CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1402 |
1.1422 |
0.0020 |
0.2% |
1.1452 |
| High |
1.1452 |
1.1432 |
-0.0020 |
-0.2% |
1.1478 |
| Low |
1.1387 |
1.1363 |
-0.0025 |
-0.2% |
1.1363 |
| Close |
1.1400 |
1.1373 |
-0.0027 |
-0.2% |
1.1373 |
| Range |
0.0065 |
0.0069 |
0.0005 |
7.0% |
0.0115 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
10,507 |
17,295 |
6,788 |
64.6% |
72,946 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1596 |
1.1553 |
1.1410 |
|
| R3 |
1.1527 |
1.1484 |
1.1391 |
|
| R2 |
1.1458 |
1.1458 |
1.1385 |
|
| R1 |
1.1415 |
1.1415 |
1.1379 |
1.1402 |
| PP |
1.1389 |
1.1389 |
1.1389 |
1.1382 |
| S1 |
1.1346 |
1.1346 |
1.1366 |
1.1333 |
| S2 |
1.1320 |
1.1320 |
1.1360 |
|
| S3 |
1.1251 |
1.1277 |
1.1354 |
|
| S4 |
1.1182 |
1.1208 |
1.1335 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1749 |
1.1676 |
1.1436 |
|
| R3 |
1.1634 |
1.1561 |
1.1404 |
|
| R2 |
1.1519 |
1.1519 |
1.1394 |
|
| R1 |
1.1446 |
1.1446 |
1.1383 |
1.1425 |
| PP |
1.1404 |
1.1404 |
1.1404 |
1.1394 |
| S1 |
1.1331 |
1.1331 |
1.1362 |
1.1310 |
| S2 |
1.1289 |
1.1289 |
1.1351 |
|
| S3 |
1.1174 |
1.1216 |
1.1341 |
|
| S4 |
1.1059 |
1.1101 |
1.1309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1478 |
1.1363 |
0.0115 |
1.0% |
0.0070 |
0.6% |
9% |
False |
True |
14,589 |
| 10 |
1.1554 |
1.1363 |
0.0191 |
1.7% |
0.0074 |
0.6% |
5% |
False |
True |
14,190 |
| 20 |
1.1756 |
1.1363 |
0.0394 |
3.5% |
0.0088 |
0.8% |
3% |
False |
True |
17,102 |
| 40 |
1.1765 |
1.1179 |
0.0586 |
5.2% |
0.0088 |
0.8% |
33% |
False |
False |
18,498 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0088 |
0.8% |
44% |
False |
False |
15,375 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0083 |
0.7% |
44% |
False |
False |
11,581 |
| 100 |
1.1765 |
1.1036 |
0.0730 |
6.4% |
0.0076 |
0.7% |
46% |
False |
False |
9,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1725 |
|
2.618 |
1.1612 |
|
1.618 |
1.1543 |
|
1.000 |
1.1501 |
|
0.618 |
1.1474 |
|
HIGH |
1.1432 |
|
0.618 |
1.1405 |
|
0.500 |
1.1397 |
|
0.382 |
1.1389 |
|
LOW |
1.1363 |
|
0.618 |
1.1320 |
|
1.000 |
1.1294 |
|
1.618 |
1.1251 |
|
2.618 |
1.1182 |
|
4.250 |
1.1069 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1397 |
1.1407 |
| PP |
1.1389 |
1.1396 |
| S1 |
1.1381 |
1.1384 |
|