CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1130 |
1.1079 |
-0.0052 |
-0.5% |
1.1360 |
| High |
1.1130 |
1.1141 |
0.0011 |
0.1% |
1.1378 |
| Low |
1.1060 |
1.1079 |
0.0019 |
0.2% |
1.1240 |
| Close |
1.1071 |
1.1123 |
0.0052 |
0.5% |
1.1246 |
| Range |
0.0070 |
0.0062 |
-0.0008 |
-11.4% |
0.0138 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
3.2% |
0.0000 |
| Volume |
24 |
8 |
-16 |
-66.7% |
307 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1300 |
1.1273 |
1.1157 |
|
| R3 |
1.1238 |
1.1211 |
1.1140 |
|
| R2 |
1.1176 |
1.1176 |
1.1134 |
|
| R1 |
1.1149 |
1.1149 |
1.1128 |
1.1163 |
| PP |
1.1114 |
1.1114 |
1.1114 |
1.1121 |
| S1 |
1.1087 |
1.1087 |
1.1117 |
1.1101 |
| S2 |
1.1052 |
1.1052 |
1.1111 |
|
| S3 |
1.0990 |
1.1025 |
1.1105 |
|
| S4 |
1.0928 |
1.0963 |
1.1088 |
|
|
| 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 |
1.1276 |
1.1060 |
0.0216 |
1.9% |
0.0052 |
0.5% |
29% |
False |
False |
10 |
| 10 |
1.1397 |
1.1060 |
0.0337 |
3.0% |
0.0039 |
0.4% |
19% |
False |
False |
35 |
| 20 |
1.1614 |
1.1060 |
0.0554 |
5.0% |
0.0038 |
0.3% |
11% |
False |
False |
29 |
| 40 |
1.1769 |
1.1060 |
0.0709 |
6.4% |
0.0035 |
0.3% |
9% |
False |
False |
16 |
| 60 |
1.1971 |
1.1060 |
0.0911 |
8.2% |
0.0036 |
0.3% |
7% |
False |
False |
12 |
| 80 |
1.1971 |
1.1060 |
0.0911 |
8.2% |
0.0035 |
0.3% |
7% |
False |
False |
10 |
| 100 |
1.1971 |
1.1060 |
0.0911 |
8.2% |
0.0032 |
0.3% |
7% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1404 |
|
2.618 |
1.1303 |
|
1.618 |
1.1241 |
|
1.000 |
1.1203 |
|
0.618 |
1.1179 |
|
HIGH |
1.1141 |
|
0.618 |
1.1117 |
|
0.500 |
1.1110 |
|
0.382 |
1.1102 |
|
LOW |
1.1079 |
|
0.618 |
1.1040 |
|
1.000 |
1.1017 |
|
1.618 |
1.0978 |
|
2.618 |
1.0916 |
|
4.250 |
1.0815 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1118 |
1.1120 |
| PP |
1.1114 |
1.1118 |
| S1 |
1.1110 |
1.1115 |
|