CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1455 |
1.1513 |
0.0058 |
0.5% |
1.1482 |
| High |
1.1523 |
1.1570 |
0.0048 |
0.4% |
1.1549 |
| Low |
1.1424 |
1.1500 |
0.0077 |
0.7% |
1.1405 |
| Close |
1.1518 |
1.1520 |
0.0003 |
0.0% |
1.1453 |
| Range |
0.0099 |
0.0070 |
-0.0029 |
-29.3% |
0.0144 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.6% |
0.0000 |
| Volume |
30 |
52 |
22 |
73.3% |
230 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1740 |
1.1700 |
1.1559 |
|
| R3 |
1.1670 |
1.1630 |
1.1539 |
|
| R2 |
1.1600 |
1.1600 |
1.1533 |
|
| R1 |
1.1560 |
1.1560 |
1.1526 |
1.1580 |
| PP |
1.1530 |
1.1530 |
1.1530 |
1.1540 |
| S1 |
1.1490 |
1.1490 |
1.1514 |
1.1510 |
| S2 |
1.1460 |
1.1460 |
1.1507 |
|
| S3 |
1.1390 |
1.1420 |
1.1501 |
|
| S4 |
1.1320 |
1.1350 |
1.1482 |
|
|
| 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 |
1.1570 |
1.1405 |
0.0166 |
1.4% |
0.0076 |
0.7% |
70% |
True |
False |
44 |
| 10 |
1.1570 |
1.1405 |
0.0166 |
1.4% |
0.0061 |
0.5% |
70% |
True |
False |
45 |
| 20 |
1.1660 |
1.1405 |
0.0256 |
2.2% |
0.0060 |
0.5% |
45% |
False |
False |
37 |
| 40 |
1.1861 |
1.1314 |
0.0548 |
4.8% |
0.0069 |
0.6% |
38% |
False |
False |
74 |
| 60 |
1.1861 |
1.1200 |
0.0661 |
5.7% |
0.0064 |
0.6% |
48% |
False |
False |
67 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0054 |
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% |
0.0048 |
0.4% |
58% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1868 |
|
2.618 |
1.1753 |
|
1.618 |
1.1683 |
|
1.000 |
1.1640 |
|
0.618 |
1.1613 |
|
HIGH |
1.1570 |
|
0.618 |
1.1543 |
|
0.500 |
1.1535 |
|
0.382 |
1.1527 |
|
LOW |
1.1500 |
|
0.618 |
1.1457 |
|
1.000 |
1.1430 |
|
1.618 |
1.1387 |
|
2.618 |
1.1317 |
|
4.250 |
1.1203 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1535 |
1.1512 |
| PP |
1.1530 |
1.1505 |
| S1 |
1.1525 |
1.1497 |
|