CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 08-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1.1437 |
1.1435 |
-0.0003 |
0.0% |
1.1485 |
High |
1.1437 |
1.1476 |
0.0039 |
0.3% |
1.1564 |
Low |
1.1429 |
1.1429 |
0.0000 |
0.0% |
1.1429 |
Close |
1.1437 |
1.1429 |
-0.0008 |
-0.1% |
1.1429 |
Range |
0.0008 |
0.0047 |
0.0039 |
481.3% |
0.0135 |
ATR |
0.0051 |
0.0051 |
0.0000 |
-0.7% |
0.0000 |
Volume |
0 |
1 |
1 |
|
5 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1584 |
1.1553 |
1.1455 |
|
R3 |
1.1538 |
1.1507 |
1.1442 |
|
R2 |
1.1491 |
1.1491 |
1.1438 |
|
R1 |
1.1460 |
1.1460 |
1.1433 |
1.1452 |
PP |
1.1445 |
1.1445 |
1.1445 |
1.1441 |
S1 |
1.1414 |
1.1414 |
1.1425 |
1.1406 |
S2 |
1.1398 |
1.1398 |
1.1420 |
|
S3 |
1.1352 |
1.1367 |
1.1416 |
|
S4 |
1.1305 |
1.1321 |
1.1403 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1879 |
1.1789 |
1.1503 |
|
R3 |
1.1744 |
1.1654 |
1.1466 |
|
R2 |
1.1609 |
1.1609 |
1.1454 |
|
R1 |
1.1519 |
1.1519 |
1.1441 |
1.1497 |
PP |
1.1474 |
1.1474 |
1.1474 |
1.1463 |
S1 |
1.1384 |
1.1384 |
1.1417 |
1.1362 |
S2 |
1.1339 |
1.1339 |
1.1404 |
|
S3 |
1.1204 |
1.1249 |
1.1392 |
|
S4 |
1.1069 |
1.1114 |
1.1355 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1614 |
1.1429 |
0.0185 |
1.6% |
0.0055 |
0.5% |
0% |
False |
True |
1 |
10 |
1.1640 |
1.1429 |
0.0211 |
1.8% |
0.0032 |
0.3% |
0% |
False |
True |
4 |
20 |
1.1713 |
1.1429 |
0.0284 |
2.5% |
0.0031 |
0.3% |
0% |
False |
True |
2 |
40 |
1.1971 |
1.1429 |
0.0542 |
4.7% |
0.0032 |
0.3% |
0% |
False |
True |
4 |
60 |
1.1971 |
1.1368 |
0.0603 |
5.3% |
0.0035 |
0.3% |
10% |
False |
False |
4 |
80 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0032 |
0.3% |
17% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1673 |
2.618 |
1.1597 |
1.618 |
1.1551 |
1.000 |
1.1522 |
0.618 |
1.1504 |
HIGH |
1.1476 |
0.618 |
1.1458 |
0.500 |
1.1452 |
0.382 |
1.1447 |
LOW |
1.1429 |
0.618 |
1.1400 |
1.000 |
1.1383 |
1.618 |
1.1354 |
2.618 |
1.1307 |
4.250 |
1.1231 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1452 |
1.1464 |
PP |
1.1445 |
1.1452 |
S1 |
1.1437 |
1.1441 |
|