CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 25-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1422 |
1.1334 |
-0.0088 |
-0.8% |
1.1367 |
| High |
1.1444 |
1.1361 |
-0.0083 |
-0.7% |
1.1444 |
| Low |
1.1323 |
1.1291 |
-0.0032 |
-0.3% |
1.1291 |
| Close |
1.1333 |
1.1341 |
0.0008 |
0.1% |
1.1341 |
| Range |
0.0121 |
0.0070 |
-0.0051 |
-42.1% |
0.0153 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
21,873 |
20,677 |
-1,196 |
-5.5% |
86,287 |
|
| Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1541 |
1.1511 |
1.1379 |
|
| R3 |
1.1471 |
1.1441 |
1.1360 |
|
| R2 |
1.1401 |
1.1401 |
1.1353 |
|
| R1 |
1.1371 |
1.1371 |
1.1347 |
1.1386 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1338 |
| S1 |
1.1301 |
1.1301 |
1.1334 |
1.1316 |
| S2 |
1.1261 |
1.1261 |
1.1328 |
|
| S3 |
1.1191 |
1.1231 |
1.1321 |
|
| S4 |
1.1121 |
1.1161 |
1.1302 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1818 |
1.1732 |
1.1425 |
|
| R3 |
1.1665 |
1.1579 |
1.1383 |
|
| R2 |
1.1512 |
1.1512 |
1.1369 |
|
| R1 |
1.1426 |
1.1426 |
1.1355 |
1.1392 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1342 |
| S1 |
1.1273 |
1.1273 |
1.1326 |
1.1239 |
| S2 |
1.1206 |
1.1206 |
1.1312 |
|
| S3 |
1.1053 |
1.1120 |
1.1298 |
|
| S4 |
1.0900 |
1.0967 |
1.1256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1444 |
1.1291 |
0.0153 |
1.3% |
0.0073 |
0.6% |
32% |
False |
True |
17,257 |
| 10 |
1.1478 |
1.1291 |
0.0187 |
1.6% |
0.0071 |
0.6% |
27% |
False |
True |
15,923 |
| 20 |
1.1601 |
1.1291 |
0.0310 |
2.7% |
0.0079 |
0.7% |
16% |
False |
True |
16,073 |
| 40 |
1.1765 |
1.1179 |
0.0586 |
5.2% |
0.0088 |
0.8% |
28% |
False |
False |
18,592 |
| 60 |
1.1765 |
1.1092 |
0.0673 |
5.9% |
0.0088 |
0.8% |
37% |
False |
False |
16,803 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0084 |
0.7% |
39% |
False |
False |
12,644 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0077 |
0.7% |
39% |
False |
False |
10,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1659 |
|
2.618 |
1.1544 |
|
1.618 |
1.1474 |
|
1.000 |
1.1431 |
|
0.618 |
1.1404 |
|
HIGH |
1.1361 |
|
0.618 |
1.1334 |
|
0.500 |
1.1326 |
|
0.382 |
1.1318 |
|
LOW |
1.1291 |
|
0.618 |
1.1248 |
|
1.000 |
1.1221 |
|
1.618 |
1.1178 |
|
2.618 |
1.1108 |
|
4.250 |
1.0994 |
|
|
| Fisher Pivots for day following 25-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1336 |
1.1368 |
| PP |
1.1331 |
1.1359 |
| S1 |
1.1326 |
1.1350 |
|