CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1450 |
1.1491 |
0.0041 |
0.4% |
1.1552 |
| High |
1.1504 |
1.1547 |
0.0043 |
0.4% |
1.1601 |
| Low |
1.1419 |
1.1437 |
0.0019 |
0.2% |
1.1413 |
| Close |
1.1482 |
1.1510 |
0.0028 |
0.2% |
1.1510 |
| Range |
0.0086 |
0.0110 |
0.0025 |
28.7% |
0.0188 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.1% |
0.0000 |
| Volume |
16,499 |
18,856 |
2,357 |
14.3% |
93,285 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1828 |
1.1779 |
1.1570 |
|
| R3 |
1.1718 |
1.1669 |
1.1540 |
|
| R2 |
1.1608 |
1.1608 |
1.1530 |
|
| R1 |
1.1559 |
1.1559 |
1.1520 |
1.1583 |
| PP |
1.1498 |
1.1498 |
1.1498 |
1.1510 |
| S1 |
1.1449 |
1.1449 |
1.1499 |
1.1473 |
| S2 |
1.1388 |
1.1388 |
1.1489 |
|
| S3 |
1.1278 |
1.1339 |
1.1479 |
|
| S4 |
1.1168 |
1.1229 |
1.1449 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2070 |
1.1977 |
1.1613 |
|
| R3 |
1.1883 |
1.1790 |
1.1561 |
|
| R2 |
1.1695 |
1.1695 |
1.1544 |
|
| R1 |
1.1602 |
1.1602 |
1.1527 |
1.1555 |
| PP |
1.1508 |
1.1508 |
1.1508 |
1.1484 |
| S1 |
1.1415 |
1.1415 |
1.1492 |
1.1368 |
| S2 |
1.1320 |
1.1320 |
1.1475 |
|
| S3 |
1.1133 |
1.1227 |
1.1458 |
|
| S4 |
1.0945 |
1.1040 |
1.1406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1601 |
1.1413 |
0.0188 |
1.6% |
0.0096 |
0.8% |
51% |
False |
False |
18,657 |
| 10 |
1.1756 |
1.1413 |
0.0343 |
3.0% |
0.0102 |
0.9% |
28% |
False |
False |
20,014 |
| 20 |
1.1765 |
1.1296 |
0.0470 |
4.1% |
0.0100 |
0.9% |
46% |
False |
False |
20,416 |
| 40 |
1.1765 |
1.1092 |
0.0673 |
5.8% |
0.0095 |
0.8% |
62% |
False |
False |
19,441 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0087 |
0.8% |
63% |
False |
False |
13,044 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0081 |
0.7% |
63% |
False |
False |
9,815 |
| 100 |
1.1765 |
1.0920 |
0.0845 |
7.3% |
0.0072 |
0.6% |
70% |
False |
False |
7,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2015 |
|
2.618 |
1.1835 |
|
1.618 |
1.1725 |
|
1.000 |
1.1657 |
|
0.618 |
1.1615 |
|
HIGH |
1.1547 |
|
0.618 |
1.1505 |
|
0.500 |
1.1492 |
|
0.382 |
1.1479 |
|
LOW |
1.1437 |
|
0.618 |
1.1369 |
|
1.000 |
1.1327 |
|
1.618 |
1.1259 |
|
2.618 |
1.1149 |
|
4.250 |
1.0970 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1504 |
1.1500 |
| PP |
1.1498 |
1.1490 |
| S1 |
1.1492 |
1.1480 |
|