CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1485 |
1.1461 |
-0.0025 |
-0.2% |
1.1570 |
| High |
1.1564 |
1.1499 |
-0.0066 |
-0.6% |
1.1640 |
| Low |
1.1481 |
1.1441 |
-0.0040 |
-0.3% |
1.1535 |
| Close |
1.1485 |
1.1461 |
-0.0025 |
-0.2% |
1.1541 |
| Range |
0.0084 |
0.0058 |
-0.0026 |
-31.1% |
0.0105 |
| ATR |
0.0052 |
0.0053 |
0.0000 |
0.7% |
0.0000 |
| Volume |
4 |
0 |
-4 |
-100.0% |
35 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1639 |
1.1607 |
1.1492 |
|
| R3 |
1.1582 |
1.1550 |
1.1476 |
|
| R2 |
1.1524 |
1.1524 |
1.1471 |
|
| R1 |
1.1492 |
1.1492 |
1.1466 |
1.1489 |
| PP |
1.1467 |
1.1467 |
1.1467 |
1.1465 |
| S1 |
1.1435 |
1.1435 |
1.1455 |
1.1432 |
| S2 |
1.1409 |
1.1409 |
1.1450 |
|
| S3 |
1.1352 |
1.1377 |
1.1445 |
|
| S4 |
1.1294 |
1.1320 |
1.1429 |
|
|
| 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 |
1.1441 |
0.0199 |
1.7% |
0.0044 |
0.4% |
10% |
False |
True |
7 |
| 10 |
1.1674 |
1.1441 |
0.0233 |
2.0% |
0.0038 |
0.3% |
8% |
False |
True |
4 |
| 20 |
1.1750 |
1.1441 |
0.0309 |
2.7% |
0.0034 |
0.3% |
6% |
False |
True |
2 |
| 40 |
1.1971 |
1.1441 |
0.0530 |
4.6% |
0.0035 |
0.3% |
4% |
False |
True |
4 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0034 |
0.3% |
22% |
False |
False |
4 |
| 80 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0033 |
0.3% |
22% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1743 |
|
2.618 |
1.1649 |
|
1.618 |
1.1592 |
|
1.000 |
1.1556 |
|
0.618 |
1.1534 |
|
HIGH |
1.1499 |
|
0.618 |
1.1477 |
|
0.500 |
1.1470 |
|
0.382 |
1.1463 |
|
LOW |
1.1441 |
|
0.618 |
1.1405 |
|
1.000 |
1.1384 |
|
1.618 |
1.1348 |
|
2.618 |
1.1290 |
|
4.250 |
1.1197 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1470 |
1.1528 |
| PP |
1.1467 |
1.1505 |
| S1 |
1.1464 |
1.1483 |
|