CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1541 |
1.1485 |
-0.0056 |
-0.5% |
1.1570 |
| High |
1.1614 |
1.1564 |
-0.0050 |
-0.4% |
1.1640 |
| Low |
1.1535 |
1.1481 |
-0.0055 |
-0.5% |
1.1535 |
| Close |
1.1541 |
1.1485 |
-0.0056 |
-0.5% |
1.1541 |
| Range |
0.0079 |
0.0084 |
0.0005 |
5.7% |
0.0105 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
4.8% |
0.0000 |
| Volume |
0 |
4 |
4 |
|
35 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1760 |
1.1706 |
1.1531 |
|
| R3 |
1.1677 |
1.1623 |
1.1508 |
|
| R2 |
1.1593 |
1.1593 |
1.1500 |
|
| R1 |
1.1539 |
1.1539 |
1.1493 |
1.1527 |
| PP |
1.1510 |
1.1510 |
1.1510 |
1.1504 |
| S1 |
1.1456 |
1.1456 |
1.1477 |
1.1443 |
| S2 |
1.1426 |
1.1426 |
1.1470 |
|
| S3 |
1.1343 |
1.1372 |
1.1462 |
|
| S4 |
1.1259 |
1.1289 |
1.1439 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1819 |
1.1599 |
|
| R3 |
1.1782 |
1.1714 |
1.1570 |
|
| R2 |
1.1677 |
1.1677 |
1.1560 |
|
| R1 |
1.1609 |
1.1609 |
1.1551 |
1.1591 |
| PP |
1.1572 |
1.1572 |
1.1572 |
1.1563 |
| S1 |
1.1504 |
1.1504 |
1.1531 |
1.1486 |
| S2 |
1.1467 |
1.1467 |
1.1522 |
|
| S3 |
1.1362 |
1.1399 |
1.1512 |
|
| S4 |
1.1257 |
1.1294 |
1.1483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1640 |
1.1481 |
0.0160 |
1.4% |
0.0033 |
0.3% |
3% |
False |
True |
7 |
| 10 |
1.1674 |
1.1481 |
0.0193 |
1.7% |
0.0032 |
0.3% |
2% |
False |
True |
4 |
| 20 |
1.1750 |
1.1481 |
0.0270 |
2.3% |
0.0031 |
0.3% |
2% |
False |
True |
2 |
| 40 |
1.1971 |
1.1481 |
0.0490 |
4.3% |
0.0035 |
0.3% |
1% |
False |
True |
4 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0034 |
0.3% |
26% |
False |
False |
4 |
| 80 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0032 |
0.3% |
26% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1919 |
|
2.618 |
1.1783 |
|
1.618 |
1.1699 |
|
1.000 |
1.1648 |
|
0.618 |
1.1616 |
|
HIGH |
1.1564 |
|
0.618 |
1.1532 |
|
0.500 |
1.1522 |
|
0.382 |
1.1512 |
|
LOW |
1.1481 |
|
0.618 |
1.1429 |
|
1.000 |
1.1397 |
|
1.618 |
1.1345 |
|
2.618 |
1.1262 |
|
4.250 |
1.1126 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1522 |
1.1547 |
| PP |
1.1510 |
1.1527 |
| S1 |
1.1497 |
1.1506 |
|