CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1552 |
1.1529 |
-0.0023 |
-0.2% |
1.1619 |
| High |
1.1601 |
1.1537 |
-0.0064 |
-0.6% |
1.1756 |
| Low |
1.1514 |
1.1451 |
-0.0064 |
-0.6% |
1.1506 |
| Close |
1.1532 |
1.1477 |
-0.0055 |
-0.5% |
1.1566 |
| Range |
0.0087 |
0.0086 |
-0.0001 |
-0.6% |
0.0251 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
18,601 |
16,101 |
-2,500 |
-13.4% |
106,863 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1746 |
1.1697 |
1.1524 |
|
| R3 |
1.1660 |
1.1611 |
1.1500 |
|
| R2 |
1.1574 |
1.1574 |
1.1492 |
|
| R1 |
1.1525 |
1.1525 |
1.1484 |
1.1507 |
| PP |
1.1488 |
1.1488 |
1.1488 |
1.1479 |
| S1 |
1.1439 |
1.1439 |
1.1469 |
1.1421 |
| S2 |
1.1402 |
1.1402 |
1.1461 |
|
| S3 |
1.1316 |
1.1353 |
1.1453 |
|
| S4 |
1.1230 |
1.1267 |
1.1429 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2361 |
1.2214 |
1.1704 |
|
| R3 |
1.2110 |
1.1963 |
1.1635 |
|
| R2 |
1.1860 |
1.1860 |
1.1612 |
|
| R1 |
1.1713 |
1.1713 |
1.1589 |
1.1661 |
| PP |
1.1609 |
1.1609 |
1.1609 |
1.1583 |
| S1 |
1.1462 |
1.1462 |
1.1543 |
1.1411 |
| S2 |
1.1359 |
1.1359 |
1.1520 |
|
| S3 |
1.1108 |
1.1212 |
1.1497 |
|
| S4 |
1.0858 |
1.0961 |
1.1428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1756 |
1.1451 |
0.0306 |
2.7% |
0.0110 |
1.0% |
9% |
False |
True |
21,470 |
| 10 |
1.1756 |
1.1451 |
0.0306 |
2.7% |
0.0099 |
0.9% |
9% |
False |
True |
19,464 |
| 20 |
1.1765 |
1.1196 |
0.0569 |
5.0% |
0.0097 |
0.8% |
49% |
False |
False |
20,901 |
| 40 |
1.1765 |
1.1092 |
0.0673 |
5.9% |
0.0093 |
0.8% |
57% |
False |
False |
18,018 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0086 |
0.7% |
58% |
False |
False |
12,075 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0078 |
0.7% |
58% |
False |
False |
9,083 |
| 100 |
1.1765 |
1.0920 |
0.0845 |
7.4% |
0.0073 |
0.6% |
66% |
False |
False |
7,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1902 |
|
2.618 |
1.1762 |
|
1.618 |
1.1676 |
|
1.000 |
1.1623 |
|
0.618 |
1.1590 |
|
HIGH |
1.1537 |
|
0.618 |
1.1504 |
|
0.500 |
1.1494 |
|
0.382 |
1.1483 |
|
LOW |
1.1451 |
|
0.618 |
1.1397 |
|
1.000 |
1.1365 |
|
1.618 |
1.1311 |
|
2.618 |
1.1225 |
|
4.250 |
1.1085 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1494 |
1.1529 |
| PP |
1.1488 |
1.1511 |
| S1 |
1.1482 |
1.1494 |
|