CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1303 |
1.1272 |
-0.0031 |
-0.3% |
1.1325 |
| High |
1.1328 |
1.1286 |
-0.0042 |
-0.4% |
1.1356 |
| Low |
1.1255 |
1.1244 |
-0.0011 |
-0.1% |
1.1244 |
| Close |
1.1266 |
1.1252 |
-0.0015 |
-0.1% |
1.1252 |
| Range |
0.0073 |
0.0042 |
-0.0031 |
-42.8% |
0.0112 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
25,624 |
21,025 |
-4,599 |
-17.9% |
98,210 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1385 |
1.1360 |
1.1274 |
|
| R3 |
1.1343 |
1.1318 |
1.1263 |
|
| R2 |
1.1302 |
1.1302 |
1.1259 |
|
| R1 |
1.1277 |
1.1277 |
1.1255 |
1.1269 |
| PP |
1.1260 |
1.1260 |
1.1260 |
1.1256 |
| S1 |
1.1235 |
1.1235 |
1.1248 |
1.1227 |
| S2 |
1.1219 |
1.1219 |
1.1244 |
|
| S3 |
1.1177 |
1.1194 |
1.1240 |
|
| S4 |
1.1136 |
1.1152 |
1.1229 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1618 |
1.1546 |
1.1313 |
|
| R3 |
1.1507 |
1.1435 |
1.1282 |
|
| R2 |
1.1395 |
1.1395 |
1.1272 |
|
| R1 |
1.1323 |
1.1323 |
1.1262 |
1.1304 |
| PP |
1.1284 |
1.1284 |
1.1284 |
1.1274 |
| S1 |
1.1212 |
1.1212 |
1.1241 |
1.1192 |
| S2 |
1.1172 |
1.1172 |
1.1231 |
|
| S3 |
1.1061 |
1.1100 |
1.1221 |
|
| S4 |
1.0949 |
1.0989 |
1.1190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1356 |
1.1244 |
0.0112 |
1.0% |
0.0049 |
0.4% |
7% |
False |
True |
19,642 |
| 10 |
1.1497 |
1.1244 |
0.0253 |
2.2% |
0.0058 |
0.5% |
3% |
False |
True |
10,155 |
| 20 |
1.1570 |
1.1244 |
0.0326 |
2.9% |
0.0062 |
0.6% |
2% |
False |
True |
5,109 |
| 40 |
1.1861 |
1.1244 |
0.0617 |
5.5% |
0.0063 |
0.6% |
1% |
False |
True |
2,595 |
| 60 |
1.1861 |
1.1244 |
0.0617 |
5.5% |
0.0064 |
0.6% |
1% |
False |
True |
1,755 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
6.1% |
0.0059 |
0.5% |
10% |
False |
False |
1,322 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
6.1% |
0.0055 |
0.5% |
10% |
False |
False |
1,058 |
| 120 |
1.1861 |
1.1137 |
0.0724 |
6.4% |
0.0051 |
0.5% |
16% |
False |
False |
882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1462 |
|
2.618 |
1.1394 |
|
1.618 |
1.1353 |
|
1.000 |
1.1327 |
|
0.618 |
1.1311 |
|
HIGH |
1.1286 |
|
0.618 |
1.1270 |
|
0.500 |
1.1265 |
|
0.382 |
1.1260 |
|
LOW |
1.1244 |
|
0.618 |
1.1218 |
|
1.000 |
1.1203 |
|
1.618 |
1.1177 |
|
2.618 |
1.1135 |
|
4.250 |
1.1068 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1265 |
1.1291 |
| PP |
1.1260 |
1.1278 |
| S1 |
1.1256 |
1.1265 |
|