CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1370 |
1.1360 |
-0.0010 |
-0.1% |
1.1458 |
| High |
1.1397 |
1.1360 |
-0.0037 |
-0.3% |
1.1458 |
| Low |
1.1366 |
1.1340 |
-0.0026 |
-0.2% |
1.1366 |
| Close |
1.1366 |
1.1355 |
-0.0011 |
-0.1% |
1.1366 |
| Range |
0.0031 |
0.0020 |
-0.0011 |
-35.5% |
0.0093 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
193 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1412 |
1.1403 |
1.1366 |
|
| R3 |
1.1392 |
1.1383 |
1.1361 |
|
| R2 |
1.1372 |
1.1372 |
1.1359 |
|
| R1 |
1.1363 |
1.1363 |
1.1357 |
1.1358 |
| PP |
1.1352 |
1.1352 |
1.1352 |
1.1349 |
| S1 |
1.1343 |
1.1343 |
1.1353 |
1.1338 |
| S2 |
1.1332 |
1.1332 |
1.1351 |
|
| S3 |
1.1312 |
1.1323 |
1.1350 |
|
| S4 |
1.1292 |
1.1303 |
1.1344 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1674 |
1.1612 |
1.1416 |
|
| R3 |
1.1581 |
1.1520 |
1.1391 |
|
| R2 |
1.1489 |
1.1489 |
1.1382 |
|
| R1 |
1.1427 |
1.1427 |
1.1374 |
1.1412 |
| PP |
1.1396 |
1.1396 |
1.1396 |
1.1389 |
| S1 |
1.1335 |
1.1335 |
1.1357 |
1.1319 |
| S2 |
1.1304 |
1.1304 |
1.1349 |
|
| S3 |
1.1211 |
1.1242 |
1.1340 |
|
| S4 |
1.1119 |
1.1150 |
1.1315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1454 |
1.1340 |
0.0114 |
1.0% |
0.0029 |
0.3% |
13% |
False |
True |
34 |
| 10 |
1.1564 |
1.1340 |
0.0224 |
2.0% |
0.0034 |
0.3% |
7% |
False |
True |
20 |
| 20 |
1.1674 |
1.1340 |
0.0334 |
2.9% |
0.0029 |
0.3% |
4% |
False |
True |
11 |
| 40 |
1.1929 |
1.1340 |
0.0589 |
5.2% |
0.0034 |
0.3% |
3% |
False |
True |
8 |
| 60 |
1.1971 |
1.1340 |
0.0631 |
5.6% |
0.0034 |
0.3% |
2% |
False |
True |
7 |
| 80 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0032 |
0.3% |
6% |
False |
False |
6 |
| 100 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0032 |
0.3% |
6% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1445 |
|
2.618 |
1.1412 |
|
1.618 |
1.1392 |
|
1.000 |
1.1380 |
|
0.618 |
1.1372 |
|
HIGH |
1.1360 |
|
0.618 |
1.1352 |
|
0.500 |
1.1350 |
|
0.382 |
1.1348 |
|
LOW |
1.1340 |
|
0.618 |
1.1328 |
|
1.000 |
1.1320 |
|
1.618 |
1.1308 |
|
2.618 |
1.1288 |
|
4.250 |
1.1255 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1353 |
1.1389 |
| PP |
1.1352 |
1.1377 |
| S1 |
1.1350 |
1.1366 |
|