CME Swiss Franc Future September 2023
Trading Metrics calculated at close of trading on 31-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1.1406 |
1.1407 |
0.0002 |
0.0% |
1.1367 |
High |
1.1459 |
1.1419 |
-0.0040 |
-0.3% |
1.1444 |
Low |
1.1382 |
1.1322 |
-0.0060 |
-0.5% |
1.1291 |
Close |
1.1408 |
1.1340 |
-0.0069 |
-0.6% |
1.1341 |
Range |
0.0077 |
0.0097 |
0.0020 |
26.0% |
0.0153 |
ATR |
0.0080 |
0.0082 |
0.0001 |
1.5% |
0.0000 |
Volume |
14,478 |
23,575 |
9,097 |
62.8% |
86,287 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1651 |
1.1592 |
1.1393 |
|
R3 |
1.1554 |
1.1495 |
1.1366 |
|
R2 |
1.1457 |
1.1457 |
1.1357 |
|
R1 |
1.1398 |
1.1398 |
1.1348 |
1.1379 |
PP |
1.1360 |
1.1360 |
1.1360 |
1.1350 |
S1 |
1.1301 |
1.1301 |
1.1331 |
1.1282 |
S2 |
1.1263 |
1.1263 |
1.1322 |
|
S3 |
1.1166 |
1.1204 |
1.1313 |
|
S4 |
1.1069 |
1.1107 |
1.1286 |
|
|
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% |
0.0079 |
0.7% |
29% |
False |
False |
17,713 |
10 |
1.1459 |
1.1291 |
0.0168 |
1.5% |
0.0076 |
0.7% |
29% |
False |
False |
17,147 |
20 |
1.1554 |
1.1291 |
0.0263 |
2.3% |
0.0077 |
0.7% |
18% |
False |
False |
15,746 |
40 |
1.1765 |
1.1232 |
0.0534 |
4.7% |
0.0089 |
0.8% |
20% |
False |
False |
18,210 |
60 |
1.1765 |
1.1092 |
0.0673 |
5.9% |
0.0089 |
0.8% |
37% |
False |
False |
17,905 |
80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0084 |
0.7% |
39% |
False |
False |
13,485 |
100 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0079 |
0.7% |
39% |
False |
False |
10,813 |
120 |
1.1765 |
1.0920 |
0.0845 |
7.5% |
0.0072 |
0.6% |
50% |
False |
False |
9,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1831 |
2.618 |
1.1672 |
1.618 |
1.1575 |
1.000 |
1.1516 |
0.618 |
1.1478 |
HIGH |
1.1419 |
0.618 |
1.1381 |
0.500 |
1.1370 |
0.382 |
1.1359 |
LOW |
1.1322 |
0.618 |
1.1262 |
1.000 |
1.1225 |
1.618 |
1.1165 |
2.618 |
1.1068 |
4.250 |
1.0909 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1370 |
1.1385 |
PP |
1.1360 |
1.1370 |
S1 |
1.1350 |
1.1355 |
|