CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1573 |
1.1566 |
-0.0007 |
-0.1% |
1.1671 |
| High |
1.1603 |
1.1654 |
0.0052 |
0.4% |
1.1671 |
| Low |
1.1570 |
1.1552 |
-0.0018 |
-0.2% |
1.1530 |
| Close |
1.1595 |
1.1624 |
0.0030 |
0.3% |
1.1624 |
| Range |
0.0033 |
0.0102 |
0.0070 |
213.8% |
0.0141 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.7% |
0.0000 |
| Volume |
16 |
30 |
14 |
87.5% |
296 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1916 |
1.1872 |
1.1680 |
|
| R3 |
1.1814 |
1.1770 |
1.1652 |
|
| R2 |
1.1712 |
1.1712 |
1.1643 |
|
| R1 |
1.1668 |
1.1668 |
1.1633 |
1.1690 |
| PP |
1.1610 |
1.1610 |
1.1610 |
1.1621 |
| S1 |
1.1566 |
1.1566 |
1.1615 |
1.1588 |
| S2 |
1.1508 |
1.1508 |
1.1605 |
|
| S3 |
1.1406 |
1.1464 |
1.1596 |
|
| S4 |
1.1304 |
1.1362 |
1.1568 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2031 |
1.1969 |
1.1702 |
|
| R3 |
1.1890 |
1.1828 |
1.1663 |
|
| R2 |
1.1749 |
1.1749 |
1.1650 |
|
| R1 |
1.1687 |
1.1687 |
1.1637 |
1.1648 |
| PP |
1.1608 |
1.1608 |
1.1608 |
1.1589 |
| S1 |
1.1546 |
1.1546 |
1.1611 |
1.1507 |
| S2 |
1.1467 |
1.1467 |
1.1598 |
|
| S3 |
1.1326 |
1.1405 |
1.1585 |
|
| S4 |
1.1185 |
1.1264 |
1.1546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1671 |
1.1530 |
0.0141 |
1.2% |
0.0057 |
0.5% |
67% |
False |
False |
59 |
| 10 |
1.1861 |
1.1530 |
0.0331 |
2.8% |
0.0074 |
0.6% |
28% |
False |
False |
136 |
| 20 |
1.1861 |
1.1425 |
0.0436 |
3.8% |
0.0077 |
0.7% |
46% |
False |
False |
112 |
| 40 |
1.1861 |
1.1200 |
0.0661 |
5.7% |
0.0067 |
0.6% |
64% |
False |
False |
83 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0054 |
0.5% |
65% |
False |
False |
56 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0050 |
0.4% |
65% |
False |
False |
43 |
| 100 |
1.1861 |
1.1052 |
0.0809 |
7.0% |
0.0046 |
0.4% |
71% |
False |
False |
34 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.0% |
0.0042 |
0.4% |
74% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2088 |
|
2.618 |
1.1921 |
|
1.618 |
1.1819 |
|
1.000 |
1.1756 |
|
0.618 |
1.1717 |
|
HIGH |
1.1654 |
|
0.618 |
1.1615 |
|
0.500 |
1.1603 |
|
0.382 |
1.1591 |
|
LOW |
1.1552 |
|
0.618 |
1.1489 |
|
1.000 |
1.1450 |
|
1.618 |
1.1387 |
|
2.618 |
1.1285 |
|
4.250 |
1.1119 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1617 |
1.1613 |
| PP |
1.1610 |
1.1603 |
| S1 |
1.1603 |
1.1592 |
|