CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 25-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1533 |
1.1436 |
-0.0097 |
-0.8% |
1.1482 |
| High |
1.1549 |
1.1472 |
-0.0077 |
-0.7% |
1.1549 |
| Low |
1.1439 |
1.1405 |
-0.0035 |
-0.3% |
1.1405 |
| Close |
1.1445 |
1.1453 |
0.0008 |
0.1% |
1.1453 |
| Range |
0.0110 |
0.0067 |
-0.0043 |
-38.8% |
0.0144 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.3% |
0.0000 |
| Volume |
84 |
26 |
-58 |
-69.0% |
230 |
|
| Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1644 |
1.1615 |
1.1489 |
|
| R3 |
1.1577 |
1.1548 |
1.1471 |
|
| R2 |
1.1510 |
1.1510 |
1.1465 |
|
| R1 |
1.1481 |
1.1481 |
1.1459 |
1.1496 |
| PP |
1.1443 |
1.1443 |
1.1443 |
1.1450 |
| S1 |
1.1414 |
1.1414 |
1.1446 |
1.1429 |
| S2 |
1.1376 |
1.1376 |
1.1440 |
|
| S3 |
1.1309 |
1.1347 |
1.1434 |
|
| S4 |
1.1242 |
1.1280 |
1.1416 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1901 |
1.1821 |
1.1532 |
|
| R3 |
1.1757 |
1.1677 |
1.1492 |
|
| R2 |
1.1613 |
1.1613 |
1.1479 |
|
| R1 |
1.1533 |
1.1533 |
1.1466 |
1.1501 |
| PP |
1.1469 |
1.1469 |
1.1469 |
1.1453 |
| S1 |
1.1389 |
1.1389 |
1.1439 |
1.1357 |
| S2 |
1.1325 |
1.1325 |
1.1426 |
|
| S3 |
1.1181 |
1.1245 |
1.1413 |
|
| S4 |
1.1037 |
1.1101 |
1.1373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1549 |
1.1405 |
0.0144 |
1.3% |
0.0061 |
0.5% |
33% |
False |
True |
46 |
| 10 |
1.1568 |
1.1405 |
0.0163 |
1.4% |
0.0053 |
0.5% |
29% |
False |
True |
39 |
| 20 |
1.1671 |
1.1405 |
0.0267 |
2.3% |
0.0057 |
0.5% |
18% |
False |
True |
44 |
| 40 |
1.1861 |
1.1290 |
0.0571 |
5.0% |
0.0068 |
0.6% |
28% |
False |
False |
72 |
| 60 |
1.1861 |
1.1200 |
0.0661 |
5.8% |
0.0062 |
0.5% |
38% |
False |
False |
65 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0055 |
0.5% |
40% |
False |
False |
49 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0050 |
0.4% |
40% |
False |
False |
40 |
| 120 |
1.1861 |
1.0944 |
0.0917 |
8.0% |
0.0047 |
0.4% |
55% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1756 |
|
2.618 |
1.1647 |
|
1.618 |
1.1580 |
|
1.000 |
1.1539 |
|
0.618 |
1.1513 |
|
HIGH |
1.1472 |
|
0.618 |
1.1446 |
|
0.500 |
1.1438 |
|
0.382 |
1.1430 |
|
LOW |
1.1405 |
|
0.618 |
1.1363 |
|
1.000 |
1.1338 |
|
1.618 |
1.1296 |
|
2.618 |
1.1229 |
|
4.250 |
1.1120 |
|
|
| Fisher Pivots for day following 25-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1448 |
1.1477 |
| PP |
1.1443 |
1.1469 |
| S1 |
1.1438 |
1.1461 |
|