CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1.1435 |
1.1458 |
0.0024 |
0.2% |
1.1485 |
High |
1.1476 |
1.1458 |
-0.0018 |
-0.2% |
1.1564 |
Low |
1.1429 |
1.1458 |
0.0029 |
0.3% |
1.1429 |
Close |
1.1429 |
1.1458 |
0.0029 |
0.3% |
1.1429 |
Range |
0.0047 |
0.0000 |
-0.0047 |
-100.0% |
0.0135 |
ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
1 |
23 |
22 |
2,200.0% |
5 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1458 |
1.1458 |
1.1458 |
|
R3 |
1.1458 |
1.1458 |
1.1458 |
|
R2 |
1.1458 |
1.1458 |
1.1458 |
|
R1 |
1.1458 |
1.1458 |
1.1458 |
1.1458 |
PP |
1.1458 |
1.1458 |
1.1458 |
1.1458 |
S1 |
1.1458 |
1.1458 |
1.1458 |
1.1458 |
S2 |
1.1458 |
1.1458 |
1.1458 |
|
S3 |
1.1458 |
1.1458 |
1.1458 |
|
S4 |
1.1458 |
1.1458 |
1.1458 |
|
|
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 |
1.1564 |
1.1429 |
0.0135 |
1.2% |
0.0039 |
0.3% |
21% |
False |
False |
5 |
10 |
1.1640 |
1.1429 |
0.0211 |
1.8% |
0.0028 |
0.2% |
14% |
False |
False |
6 |
20 |
1.1691 |
1.1429 |
0.0262 |
2.3% |
0.0029 |
0.3% |
11% |
False |
False |
3 |
40 |
1.1971 |
1.1429 |
0.0542 |
4.7% |
0.0031 |
0.3% |
5% |
False |
False |
4 |
60 |
1.1971 |
1.1368 |
0.0603 |
5.3% |
0.0034 |
0.3% |
15% |
False |
False |
4 |
80 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0032 |
0.3% |
21% |
False |
False |
3 |
100 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0031 |
0.3% |
21% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1458 |
2.618 |
1.1458 |
1.618 |
1.1458 |
1.000 |
1.1458 |
0.618 |
1.1458 |
HIGH |
1.1458 |
0.618 |
1.1458 |
0.500 |
1.1458 |
0.382 |
1.1458 |
LOW |
1.1458 |
0.618 |
1.1458 |
1.000 |
1.1458 |
1.618 |
1.1458 |
2.618 |
1.1458 |
4.250 |
1.1458 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1458 |
1.1456 |
PP |
1.1458 |
1.1454 |
S1 |
1.1458 |
1.1452 |
|