CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1534 |
1.1482 |
-0.0052 |
-0.4% |
1.1568 |
| High |
1.1543 |
1.1530 |
-0.0013 |
-0.1% |
1.1568 |
| Low |
1.1474 |
1.1482 |
0.0008 |
0.1% |
1.1474 |
| Close |
1.1484 |
1.1530 |
0.0046 |
0.4% |
1.1484 |
| Range |
0.0069 |
0.0048 |
-0.0021 |
-30.7% |
0.0094 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
106 |
47 |
-59 |
-55.7% |
165 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1656 |
1.1640 |
1.1556 |
|
| R3 |
1.1609 |
1.1593 |
1.1543 |
|
| R2 |
1.1561 |
1.1561 |
1.1538 |
|
| R1 |
1.1545 |
1.1545 |
1.1534 |
1.1553 |
| PP |
1.1514 |
1.1514 |
1.1514 |
1.1518 |
| S1 |
1.1498 |
1.1498 |
1.1525 |
1.1506 |
| S2 |
1.1466 |
1.1466 |
1.1521 |
|
| S3 |
1.1419 |
1.1450 |
1.1516 |
|
| S4 |
1.1371 |
1.1403 |
1.1503 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1789 |
1.1730 |
1.1535 |
|
| R3 |
1.1695 |
1.1636 |
1.1509 |
|
| R2 |
1.1602 |
1.1602 |
1.1501 |
|
| R1 |
1.1543 |
1.1543 |
1.1492 |
1.1526 |
| PP |
1.1508 |
1.1508 |
1.1508 |
1.1500 |
| S1 |
1.1449 |
1.1449 |
1.1475 |
1.1432 |
| S2 |
1.1415 |
1.1415 |
1.1466 |
|
| S3 |
1.1321 |
1.1356 |
1.1458 |
|
| S4 |
1.1228 |
1.1262 |
1.1432 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1543 |
1.1474 |
0.0069 |
0.6% |
0.0038 |
0.3% |
81% |
False |
False |
35 |
| 10 |
1.1660 |
1.1474 |
0.0186 |
1.6% |
0.0055 |
0.5% |
30% |
False |
False |
39 |
| 20 |
1.1861 |
1.1474 |
0.0387 |
3.4% |
0.0063 |
0.6% |
14% |
False |
False |
72 |
| 40 |
1.1861 |
1.1290 |
0.0571 |
5.0% |
0.0065 |
0.6% |
42% |
False |
False |
81 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0060 |
0.5% |
51% |
False |
False |
62 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0053 |
0.5% |
51% |
False |
False |
47 |
| 100 |
1.1861 |
1.1150 |
0.0711 |
6.2% |
0.0049 |
0.4% |
53% |
False |
False |
38 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.0% |
0.0046 |
0.4% |
64% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1731 |
|
2.618 |
1.1654 |
|
1.618 |
1.1606 |
|
1.000 |
1.1577 |
|
0.618 |
1.1559 |
|
HIGH |
1.1530 |
|
0.618 |
1.1511 |
|
0.500 |
1.1506 |
|
0.382 |
1.1500 |
|
LOW |
1.1482 |
|
0.618 |
1.1453 |
|
1.000 |
1.1435 |
|
1.618 |
1.1405 |
|
2.618 |
1.1358 |
|
4.250 |
1.1280 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1522 |
1.1522 |
| PP |
1.1514 |
1.1515 |
| S1 |
1.1506 |
1.1508 |
|