CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1436 |
1.1444 |
0.0008 |
0.1% |
1.1482 |
| High |
1.1472 |
1.1467 |
-0.0005 |
0.0% |
1.1549 |
| Low |
1.1405 |
1.1435 |
0.0030 |
0.3% |
1.1405 |
| Close |
1.1453 |
1.1452 |
-0.0001 |
0.0% |
1.1453 |
| Range |
0.0067 |
0.0032 |
-0.0035 |
-52.2% |
0.0144 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
26 |
30 |
4 |
15.4% |
230 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1547 |
1.1531 |
1.1469 |
|
| R3 |
1.1515 |
1.1499 |
1.1460 |
|
| R2 |
1.1483 |
1.1483 |
1.1457 |
|
| R1 |
1.1467 |
1.1467 |
1.1454 |
1.1475 |
| PP |
1.1451 |
1.1451 |
1.1451 |
1.1455 |
| S1 |
1.1435 |
1.1435 |
1.1449 |
1.1443 |
| S2 |
1.1419 |
1.1419 |
1.1446 |
|
| S3 |
1.1387 |
1.1403 |
1.1443 |
|
| S4 |
1.1355 |
1.1371 |
1.1434 |
|
|
| 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% |
0.0058 |
0.5% |
33% |
False |
False |
42 |
| 10 |
1.1549 |
1.1405 |
0.0144 |
1.3% |
0.0048 |
0.4% |
33% |
False |
False |
38 |
| 20 |
1.1660 |
1.1405 |
0.0256 |
2.2% |
0.0057 |
0.5% |
18% |
False |
False |
45 |
| 40 |
1.1861 |
1.1314 |
0.0548 |
4.8% |
0.0066 |
0.6% |
25% |
False |
False |
72 |
| 60 |
1.1861 |
1.1200 |
0.0661 |
5.8% |
0.0062 |
0.5% |
38% |
False |
False |
66 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0054 |
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 |
1.0987 |
0.0875 |
7.6% |
0.0048 |
0.4% |
53% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1603 |
|
2.618 |
1.1550 |
|
1.618 |
1.1518 |
|
1.000 |
1.1499 |
|
0.618 |
1.1486 |
|
HIGH |
1.1467 |
|
0.618 |
1.1454 |
|
0.500 |
1.1451 |
|
0.382 |
1.1447 |
|
LOW |
1.1435 |
|
0.618 |
1.1415 |
|
1.000 |
1.1403 |
|
1.618 |
1.1383 |
|
2.618 |
1.1351 |
|
4.250 |
1.1299 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1451 |
1.1477 |
| PP |
1.1451 |
1.1468 |
| S1 |
1.1451 |
1.1460 |
|