CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1422 |
1.1367 |
-0.0055 |
-0.5% |
1.1452 |
| High |
1.1432 |
1.1423 |
-0.0009 |
-0.1% |
1.1478 |
| Low |
1.1363 |
1.1362 |
-0.0001 |
0.0% |
1.1363 |
| Close |
1.1373 |
1.1417 |
0.0045 |
0.4% |
1.1373 |
| Range |
0.0069 |
0.0061 |
-0.0009 |
-12.3% |
0.0115 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
17,295 |
12,828 |
-4,467 |
-25.8% |
72,946 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1582 |
1.1560 |
1.1450 |
|
| R3 |
1.1522 |
1.1500 |
1.1434 |
|
| R2 |
1.1461 |
1.1461 |
1.1428 |
|
| R1 |
1.1439 |
1.1439 |
1.1423 |
1.1450 |
| PP |
1.1401 |
1.1401 |
1.1401 |
1.1406 |
| S1 |
1.1379 |
1.1379 |
1.1411 |
1.1390 |
| S2 |
1.1340 |
1.1340 |
1.1406 |
|
| S3 |
1.1280 |
1.1318 |
1.1400 |
|
| S4 |
1.1219 |
1.1258 |
1.1384 |
|
|
| 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 |
1.1362 |
0.0116 |
1.0% |
0.0063 |
0.6% |
48% |
False |
True |
13,854 |
| 10 |
1.1554 |
1.1362 |
0.0192 |
1.7% |
0.0073 |
0.6% |
29% |
False |
True |
14,326 |
| 20 |
1.1756 |
1.1362 |
0.0394 |
3.5% |
0.0087 |
0.8% |
14% |
False |
True |
17,031 |
| 40 |
1.1765 |
1.1179 |
0.0586 |
5.1% |
0.0088 |
0.8% |
41% |
False |
False |
18,381 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0088 |
0.8% |
50% |
False |
False |
15,588 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0083 |
0.7% |
50% |
False |
False |
11,738 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0076 |
0.7% |
50% |
False |
False |
9,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1680 |
|
2.618 |
1.1581 |
|
1.618 |
1.1520 |
|
1.000 |
1.1483 |
|
0.618 |
1.1460 |
|
HIGH |
1.1423 |
|
0.618 |
1.1399 |
|
0.500 |
1.1392 |
|
0.382 |
1.1385 |
|
LOW |
1.1362 |
|
0.618 |
1.1325 |
|
1.000 |
1.1302 |
|
1.618 |
1.1264 |
|
2.618 |
1.1204 |
|
4.250 |
1.1105 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1409 |
1.1414 |
| PP |
1.1401 |
1.1410 |
| S1 |
1.1392 |
1.1407 |
|