CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1507 |
1.1470 |
-0.0037 |
-0.3% |
1.1552 |
| High |
1.1517 |
1.1501 |
-0.0017 |
-0.1% |
1.1601 |
| Low |
1.1435 |
1.1434 |
-0.0002 |
0.0% |
1.1413 |
| Close |
1.1471 |
1.1445 |
-0.0026 |
-0.2% |
1.1510 |
| Range |
0.0082 |
0.0067 |
-0.0015 |
-18.3% |
0.0188 |
| ATR |
0.0093 |
0.0092 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
12,531 |
11,035 |
-1,496 |
-11.9% |
93,285 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1661 |
1.1620 |
1.1482 |
|
| R3 |
1.1594 |
1.1553 |
1.1463 |
|
| R2 |
1.1527 |
1.1527 |
1.1457 |
|
| R1 |
1.1486 |
1.1486 |
1.1451 |
1.1473 |
| PP |
1.1460 |
1.1460 |
1.1460 |
1.1453 |
| S1 |
1.1419 |
1.1419 |
1.1439 |
1.1406 |
| S2 |
1.1393 |
1.1393 |
1.1433 |
|
| S3 |
1.1326 |
1.1352 |
1.1427 |
|
| S4 |
1.1259 |
1.1285 |
1.1408 |
|
|
| 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 |
1.1419 |
0.0129 |
1.1% |
0.0082 |
0.7% |
21% |
False |
False |
14,077 |
| 10 |
1.1756 |
1.1413 |
0.0343 |
3.0% |
0.0099 |
0.9% |
9% |
False |
False |
18,098 |
| 20 |
1.1765 |
1.1413 |
0.0352 |
3.1% |
0.0093 |
0.8% |
9% |
False |
False |
18,795 |
| 40 |
1.1765 |
1.1115 |
0.0650 |
5.7% |
0.0093 |
0.8% |
51% |
False |
False |
19,516 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0087 |
0.8% |
54% |
False |
False |
13,609 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0080 |
0.7% |
54% |
False |
False |
10,249 |
| 100 |
1.1765 |
1.0989 |
0.0777 |
6.8% |
0.0072 |
0.6% |
59% |
False |
False |
8,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1785 |
|
2.618 |
1.1676 |
|
1.618 |
1.1609 |
|
1.000 |
1.1568 |
|
0.618 |
1.1542 |
|
HIGH |
1.1501 |
|
0.618 |
1.1475 |
|
0.500 |
1.1467 |
|
0.382 |
1.1459 |
|
LOW |
1.1434 |
|
0.618 |
1.1392 |
|
1.000 |
1.1367 |
|
1.618 |
1.1325 |
|
2.618 |
1.1258 |
|
4.250 |
1.1149 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1467 |
1.1475 |
| PP |
1.1460 |
1.1465 |
| S1 |
1.1452 |
1.1455 |
|