CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1450 |
1.1452 |
0.0002 |
0.0% |
1.1511 |
| High |
1.1493 |
1.1463 |
-0.0030 |
-0.3% |
1.1554 |
| Low |
1.1431 |
1.1370 |
-0.0061 |
-0.5% |
1.1431 |
| Close |
1.1458 |
1.1419 |
-0.0040 |
-0.3% |
1.1458 |
| Range |
0.0062 |
0.0093 |
0.0032 |
51.2% |
0.0123 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.2% |
0.0000 |
| Volume |
14,241 |
16,504 |
2,263 |
15.9% |
68,955 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1696 |
1.1650 |
1.1470 |
|
| R3 |
1.1603 |
1.1557 |
1.1444 |
|
| R2 |
1.1510 |
1.1510 |
1.1436 |
|
| R1 |
1.1464 |
1.1464 |
1.1427 |
1.1441 |
| PP |
1.1417 |
1.1417 |
1.1417 |
1.1405 |
| S1 |
1.1371 |
1.1371 |
1.1410 |
1.1348 |
| S2 |
1.1324 |
1.1324 |
1.1401 |
|
| S3 |
1.1231 |
1.1278 |
1.1393 |
|
| S4 |
1.1138 |
1.1185 |
1.1367 |
|
|
| 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 |
1.1370 |
0.0184 |
1.6% |
0.0084 |
0.7% |
26% |
False |
True |
14,798 |
| 10 |
1.1554 |
1.1370 |
0.0184 |
1.6% |
0.0088 |
0.8% |
26% |
False |
True |
16,014 |
| 20 |
1.1765 |
1.1370 |
0.0395 |
3.5% |
0.0093 |
0.8% |
12% |
False |
True |
18,155 |
| 40 |
1.1765 |
1.1179 |
0.0586 |
5.1% |
0.0090 |
0.8% |
41% |
False |
False |
18,886 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0088 |
0.8% |
50% |
False |
False |
14,447 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0082 |
0.7% |
50% |
False |
False |
10,879 |
| 100 |
1.1765 |
1.1036 |
0.0730 |
6.4% |
0.0074 |
0.6% |
53% |
False |
False |
8,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1858 |
|
2.618 |
1.1706 |
|
1.618 |
1.1613 |
|
1.000 |
1.1556 |
|
0.618 |
1.1520 |
|
HIGH |
1.1463 |
|
0.618 |
1.1427 |
|
0.500 |
1.1417 |
|
0.382 |
1.1406 |
|
LOW |
1.1370 |
|
0.618 |
1.1313 |
|
1.000 |
1.1277 |
|
1.618 |
1.1220 |
|
2.618 |
1.1127 |
|
4.250 |
1.0975 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1418 |
1.1462 |
| PP |
1.1417 |
1.1447 |
| S1 |
1.1417 |
1.1433 |
|