CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1532 |
1.1500 |
-0.0032 |
-0.3% |
1.1577 |
| High |
1.1532 |
1.1535 |
0.0003 |
0.0% |
1.1660 |
| Low |
1.1500 |
1.1500 |
0.0000 |
0.0% |
1.1545 |
| Close |
1.1520 |
1.1512 |
-0.0009 |
-0.1% |
1.1570 |
| Range |
0.0032 |
0.0035 |
0.0003 |
9.5% |
0.0115 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
12 |
9 |
-3 |
-25.0% |
195 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1619 |
1.1600 |
1.1530 |
|
| R3 |
1.1584 |
1.1565 |
1.1521 |
|
| R2 |
1.1550 |
1.1550 |
1.1518 |
|
| R1 |
1.1531 |
1.1531 |
1.1515 |
1.1540 |
| PP |
1.1515 |
1.1515 |
1.1515 |
1.1520 |
| S1 |
1.1496 |
1.1496 |
1.1508 |
1.1506 |
| S2 |
1.1481 |
1.1481 |
1.1505 |
|
| S3 |
1.1446 |
1.1462 |
1.1502 |
|
| S4 |
1.1412 |
1.1427 |
1.1493 |
|
|
| 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 |
1.1602 |
1.1482 |
0.0120 |
1.0% |
0.0043 |
0.4% |
25% |
False |
False |
12 |
| 10 |
1.1660 |
1.1482 |
0.0179 |
1.6% |
0.0059 |
0.5% |
17% |
False |
False |
28 |
| 20 |
1.1861 |
1.1482 |
0.0380 |
3.3% |
0.0063 |
0.5% |
8% |
False |
False |
82 |
| 40 |
1.1861 |
1.1290 |
0.0571 |
5.0% |
0.0065 |
0.6% |
39% |
False |
False |
78 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0058 |
0.5% |
49% |
False |
False |
60 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0053 |
0.5% |
49% |
False |
False |
45 |
| 100 |
1.1861 |
1.1137 |
0.0724 |
6.3% |
0.0049 |
0.4% |
52% |
False |
False |
37 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.0% |
0.0045 |
0.4% |
62% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1681 |
|
2.618 |
1.1625 |
|
1.618 |
1.1590 |
|
1.000 |
1.1569 |
|
0.618 |
1.1556 |
|
HIGH |
1.1535 |
|
0.618 |
1.1521 |
|
0.500 |
1.1517 |
|
0.382 |
1.1513 |
|
LOW |
1.1500 |
|
0.618 |
1.1479 |
|
1.000 |
1.1466 |
|
1.618 |
1.1444 |
|
2.618 |
1.1410 |
|
4.250 |
1.1353 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1517 |
1.1520 |
| PP |
1.1515 |
1.1517 |
| S1 |
1.1513 |
1.1514 |
|