CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1447 |
1.1450 |
0.0003 |
0.0% |
1.1511 |
| High |
1.1554 |
1.1493 |
-0.0061 |
-0.5% |
1.1554 |
| Low |
1.1439 |
1.1431 |
-0.0008 |
-0.1% |
1.1431 |
| Close |
1.1463 |
1.1458 |
-0.0005 |
0.0% |
1.1458 |
| Range |
0.0115 |
0.0062 |
-0.0054 |
-46.5% |
0.0123 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
19,682 |
14,241 |
-5,441 |
-27.6% |
68,955 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1645 |
1.1613 |
1.1492 |
|
| R3 |
1.1584 |
1.1552 |
1.1475 |
|
| R2 |
1.1522 |
1.1522 |
1.1469 |
|
| R1 |
1.1490 |
1.1490 |
1.1464 |
1.1506 |
| PP |
1.1461 |
1.1461 |
1.1461 |
1.1469 |
| S1 |
1.1429 |
1.1429 |
1.1452 |
1.1445 |
| S2 |
1.1399 |
1.1399 |
1.1447 |
|
| S3 |
1.1338 |
1.1367 |
1.1441 |
|
| S4 |
1.1276 |
1.1306 |
1.1424 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1848 |
1.1776 |
1.1525 |
|
| R3 |
1.1726 |
1.1653 |
1.1492 |
|
| R2 |
1.1603 |
1.1603 |
1.1480 |
|
| R1 |
1.1531 |
1.1531 |
1.1469 |
1.1506 |
| PP |
1.1481 |
1.1481 |
1.1481 |
1.1468 |
| S1 |
1.1408 |
1.1408 |
1.1447 |
1.1383 |
| S2 |
1.1358 |
1.1358 |
1.1436 |
|
| S3 |
1.1236 |
1.1286 |
1.1424 |
|
| S4 |
1.1113 |
1.1163 |
1.1391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1554 |
1.1431 |
0.0123 |
1.1% |
0.0078 |
0.7% |
22% |
False |
True |
13,791 |
| 10 |
1.1601 |
1.1413 |
0.0188 |
1.6% |
0.0087 |
0.8% |
24% |
False |
False |
16,224 |
| 20 |
1.1765 |
1.1413 |
0.0352 |
3.1% |
0.0091 |
0.8% |
13% |
False |
False |
18,274 |
| 40 |
1.1765 |
1.1148 |
0.0617 |
5.4% |
0.0092 |
0.8% |
50% |
False |
False |
19,226 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0088 |
0.8% |
56% |
False |
False |
14,173 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0081 |
0.7% |
56% |
False |
False |
10,672 |
| 100 |
1.1765 |
1.1036 |
0.0730 |
6.4% |
0.0074 |
0.6% |
58% |
False |
False |
8,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1754 |
|
2.618 |
1.1654 |
|
1.618 |
1.1592 |
|
1.000 |
1.1554 |
|
0.618 |
1.1531 |
|
HIGH |
1.1493 |
|
0.618 |
1.1469 |
|
0.500 |
1.1462 |
|
0.382 |
1.1454 |
|
LOW |
1.1431 |
|
0.618 |
1.1393 |
|
1.000 |
1.1370 |
|
1.618 |
1.1331 |
|
2.618 |
1.1270 |
|
4.250 |
1.1170 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1462 |
1.1492 |
| PP |
1.1461 |
1.1481 |
| S1 |
1.1459 |
1.1469 |
|