CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1577 |
1.1614 |
0.0037 |
0.3% |
1.1671 |
| High |
1.1621 |
1.1614 |
-0.0007 |
-0.1% |
1.1671 |
| Low |
1.1570 |
1.1550 |
-0.0020 |
-0.2% |
1.1530 |
| Close |
1.1621 |
1.1585 |
-0.0036 |
-0.3% |
1.1624 |
| Range |
0.0051 |
0.0064 |
0.0013 |
25.7% |
0.0141 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
8 |
8 |
0 |
0.0% |
296 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1773 |
1.1743 |
1.1620 |
|
| R3 |
1.1710 |
1.1679 |
1.1602 |
|
| R2 |
1.1646 |
1.1646 |
1.1597 |
|
| R1 |
1.1616 |
1.1616 |
1.1591 |
1.1599 |
| PP |
1.1583 |
1.1583 |
1.1583 |
1.1575 |
| S1 |
1.1552 |
1.1552 |
1.1579 |
1.1536 |
| S2 |
1.1519 |
1.1519 |
1.1573 |
|
| S3 |
1.1456 |
1.1489 |
1.1568 |
|
| S4 |
1.1392 |
1.1425 |
1.1550 |
|
|
| 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 |
1.1654 |
1.1530 |
0.0124 |
1.1% |
0.0061 |
0.5% |
44% |
False |
False |
19 |
| 10 |
1.1861 |
1.1530 |
0.0331 |
2.9% |
0.0072 |
0.6% |
17% |
False |
False |
97 |
| 20 |
1.1861 |
1.1530 |
0.0331 |
2.9% |
0.0076 |
0.7% |
17% |
False |
False |
110 |
| 40 |
1.1861 |
1.1200 |
0.0661 |
5.7% |
0.0068 |
0.6% |
58% |
False |
False |
83 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0056 |
0.5% |
59% |
False |
False |
56 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0050 |
0.4% |
59% |
False |
False |
42 |
| 100 |
1.1861 |
1.1068 |
0.0793 |
6.8% |
0.0046 |
0.4% |
65% |
False |
False |
35 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.0% |
0.0043 |
0.4% |
70% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1883 |
|
2.618 |
1.1780 |
|
1.618 |
1.1716 |
|
1.000 |
1.1677 |
|
0.618 |
1.1653 |
|
HIGH |
1.1614 |
|
0.618 |
1.1589 |
|
0.500 |
1.1582 |
|
0.382 |
1.1574 |
|
LOW |
1.1550 |
|
0.618 |
1.1511 |
|
1.000 |
1.1487 |
|
1.618 |
1.1447 |
|
2.618 |
1.1384 |
|
4.250 |
1.1280 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1584 |
1.1602 |
| PP |
1.1583 |
1.1596 |
| S1 |
1.1582 |
1.1591 |
|