CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1518 |
1.1450 |
-0.0068 |
-0.6% |
1.1619 |
| High |
1.1523 |
1.1504 |
-0.0019 |
-0.2% |
1.1756 |
| Low |
1.1413 |
1.1419 |
0.0006 |
0.0% |
1.1506 |
| Close |
1.1455 |
1.1482 |
0.0027 |
0.2% |
1.1566 |
| Range |
0.0110 |
0.0086 |
-0.0025 |
-22.3% |
0.0251 |
| ATR |
0.0096 |
0.0096 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
23,228 |
16,499 |
-6,729 |
-29.0% |
106,863 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1725 |
1.1689 |
1.1529 |
|
| R3 |
1.1639 |
1.1603 |
1.1505 |
|
| R2 |
1.1554 |
1.1554 |
1.1497 |
|
| R1 |
1.1518 |
1.1518 |
1.1489 |
1.1536 |
| PP |
1.1468 |
1.1468 |
1.1468 |
1.1477 |
| S1 |
1.1432 |
1.1432 |
1.1474 |
1.1450 |
| S2 |
1.1383 |
1.1383 |
1.1466 |
|
| S3 |
1.1297 |
1.1347 |
1.1458 |
|
| S4 |
1.1212 |
1.1261 |
1.1434 |
|
|
| 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 |
1.1607 |
1.1413 |
0.0194 |
1.7% |
0.0094 |
0.8% |
35% |
False |
False |
19,939 |
| 10 |
1.1756 |
1.1413 |
0.0343 |
3.0% |
0.0096 |
0.8% |
20% |
False |
False |
19,550 |
| 20 |
1.1765 |
1.1232 |
0.0534 |
4.6% |
0.0101 |
0.9% |
47% |
False |
False |
20,674 |
| 40 |
1.1765 |
1.1092 |
0.0673 |
5.9% |
0.0094 |
0.8% |
58% |
False |
False |
18,984 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0086 |
0.7% |
59% |
False |
False |
12,731 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0080 |
0.7% |
59% |
False |
False |
9,579 |
| 100 |
1.1765 |
1.0920 |
0.0845 |
7.4% |
0.0071 |
0.6% |
66% |
False |
False |
7,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1867 |
|
2.618 |
1.1728 |
|
1.618 |
1.1642 |
|
1.000 |
1.1590 |
|
0.618 |
1.1557 |
|
HIGH |
1.1504 |
|
0.618 |
1.1471 |
|
0.500 |
1.1461 |
|
0.382 |
1.1451 |
|
LOW |
1.1419 |
|
0.618 |
1.1366 |
|
1.000 |
1.1333 |
|
1.618 |
1.1280 |
|
2.618 |
1.1195 |
|
4.250 |
1.1055 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1475 |
1.1479 |
| PP |
1.1468 |
1.1477 |
| S1 |
1.1461 |
1.1475 |
|