CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1341 |
1.1406 |
0.0065 |
0.6% |
1.1367 |
| High |
1.1420 |
1.1459 |
0.0039 |
0.3% |
1.1444 |
| Low |
1.1312 |
1.1382 |
0.0070 |
0.6% |
1.1291 |
| Close |
1.1405 |
1.1408 |
0.0003 |
0.0% |
1.1341 |
| Range |
0.0108 |
0.0077 |
-0.0031 |
-28.7% |
0.0153 |
| ATR |
0.0081 |
0.0080 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
18,289 |
14,478 |
-3,811 |
-20.8% |
86,287 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1647 |
1.1605 |
1.1450 |
|
| R3 |
1.1570 |
1.1528 |
1.1429 |
|
| R2 |
1.1493 |
1.1493 |
1.1422 |
|
| R1 |
1.1451 |
1.1451 |
1.1415 |
1.1472 |
| PP |
1.1416 |
1.1416 |
1.1416 |
1.1427 |
| S1 |
1.1374 |
1.1374 |
1.1401 |
1.1395 |
| S2 |
1.1339 |
1.1339 |
1.1394 |
|
| S3 |
1.1262 |
1.1297 |
1.1387 |
|
| S4 |
1.1185 |
1.1220 |
1.1366 |
|
|
| 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 |
1.1459 |
1.1291 |
0.0168 |
1.5% |
0.0084 |
0.7% |
70% |
True |
False |
17,373 |
| 10 |
1.1459 |
1.1291 |
0.0168 |
1.5% |
0.0073 |
0.6% |
70% |
True |
False |
15,840 |
| 20 |
1.1554 |
1.1291 |
0.0263 |
2.3% |
0.0076 |
0.7% |
45% |
False |
False |
15,392 |
| 40 |
1.1765 |
1.1196 |
0.0569 |
5.0% |
0.0088 |
0.8% |
37% |
False |
False |
18,101 |
| 60 |
1.1765 |
1.1092 |
0.0673 |
5.9% |
0.0088 |
0.8% |
47% |
False |
False |
17,523 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0083 |
0.7% |
49% |
False |
False |
13,192 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0079 |
0.7% |
49% |
False |
False |
10,577 |
| 120 |
1.1765 |
1.0920 |
0.0845 |
7.4% |
0.0073 |
0.6% |
58% |
False |
False |
8,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1786 |
|
2.618 |
1.1660 |
|
1.618 |
1.1583 |
|
1.000 |
1.1536 |
|
0.618 |
1.1506 |
|
HIGH |
1.1459 |
|
0.618 |
1.1429 |
|
0.500 |
1.1420 |
|
0.382 |
1.1411 |
|
LOW |
1.1382 |
|
0.618 |
1.1334 |
|
1.000 |
1.1305 |
|
1.618 |
1.1257 |
|
2.618 |
1.1180 |
|
4.250 |
1.1054 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1420 |
1.1400 |
| PP |
1.1416 |
1.1393 |
| S1 |
1.1412 |
1.1385 |
|