CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1453 |
1.1437 |
-0.0017 |
-0.1% |
1.1485 |
| High |
1.1454 |
1.1437 |
-0.0017 |
-0.1% |
1.1564 |
| Low |
1.1419 |
1.1380 |
-0.0040 |
-0.3% |
1.1429 |
| Close |
1.1423 |
1.1380 |
-0.0043 |
-0.4% |
1.1429 |
| Range |
0.0035 |
0.0058 |
0.0023 |
66.7% |
0.0135 |
| ATR |
0.0046 |
0.0046 |
0.0001 |
1.9% |
0.0000 |
| Volume |
50 |
53 |
3 |
6.0% |
5 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1571 |
1.1533 |
1.1411 |
|
| R3 |
1.1514 |
1.1475 |
1.1395 |
|
| R2 |
1.1456 |
1.1456 |
1.1390 |
|
| R1 |
1.1418 |
1.1418 |
1.1385 |
1.1408 |
| PP |
1.1399 |
1.1399 |
1.1399 |
1.1394 |
| S1 |
1.1360 |
1.1360 |
1.1374 |
1.1351 |
| S2 |
1.1341 |
1.1341 |
1.1369 |
|
| S3 |
1.1284 |
1.1303 |
1.1364 |
|
| S4 |
1.1226 |
1.1245 |
1.1348 |
|
|
| 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 |
1.1476 |
1.1380 |
0.0096 |
0.8% |
0.0028 |
0.2% |
0% |
False |
True |
38 |
| 10 |
1.1614 |
1.1380 |
0.0235 |
2.1% |
0.0037 |
0.3% |
0% |
False |
True |
23 |
| 20 |
1.1674 |
1.1380 |
0.0294 |
2.6% |
0.0029 |
0.3% |
0% |
False |
True |
11 |
| 40 |
1.1929 |
1.1380 |
0.0550 |
4.8% |
0.0033 |
0.3% |
0% |
False |
True |
8 |
| 60 |
1.1971 |
1.1380 |
0.0591 |
5.2% |
0.0033 |
0.3% |
0% |
False |
True |
7 |
| 80 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0032 |
0.3% |
9% |
False |
False |
6 |
| 100 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0032 |
0.3% |
9% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1681 |
|
2.618 |
1.1588 |
|
1.618 |
1.1530 |
|
1.000 |
1.1495 |
|
0.618 |
1.1473 |
|
HIGH |
1.1437 |
|
0.618 |
1.1415 |
|
0.500 |
1.1408 |
|
0.382 |
1.1401 |
|
LOW |
1.1380 |
|
0.618 |
1.1344 |
|
1.000 |
1.1322 |
|
1.618 |
1.1286 |
|
2.618 |
1.1229 |
|
4.250 |
1.1135 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1408 |
1.1417 |
| PP |
1.1399 |
1.1404 |
| S1 |
1.1389 |
1.1392 |
|