CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1511 |
1.1507 |
-0.0004 |
0.0% |
1.1552 |
| High |
1.1514 |
1.1517 |
0.0004 |
0.0% |
1.1601 |
| Low |
1.1449 |
1.1435 |
-0.0014 |
-0.1% |
1.1413 |
| Close |
1.1506 |
1.1471 |
-0.0036 |
-0.3% |
1.1510 |
| Range |
0.0065 |
0.0082 |
0.0017 |
26.2% |
0.0188 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
11,466 |
12,531 |
1,065 |
9.3% |
93,285 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1720 |
1.1677 |
1.1516 |
|
| R3 |
1.1638 |
1.1595 |
1.1493 |
|
| R2 |
1.1556 |
1.1556 |
1.1486 |
|
| R1 |
1.1513 |
1.1513 |
1.1478 |
1.1494 |
| PP |
1.1474 |
1.1474 |
1.1474 |
1.1464 |
| S1 |
1.1431 |
1.1431 |
1.1463 |
1.1412 |
| S2 |
1.1392 |
1.1392 |
1.1455 |
|
| S3 |
1.1310 |
1.1349 |
1.1448 |
|
| S4 |
1.1228 |
1.1267 |
1.1425 |
|
|
| 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 |
1.1547 |
1.1413 |
0.0134 |
1.2% |
0.0091 |
0.8% |
43% |
False |
False |
16,516 |
| 10 |
1.1756 |
1.1413 |
0.0343 |
3.0% |
0.0100 |
0.9% |
17% |
False |
False |
18,993 |
| 20 |
1.1765 |
1.1413 |
0.0352 |
3.1% |
0.0099 |
0.9% |
16% |
False |
False |
20,023 |
| 40 |
1.1765 |
1.1092 |
0.0673 |
5.9% |
0.0094 |
0.8% |
56% |
False |
False |
19,558 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0088 |
0.8% |
58% |
False |
False |
13,435 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0080 |
0.7% |
58% |
False |
False |
10,111 |
| 100 |
1.1765 |
1.0989 |
0.0777 |
6.8% |
0.0072 |
0.6% |
62% |
False |
False |
8,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1866 |
|
2.618 |
1.1732 |
|
1.618 |
1.1650 |
|
1.000 |
1.1599 |
|
0.618 |
1.1568 |
|
HIGH |
1.1517 |
|
0.618 |
1.1486 |
|
0.500 |
1.1476 |
|
0.382 |
1.1466 |
|
LOW |
1.1435 |
|
0.618 |
1.1384 |
|
1.000 |
1.1353 |
|
1.618 |
1.1302 |
|
2.618 |
1.1220 |
|
4.250 |
1.1087 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1476 |
1.1491 |
| PP |
1.1474 |
1.1484 |
| S1 |
1.1472 |
1.1477 |
|