CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1251 |
1.1249 |
-0.0002 |
0.0% |
1.1325 |
| High |
1.1273 |
1.1280 |
0.0007 |
0.1% |
1.1356 |
| Low |
1.1237 |
1.1234 |
-0.0004 |
0.0% |
1.1244 |
| Close |
1.1241 |
1.1236 |
-0.0005 |
0.0% |
1.1252 |
| Range |
0.0036 |
0.0047 |
0.0011 |
29.2% |
0.0112 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
15,403 |
18,213 |
2,810 |
18.2% |
98,210 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1389 |
1.1359 |
1.1262 |
|
| R3 |
1.1343 |
1.1313 |
1.1249 |
|
| R2 |
1.1296 |
1.1296 |
1.1245 |
|
| R1 |
1.1266 |
1.1266 |
1.1240 |
1.1258 |
| PP |
1.1250 |
1.1250 |
1.1250 |
1.1246 |
| S1 |
1.1220 |
1.1220 |
1.1232 |
1.1212 |
| S2 |
1.1203 |
1.1203 |
1.1227 |
|
| S3 |
1.1157 |
1.1173 |
1.1223 |
|
| S4 |
1.1110 |
1.1127 |
1.1210 |
|
|
| 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 |
1.1338 |
1.1234 |
0.0105 |
0.9% |
0.0051 |
0.4% |
2% |
False |
True |
22,045 |
| 10 |
1.1381 |
1.1234 |
0.0147 |
1.3% |
0.0049 |
0.4% |
2% |
False |
True |
13,431 |
| 20 |
1.1570 |
1.1234 |
0.0337 |
3.0% |
0.0061 |
0.5% |
1% |
False |
True |
6,782 |
| 40 |
1.1861 |
1.1234 |
0.0628 |
5.6% |
0.0062 |
0.6% |
0% |
False |
True |
3,427 |
| 60 |
1.1861 |
1.1234 |
0.0628 |
5.6% |
0.0063 |
0.6% |
0% |
False |
True |
2,314 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
6.1% |
0.0060 |
0.5% |
8% |
False |
False |
1,742 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
6.1% |
0.0054 |
0.5% |
8% |
False |
False |
1,394 |
| 120 |
1.1861 |
1.1150 |
0.0711 |
6.3% |
0.0051 |
0.5% |
12% |
False |
False |
1,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1478 |
|
2.618 |
1.1402 |
|
1.618 |
1.1355 |
|
1.000 |
1.1327 |
|
0.618 |
1.1309 |
|
HIGH |
1.1280 |
|
0.618 |
1.1262 |
|
0.500 |
1.1257 |
|
0.382 |
1.1251 |
|
LOW |
1.1234 |
|
0.618 |
1.1205 |
|
1.000 |
1.1187 |
|
1.618 |
1.1158 |
|
2.618 |
1.1112 |
|
4.250 |
1.1036 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1257 |
1.1260 |
| PP |
1.1250 |
1.1252 |
| S1 |
1.1243 |
1.1244 |
|