CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1016 |
1.0953 |
-0.0064 |
-0.6% |
1.1251 |
| High |
1.1020 |
1.1025 |
0.0005 |
0.0% |
1.1299 |
| Low |
1.0935 |
1.0942 |
0.0007 |
0.1% |
1.1116 |
| Close |
1.0954 |
1.1007 |
0.0053 |
0.5% |
1.1128 |
| Range |
0.0085 |
0.0083 |
-0.0002 |
-2.4% |
0.0183 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.7% |
0.0000 |
| Volume |
26,681 |
20,621 |
-6,060 |
-22.7% |
122,721 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1206 |
1.1052 |
|
| R3 |
1.1157 |
1.1123 |
1.1029 |
|
| R2 |
1.1074 |
1.1074 |
1.1022 |
|
| R1 |
1.1040 |
1.1040 |
1.1014 |
1.1057 |
| PP |
1.0991 |
1.0991 |
1.0991 |
1.0999 |
| S1 |
1.0957 |
1.0957 |
1.0999 |
1.0974 |
| S2 |
1.0908 |
1.0908 |
1.0991 |
|
| S3 |
1.0825 |
1.0874 |
1.0984 |
|
| S4 |
1.0742 |
1.0791 |
1.0961 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1728 |
1.1611 |
1.1228 |
|
| R3 |
1.1546 |
1.1428 |
1.1178 |
|
| R2 |
1.1363 |
1.1363 |
1.1161 |
|
| R1 |
1.1246 |
1.1246 |
1.1145 |
1.1213 |
| PP |
1.1181 |
1.1181 |
1.1181 |
1.1165 |
| S1 |
1.1063 |
1.1063 |
1.1111 |
1.1031 |
| S2 |
1.0998 |
1.0998 |
1.1095 |
|
| S3 |
1.0816 |
1.0881 |
1.1078 |
|
| S4 |
1.0633 |
1.0698 |
1.1028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1160 |
1.0935 |
0.0225 |
2.0% |
0.0069 |
0.6% |
32% |
False |
False |
21,970 |
| 10 |
1.1299 |
1.0935 |
0.0364 |
3.3% |
0.0066 |
0.6% |
20% |
False |
False |
23,080 |
| 20 |
1.1529 |
1.0935 |
0.0594 |
5.4% |
0.0065 |
0.6% |
12% |
False |
False |
15,576 |
| 40 |
1.1660 |
1.0935 |
0.0726 |
6.6% |
0.0062 |
0.6% |
10% |
False |
False |
7,806 |
| 60 |
1.1861 |
1.0935 |
0.0927 |
8.4% |
0.0068 |
0.6% |
8% |
False |
False |
5,241 |
| 80 |
1.1861 |
1.0935 |
0.0927 |
8.4% |
0.0064 |
0.6% |
8% |
False |
False |
3,944 |
| 100 |
1.1861 |
1.0935 |
0.0927 |
8.4% |
0.0056 |
0.5% |
8% |
False |
False |
3,155 |
| 120 |
1.1861 |
1.0935 |
0.0927 |
8.4% |
0.0053 |
0.5% |
8% |
False |
False |
2,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1377 |
|
2.618 |
1.1242 |
|
1.618 |
1.1159 |
|
1.000 |
1.1108 |
|
0.618 |
1.1076 |
|
HIGH |
1.1025 |
|
0.618 |
1.0993 |
|
0.500 |
1.0983 |
|
0.382 |
1.0973 |
|
LOW |
1.0942 |
|
0.618 |
1.0890 |
|
1.000 |
1.0859 |
|
1.618 |
1.0807 |
|
2.618 |
1.0724 |
|
4.250 |
1.0589 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0999 |
1.1004 |
| PP |
1.0991 |
1.1002 |
| S1 |
1.0983 |
1.1000 |
|