CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1470 |
1.1447 |
-0.0023 |
-0.2% |
1.1552 |
| High |
1.1501 |
1.1554 |
0.0053 |
0.5% |
1.1601 |
| Low |
1.1434 |
1.1439 |
0.0005 |
0.0% |
1.1413 |
| Close |
1.1445 |
1.1463 |
0.0018 |
0.2% |
1.1510 |
| Range |
0.0067 |
0.0115 |
0.0048 |
71.6% |
0.0188 |
| ATR |
0.0092 |
0.0093 |
0.0002 |
1.8% |
0.0000 |
| Volume |
11,035 |
19,682 |
8,647 |
78.4% |
93,285 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1830 |
1.1761 |
1.1526 |
|
| R3 |
1.1715 |
1.1646 |
1.1494 |
|
| R2 |
1.1600 |
1.1600 |
1.1484 |
|
| R1 |
1.1531 |
1.1531 |
1.1473 |
1.1566 |
| PP |
1.1485 |
1.1485 |
1.1485 |
1.1502 |
| S1 |
1.1416 |
1.1416 |
1.1452 |
1.1451 |
| S2 |
1.1370 |
1.1370 |
1.1441 |
|
| S3 |
1.1255 |
1.1301 |
1.1431 |
|
| S4 |
1.1140 |
1.1186 |
1.1399 |
|
|
| 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 |
1.1554 |
1.1434 |
0.0120 |
1.0% |
0.0088 |
0.8% |
24% |
True |
False |
14,714 |
| 10 |
1.1607 |
1.1413 |
0.0194 |
1.7% |
0.0091 |
0.8% |
26% |
False |
False |
17,326 |
| 20 |
1.1765 |
1.1413 |
0.0352 |
3.1% |
0.0093 |
0.8% |
14% |
False |
False |
18,756 |
| 40 |
1.1765 |
1.1148 |
0.0617 |
5.4% |
0.0094 |
0.8% |
51% |
False |
False |
19,339 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0088 |
0.8% |
56% |
False |
False |
13,937 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0081 |
0.7% |
56% |
False |
False |
10,494 |
| 100 |
1.1765 |
1.1036 |
0.0730 |
6.4% |
0.0073 |
0.6% |
59% |
False |
False |
8,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2042 |
|
2.618 |
1.1855 |
|
1.618 |
1.1740 |
|
1.000 |
1.1669 |
|
0.618 |
1.1625 |
|
HIGH |
1.1554 |
|
0.618 |
1.1510 |
|
0.500 |
1.1496 |
|
0.382 |
1.1482 |
|
LOW |
1.1439 |
|
0.618 |
1.1367 |
|
1.000 |
1.1324 |
|
1.618 |
1.1252 |
|
2.618 |
1.1137 |
|
4.250 |
1.0950 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1496 |
1.1494 |
| PP |
1.1485 |
1.1483 |
| S1 |
1.1474 |
1.1473 |
|