CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1416 |
1.1388 |
-0.0028 |
-0.2% |
1.1452 |
| High |
1.1441 |
1.1429 |
-0.0013 |
-0.1% |
1.1478 |
| Low |
1.1384 |
1.1372 |
-0.0012 |
-0.1% |
1.1363 |
| Close |
1.1396 |
1.1421 |
0.0026 |
0.2% |
1.1373 |
| Range |
0.0058 |
0.0057 |
-0.0001 |
-0.9% |
0.0115 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
12,779 |
18,130 |
5,351 |
41.9% |
72,946 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1578 |
1.1557 |
1.1452 |
|
| R3 |
1.1521 |
1.1500 |
1.1437 |
|
| R2 |
1.1464 |
1.1464 |
1.1431 |
|
| R1 |
1.1443 |
1.1443 |
1.1426 |
1.1453 |
| PP |
1.1407 |
1.1407 |
1.1407 |
1.1412 |
| S1 |
1.1386 |
1.1386 |
1.1416 |
1.1396 |
| S2 |
1.1350 |
1.1350 |
1.1411 |
|
| S3 |
1.1293 |
1.1329 |
1.1405 |
|
| S4 |
1.1236 |
1.1272 |
1.1390 |
|
|
| 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% |
0.0062 |
0.5% |
66% |
False |
False |
14,307 |
| 10 |
1.1554 |
1.1362 |
0.0192 |
1.7% |
0.0070 |
0.6% |
31% |
False |
False |
15,060 |
| 20 |
1.1756 |
1.1362 |
0.0394 |
3.4% |
0.0085 |
0.7% |
15% |
False |
False |
16,579 |
| 40 |
1.1765 |
1.1179 |
0.0586 |
5.1% |
0.0087 |
0.8% |
41% |
False |
False |
18,344 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0088 |
0.8% |
51% |
False |
False |
16,099 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0083 |
0.7% |
51% |
False |
False |
12,113 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0076 |
0.7% |
51% |
False |
False |
9,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1671 |
|
2.618 |
1.1578 |
|
1.618 |
1.1521 |
|
1.000 |
1.1486 |
|
0.618 |
1.1464 |
|
HIGH |
1.1429 |
|
0.618 |
1.1407 |
|
0.500 |
1.1400 |
|
0.382 |
1.1393 |
|
LOW |
1.1372 |
|
0.618 |
1.1336 |
|
1.000 |
1.1315 |
|
1.618 |
1.1279 |
|
2.618 |
1.1222 |
|
4.250 |
1.1129 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1414 |
1.1415 |
| PP |
1.1407 |
1.1408 |
| S1 |
1.1400 |
1.1402 |
|