CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1558 |
1.1560 |
0.0002 |
0.0% |
1.1577 |
| High |
1.1660 |
1.1602 |
-0.0059 |
-0.5% |
1.1660 |
| Low |
1.1558 |
1.1545 |
-0.0013 |
-0.1% |
1.1545 |
| Close |
1.1575 |
1.1570 |
-0.0005 |
0.0% |
1.1570 |
| Range |
0.0103 |
0.0057 |
-0.0046 |
-44.9% |
0.0115 |
| ATR |
0.0075 |
0.0073 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
144 |
4 |
-140 |
-97.2% |
195 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1742 |
1.1712 |
1.1601 |
|
| R3 |
1.1685 |
1.1656 |
1.1586 |
|
| R2 |
1.1629 |
1.1629 |
1.1580 |
|
| R1 |
1.1599 |
1.1599 |
1.1575 |
1.1614 |
| PP |
1.1572 |
1.1572 |
1.1572 |
1.1580 |
| S1 |
1.1543 |
1.1543 |
1.1565 |
1.1558 |
| S2 |
1.1516 |
1.1516 |
1.1560 |
|
| S3 |
1.1459 |
1.1486 |
1.1554 |
|
| S4 |
1.1403 |
1.1430 |
1.1539 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1937 |
1.1868 |
1.1633 |
|
| R3 |
1.1822 |
1.1753 |
1.1602 |
|
| R2 |
1.1707 |
1.1707 |
1.1591 |
|
| R1 |
1.1638 |
1.1638 |
1.1581 |
1.1615 |
| PP |
1.1592 |
1.1592 |
1.1592 |
1.1580 |
| S1 |
1.1523 |
1.1523 |
1.1559 |
1.1500 |
| S2 |
1.1477 |
1.1477 |
1.1549 |
|
| S3 |
1.1362 |
1.1408 |
1.1538 |
|
| S4 |
1.1247 |
1.1293 |
1.1507 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1660 |
1.1545 |
0.0115 |
1.0% |
0.0065 |
0.6% |
22% |
False |
True |
39 |
| 10 |
1.1671 |
1.1530 |
0.0141 |
1.2% |
0.0061 |
0.5% |
28% |
False |
False |
49 |
| 20 |
1.1861 |
1.1530 |
0.0331 |
2.9% |
0.0070 |
0.6% |
12% |
False |
False |
111 |
| 40 |
1.1861 |
1.1260 |
0.0601 |
5.2% |
0.0069 |
0.6% |
52% |
False |
False |
78 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0057 |
0.5% |
57% |
False |
False |
59 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0052 |
0.4% |
57% |
False |
False |
45 |
| 100 |
1.1861 |
1.1119 |
0.0743 |
6.4% |
0.0048 |
0.4% |
61% |
False |
False |
36 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.0% |
0.0044 |
0.4% |
69% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1842 |
|
2.618 |
1.1749 |
|
1.618 |
1.1693 |
|
1.000 |
1.1658 |
|
0.618 |
1.1636 |
|
HIGH |
1.1602 |
|
0.618 |
1.1580 |
|
0.500 |
1.1573 |
|
0.382 |
1.1567 |
|
LOW |
1.1545 |
|
0.618 |
1.1510 |
|
1.000 |
1.1489 |
|
1.618 |
1.1454 |
|
2.618 |
1.1397 |
|
4.250 |
1.1305 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1573 |
1.1603 |
| PP |
1.1572 |
1.1592 |
| S1 |
1.1571 |
1.1581 |
|