CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1444 |
1.1455 |
0.0011 |
0.1% |
1.1482 |
| High |
1.1467 |
1.1523 |
0.0056 |
0.5% |
1.1549 |
| Low |
1.1435 |
1.1424 |
-0.0011 |
-0.1% |
1.1405 |
| Close |
1.1452 |
1.1518 |
0.0066 |
0.6% |
1.1453 |
| Range |
0.0032 |
0.0099 |
0.0067 |
209.4% |
0.0144 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
4.3% |
0.0000 |
| Volume |
30 |
30 |
0 |
0.0% |
230 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1785 |
1.1750 |
1.1572 |
|
| R3 |
1.1686 |
1.1651 |
1.1545 |
|
| R2 |
1.1587 |
1.1587 |
1.1536 |
|
| R1 |
1.1552 |
1.1552 |
1.1527 |
1.1570 |
| PP |
1.1488 |
1.1488 |
1.1488 |
1.1497 |
| S1 |
1.1453 |
1.1453 |
1.1508 |
1.1471 |
| S2 |
1.1389 |
1.1389 |
1.1499 |
|
| S3 |
1.1290 |
1.1354 |
1.1490 |
|
| S4 |
1.1191 |
1.1255 |
1.1463 |
|
|
| 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% |
0.0069 |
0.6% |
78% |
False |
False |
45 |
| 10 |
1.1549 |
1.1405 |
0.0144 |
1.3% |
0.0057 |
0.5% |
78% |
False |
False |
41 |
| 20 |
1.1660 |
1.1405 |
0.0256 |
2.2% |
0.0059 |
0.5% |
44% |
False |
False |
36 |
| 40 |
1.1861 |
1.1314 |
0.0548 |
4.8% |
0.0068 |
0.6% |
37% |
False |
False |
73 |
| 60 |
1.1861 |
1.1200 |
0.0661 |
5.7% |
0.0063 |
0.5% |
48% |
False |
False |
66 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0055 |
0.5% |
50% |
False |
False |
50 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0051 |
0.4% |
50% |
False |
False |
41 |
| 120 |
1.1861 |
1.1052 |
0.0809 |
7.0% |
0.0049 |
0.4% |
58% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1943 |
|
2.618 |
1.1782 |
|
1.618 |
1.1683 |
|
1.000 |
1.1622 |
|
0.618 |
1.1584 |
|
HIGH |
1.1523 |
|
0.618 |
1.1485 |
|
0.500 |
1.1473 |
|
0.382 |
1.1461 |
|
LOW |
1.1424 |
|
0.618 |
1.1362 |
|
1.000 |
1.1325 |
|
1.618 |
1.1263 |
|
2.618 |
1.1164 |
|
4.250 |
1.1003 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1503 |
1.1500 |
| PP |
1.1488 |
1.1482 |
| S1 |
1.1473 |
1.1464 |
|