CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1426 |
1.1424 |
-0.0002 |
0.0% |
1.1511 |
| High |
1.1478 |
1.1437 |
-0.0041 |
-0.4% |
1.1554 |
| Low |
1.1409 |
1.1385 |
-0.0024 |
-0.2% |
1.1431 |
| Close |
1.1421 |
1.1408 |
-0.0013 |
-0.1% |
1.1458 |
| Range |
0.0069 |
0.0052 |
-0.0017 |
-24.6% |
0.0123 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
16,494 |
12,146 |
-4,348 |
-26.4% |
68,955 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1566 |
1.1539 |
1.1437 |
|
| R3 |
1.1514 |
1.1487 |
1.1422 |
|
| R2 |
1.1462 |
1.1462 |
1.1418 |
|
| R1 |
1.1435 |
1.1435 |
1.1413 |
1.1422 |
| PP |
1.1410 |
1.1410 |
1.1410 |
1.1403 |
| S1 |
1.1383 |
1.1383 |
1.1403 |
1.1370 |
| S2 |
1.1358 |
1.1358 |
1.1398 |
|
| S3 |
1.1306 |
1.1331 |
1.1394 |
|
| S4 |
1.1254 |
1.1279 |
1.1379 |
|
|
| 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% |
0.0078 |
0.7% |
21% |
False |
False |
15,813 |
| 10 |
1.1554 |
1.1370 |
0.0184 |
1.6% |
0.0080 |
0.7% |
21% |
False |
False |
14,945 |
| 20 |
1.1756 |
1.1370 |
0.0386 |
3.4% |
0.0092 |
0.8% |
10% |
False |
False |
17,532 |
| 40 |
1.1765 |
1.1179 |
0.0586 |
5.1% |
0.0089 |
0.8% |
39% |
False |
False |
18,629 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0087 |
0.8% |
49% |
False |
False |
14,923 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0083 |
0.7% |
49% |
False |
False |
11,235 |
| 100 |
1.1765 |
1.1036 |
0.0730 |
6.4% |
0.0074 |
0.7% |
51% |
False |
False |
8,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1658 |
|
2.618 |
1.1573 |
|
1.618 |
1.1521 |
|
1.000 |
1.1489 |
|
0.618 |
1.1469 |
|
HIGH |
1.1437 |
|
0.618 |
1.1417 |
|
0.500 |
1.1411 |
|
0.382 |
1.1404 |
|
LOW |
1.1385 |
|
0.618 |
1.1352 |
|
1.000 |
1.1333 |
|
1.618 |
1.1300 |
|
2.618 |
1.1248 |
|
4.250 |
1.1164 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1411 |
1.1424 |
| PP |
1.1410 |
1.1419 |
| S1 |
1.1409 |
1.1413 |
|