1447 |
| Low |
1.1308 |
1.1282 |
-0.0026 |
-0.2% |
1.1307 |
| Close |
1.1335 |
1.1307 |
-0.0028 |
-0.2% |
1.1311 |
| Range |
0.0041 |
0.0056 |
0.0015 |
36.6% |
0.0141 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
13,324 |
29,962 |
16,638 |
124.9% |
3,144 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1477 |
1.1448 |
1.1337 |
|
| R3 |
1.1421 |
1.1392 |
1.1322 |
|
| R2 |
1.1365 |
1.1365 |
1.1317 |
|
| R1 |
1.1336 |
1.1336 |
1.1312 |
1.1322 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1302 |
| S1 |
1.1280 |
1.1280 |
1.1301 |
1.1266 |
| S2 |
1.1253 |
1.1253 |
1.1296 |
|
| S3 |
1.1197 |
1.1224 |
1.1291 |
|
| S4 |
1.1141 |
1.1168 |
1.1276 |
|
|
| 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 |
1.1360 |
1.1282 |
0.0078 |
0.7% |
0.0043 |
0.4% |
31% |
False |
True |
10,741 |
| 10 |
1.1570 |
1.1282 |
0.0288 |
2.5% |
0.0063 |
0.6% |
9% |
False |
True |
5,514 |
| 20 |
1.1570 |
1.1282 |
0.0288 |
2.5% |
0.0060 |
0.5% |
9% |
False |
True |
2,777 |
| 40 |
1.1861 |
1.1282 |
0.0579 |
5.1% |
0.0065 |
0.6% |
4% |
False |
True |
1,443 |
| 60 |
1.1861 |
1.1282 |
0.0579 |
5.1% |
0.0063 |
0.6% |
4% |
False |
True |
978 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0059 |
0.5% |
19% |
False |
False |
739 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0054 |
0.5% |
19% |
False |
False |
592 |
| 120 |
1.1861 |
1.1119 |
0.0743 |
6.6% |
0.0050 |
0.4% |
25% |
False |
False |
493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1576 |
|
2.618 |
1.1485 |
|
1.618 |
1.1429 |
|
1.000 |
1.1394 |
|
0.618 |
1.1373 |
|
HIGH |
1.1338 |
|
0.618 |
1.1317 |
|
0.500 |
1.1310 |
|
0.382 |
1.1303 |
|
LOW |
1.1282 |
|
0.618 |
1.1247 |
|
1.000 |
1.1226 |
|
1.618 |
1.1191 |
|
2.618 |
1.1135 |
|
4.250 |
1.1044 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1310 |
1.1319 |
| PP |
1.1309 |
1.1315 |
| S1 |
1.1308 |
1.1311 |
|