CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1502 |
1.1533 |
0.0032 |
0.3% |
1.1568 |
| High |
1.1535 |
1.1549 |
0.0014 |
0.1% |
1.1568 |
| Low |
1.1496 |
1.1439 |
-0.0057 |
-0.5% |
1.1474 |
| Close |
1.1534 |
1.1445 |
-0.0090 |
-0.8% |
1.1484 |
| Range |
0.0039 |
0.0110 |
0.0071 |
184.4% |
0.0094 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
5.7% |
0.0000 |
| Volume |
57 |
84 |
27 |
47.4% |
165 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1806 |
1.1735 |
1.1505 |
|
| R3 |
1.1696 |
1.1625 |
1.1475 |
|
| R2 |
1.1587 |
1.1587 |
1.1465 |
|
| R1 |
1.1516 |
1.1516 |
1.1455 |
1.1497 |
| PP |
1.1477 |
1.1477 |
1.1477 |
1.1468 |
| S1 |
1.1406 |
1.1406 |
1.1434 |
1.1387 |
| S2 |
1.1368 |
1.1368 |
1.1424 |
|
| S3 |
1.1258 |
1.1297 |
1.1414 |
|
| S4 |
1.1149 |
1.1187 |
1.1384 |
|
|
| 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 |
1.1549 |
1.1439 |
0.0110 |
1.0% |
0.0062 |
0.5% |
5% |
True |
True |
62 |
| 10 |
1.1602 |
1.1439 |
0.0163 |
1.4% |
0.0052 |
0.5% |
3% |
False |
True |
37 |
| 20 |
1.1717 |
1.1439 |
0.0278 |
2.4% |
0.0059 |
0.5% |
2% |
False |
True |
47 |
| 40 |
1.1861 |
1.1290 |
0.0571 |
5.0% |
0.0067 |
0.6% |
27% |
False |
False |
72 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0062 |
0.5% |
39% |
False |
False |
65 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0054 |
0.5% |
39% |
False |
False |
49 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0050 |
0.4% |
39% |
False |
False |
40 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.1% |
0.0047 |
0.4% |
55% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2014 |
|
2.618 |
1.1835 |
|
1.618 |
1.1726 |
|
1.000 |
1.1658 |
|
0.618 |
1.1616 |
|
HIGH |
1.1549 |
|
0.618 |
1.1507 |
|
0.500 |
1.1494 |
|
0.382 |
1.1481 |
|
LOW |
1.1439 |
|
0.618 |
1.1371 |
|
1.000 |
1.1330 |
|
1.618 |
1.1262 |
|
2.618 |
1.1152 |
|
4.250 |
1.0974 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1494 |
1.1494 |
| PP |
1.1477 |
1.1477 |
| S1 |
1.1461 |
1.1461 |
|