CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1367 |
1.1416 |
0.0049 |
0.4% |
1.1452 |
| High |
1.1423 |
1.1441 |
0.0019 |
0.2% |
1.1478 |
| Low |
1.1362 |
1.1384 |
0.0022 |
0.2% |
1.1363 |
| Close |
1.1417 |
1.1396 |
-0.0022 |
-0.2% |
1.1373 |
| Range |
0.0061 |
0.0058 |
-0.0003 |
-5.0% |
0.0115 |
| ATR |
0.0082 |
0.0081 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
12,828 |
12,779 |
-49 |
-0.4% |
72,946 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1579 |
1.1545 |
1.1427 |
|
| R3 |
1.1522 |
1.1487 |
1.1411 |
|
| R2 |
1.1464 |
1.1464 |
1.1406 |
|
| R1 |
1.1430 |
1.1430 |
1.1401 |
1.1418 |
| PP |
1.1407 |
1.1407 |
1.1407 |
1.1401 |
| S1 |
1.1372 |
1.1372 |
1.1390 |
1.1361 |
| S2 |
1.1349 |
1.1349 |
1.1385 |
|
| S3 |
1.1292 |
1.1315 |
1.1380 |
|
| S4 |
1.1234 |
1.1257 |
1.1364 |
|
|
| 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 |
1.1452 |
1.1362 |
0.0090 |
0.8% |
0.0061 |
0.5% |
37% |
False |
False |
13,111 |
| 10 |
1.1554 |
1.1362 |
0.0192 |
1.7% |
0.0071 |
0.6% |
17% |
False |
False |
14,351 |
| 20 |
1.1756 |
1.1362 |
0.0394 |
3.5% |
0.0086 |
0.8% |
9% |
False |
False |
16,672 |
| 40 |
1.1765 |
1.1179 |
0.0586 |
5.1% |
0.0087 |
0.8% |
37% |
False |
False |
18,273 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0088 |
0.8% |
47% |
False |
False |
15,799 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0083 |
0.7% |
47% |
False |
False |
11,894 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0077 |
0.7% |
47% |
False |
False |
9,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1685 |
|
2.618 |
1.1592 |
|
1.618 |
1.1534 |
|
1.000 |
1.1499 |
|
0.618 |
1.1477 |
|
HIGH |
1.1441 |
|
0.618 |
1.1419 |
|
0.500 |
1.1412 |
|
0.382 |
1.1405 |
|
LOW |
1.1384 |
|
0.618 |
1.1348 |
|
1.000 |
1.1326 |
|
1.618 |
1.1290 |
|
2.618 |
1.1233 |
|
4.250 |
1.1139 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1412 |
1.1402 |
| PP |
1.1407 |
1.1400 |
| S1 |
1.1401 |
1.1398 |
|