CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1.1360 |
1.1366 |
0.0006 |
0.1% |
1.1458 |
High |
1.1378 |
1.1366 |
-0.0012 |
-0.1% |
1.1458 |
Low |
1.1349 |
1.1366 |
0.0017 |
0.1% |
1.1366 |
Close |
1.1350 |
1.1366 |
0.0016 |
0.1% |
1.1366 |
Range |
0.0029 |
0.0000 |
-0.0029 |
-100.0% |
0.0093 |
ATR |
0.0043 |
0.0041 |
-0.0002 |
-4.5% |
0.0000 |
Volume |
271 |
18 |
-253 |
-93.4% |
193 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1366 |
1.1366 |
1.1366 |
|
R3 |
1.1366 |
1.1366 |
1.1366 |
|
R2 |
1.1366 |
1.1366 |
1.1366 |
|
R1 |
1.1366 |
1.1366 |
1.1366 |
1.1366 |
PP |
1.1366 |
1.1366 |
1.1366 |
1.1366 |
S1 |
1.1366 |
1.1366 |
1.1366 |
1.1366 |
S2 |
1.1366 |
1.1366 |
1.1366 |
|
S3 |
1.1366 |
1.1366 |
1.1366 |
|
S4 |
1.1366 |
1.1366 |
1.1366 |
|
|
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 |
1.1437 |
1.1340 |
0.0097 |
0.9% |
0.0028 |
0.2% |
27% |
False |
False |
69 |
10 |
1.1476 |
1.1340 |
0.0136 |
1.2% |
0.0023 |
0.2% |
19% |
False |
False |
48 |
20 |
1.1674 |
1.1340 |
0.0334 |
2.9% |
0.0030 |
0.3% |
8% |
False |
False |
26 |
40 |
1.1929 |
1.1340 |
0.0589 |
5.2% |
0.0034 |
0.3% |
4% |
False |
False |
16 |
60 |
1.1971 |
1.1340 |
0.0631 |
5.5% |
0.0033 |
0.3% |
4% |
False |
False |
11 |
80 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0032 |
0.3% |
7% |
False |
False |
9 |
100 |
1.1971 |
1.1318 |
0.0653 |
5.7% |
0.0032 |
0.3% |
7% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1366 |
2.618 |
1.1366 |
1.618 |
1.1366 |
1.000 |
1.1366 |
0.618 |
1.1366 |
HIGH |
1.1366 |
0.618 |
1.1366 |
0.500 |
1.1366 |
0.382 |
1.1366 |
LOW |
1.1366 |
0.618 |
1.1366 |
1.000 |
1.1366 |
1.618 |
1.1366 |
2.618 |
1.1366 |
4.250 |
1.1366 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1366 |
1.1364 |
PP |
1.1366 |
1.1361 |
S1 |
1.1366 |
1.1359 |
|