CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1230 |
1.1170 |
-0.0060 |
-0.5% |
1.1360 |
| High |
1.1230 |
1.1170 |
-0.0060 |
-0.5% |
1.1378 |
| Low |
1.1168 |
1.1140 |
-0.0028 |
-0.3% |
1.1240 |
| Close |
1.1176 |
1.1141 |
-0.0035 |
-0.3% |
1.1246 |
| Range |
0.0062 |
0.0030 |
-0.0032 |
-51.6% |
0.0138 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
11 |
4 |
-7 |
-63.6% |
307 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1221 |
1.1158 |
|
| R3 |
1.1210 |
1.1191 |
1.1149 |
|
| R2 |
1.1180 |
1.1180 |
1.1147 |
|
| R1 |
1.1161 |
1.1161 |
1.1144 |
1.1156 |
| PP |
1.1150 |
1.1150 |
1.1150 |
1.1148 |
| S1 |
1.1131 |
1.1131 |
1.1138 |
1.1126 |
| S2 |
1.1120 |
1.1120 |
1.1136 |
|
| S3 |
1.1090 |
1.1101 |
1.1133 |
|
| S4 |
1.1060 |
1.1071 |
1.1125 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1702 |
1.1612 |
1.1322 |
|
| R3 |
1.1564 |
1.1474 |
1.1284 |
|
| R2 |
1.1426 |
1.1426 |
1.1271 |
|
| R1 |
1.1336 |
1.1336 |
1.1259 |
1.1312 |
| PP |
1.1288 |
1.1288 |
1.1288 |
1.1276 |
| S1 |
1.1198 |
1.1198 |
1.1233 |
1.1174 |
| S2 |
1.1150 |
1.1150 |
1.1221 |
|
| S3 |
1.1012 |
1.1060 |
1.1208 |
|
| S4 |
1.0874 |
1.0922 |
1.1170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1366 |
1.1140 |
0.0226 |
2.0% |
0.0036 |
0.3% |
0% |
False |
True |
9 |
| 10 |
1.1454 |
1.1140 |
0.0314 |
2.8% |
0.0035 |
0.3% |
0% |
False |
True |
42 |
| 20 |
1.1640 |
1.1140 |
0.0500 |
4.5% |
0.0031 |
0.3% |
0% |
False |
True |
27 |
| 40 |
1.1769 |
1.1140 |
0.0629 |
5.6% |
0.0034 |
0.3% |
0% |
False |
True |
16 |
| 60 |
1.1971 |
1.1140 |
0.0831 |
7.5% |
0.0034 |
0.3% |
0% |
False |
True |
12 |
| 80 |
1.1971 |
1.1140 |
0.0831 |
7.5% |
0.0034 |
0.3% |
0% |
False |
True |
9 |
| 100 |
1.1971 |
1.1140 |
0.0831 |
7.5% |
0.0033 |
0.3% |
0% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1298 |
|
2.618 |
1.1249 |
|
1.618 |
1.1219 |
|
1.000 |
1.1200 |
|
0.618 |
1.1189 |
|
HIGH |
1.1170 |
|
0.618 |
1.1159 |
|
0.500 |
1.1155 |
|
0.382 |
1.1151 |
|
LOW |
1.1140 |
|
0.618 |
1.1121 |
|
1.000 |
1.1110 |
|
1.618 |
1.1091 |
|
2.618 |
1.1061 |
|
4.250 |
1.1013 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1155 |
1.1208 |
| PP |
1.1150 |
1.1186 |
| S1 |
1.1146 |
1.1163 |
|