CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1424 |
1.1402 |
-0.0022 |
-0.2% |
1.1511 |
| High |
1.1437 |
1.1452 |
0.0015 |
0.1% |
1.1554 |
| Low |
1.1385 |
1.1387 |
0.0003 |
0.0% |
1.1431 |
| Close |
1.1408 |
1.1400 |
-0.0009 |
-0.1% |
1.1458 |
| Range |
0.0052 |
0.0065 |
0.0013 |
24.0% |
0.0123 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
12,146 |
10,507 |
-1,639 |
-13.5% |
68,955 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1606 |
1.1567 |
1.1435 |
|
| R3 |
1.1542 |
1.1503 |
1.1417 |
|
| R2 |
1.1477 |
1.1477 |
1.1411 |
|
| R1 |
1.1438 |
1.1438 |
1.1405 |
1.1426 |
| PP |
1.1413 |
1.1413 |
1.1413 |
1.1406 |
| S1 |
1.1374 |
1.1374 |
1.1394 |
1.1361 |
| S2 |
1.1348 |
1.1348 |
1.1388 |
|
| S3 |
1.1284 |
1.1309 |
1.1382 |
|
| S4 |
1.1219 |
1.1245 |
1.1364 |
|
|
| 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 |
1.1493 |
1.1370 |
0.0123 |
1.1% |
0.0068 |
0.6% |
24% |
False |
False |
13,978 |
| 10 |
1.1554 |
1.1370 |
0.0184 |
1.6% |
0.0078 |
0.7% |
16% |
False |
False |
14,346 |
| 20 |
1.1756 |
1.1370 |
0.0386 |
3.4% |
0.0087 |
0.8% |
8% |
False |
False |
16,948 |
| 40 |
1.1765 |
1.1179 |
0.0586 |
5.1% |
0.0089 |
0.8% |
38% |
False |
False |
18,561 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0088 |
0.8% |
47% |
False |
False |
15,093 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0083 |
0.7% |
47% |
False |
False |
11,366 |
| 100 |
1.1765 |
1.1036 |
0.0730 |
6.4% |
0.0075 |
0.7% |
50% |
False |
False |
9,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1726 |
|
2.618 |
1.1620 |
|
1.618 |
1.1556 |
|
1.000 |
1.1516 |
|
0.618 |
1.1491 |
|
HIGH |
1.1452 |
|
0.618 |
1.1427 |
|
0.500 |
1.1419 |
|
0.382 |
1.1412 |
|
LOW |
1.1387 |
|
0.618 |
1.1347 |
|
1.000 |
1.1323 |
|
1.618 |
1.1283 |
|
2.618 |
1.1218 |
|
4.250 |
1.1113 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1419 |
1.1431 |
| PP |
1.1413 |
1.1421 |
| S1 |
1.1406 |
1.1410 |
|