CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1513 |
1.1516 |
0.0003 |
0.0% |
1.1482 |
| High |
1.1570 |
1.1529 |
-0.0042 |
-0.4% |
1.1549 |
| Low |
1.1500 |
1.1435 |
-0.0065 |
-0.6% |
1.1405 |
| Close |
1.1520 |
1.1452 |
-0.0069 |
-0.6% |
1.1453 |
| Range |
0.0070 |
0.0094 |
0.0024 |
33.6% |
0.0144 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.1% |
0.0000 |
| Volume |
52 |
178 |
126 |
242.3% |
230 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1752 |
1.1695 |
1.1503 |
|
| R3 |
1.1659 |
1.1602 |
1.1477 |
|
| R2 |
1.1565 |
1.1565 |
1.1469 |
|
| R1 |
1.1508 |
1.1508 |
1.1460 |
1.1490 |
| PP |
1.1472 |
1.1472 |
1.1472 |
1.1463 |
| S1 |
1.1415 |
1.1415 |
1.1443 |
1.1397 |
| S2 |
1.1378 |
1.1378 |
1.1434 |
|
| S3 |
1.1285 |
1.1321 |
1.1426 |
|
| S4 |
1.1191 |
1.1228 |
1.1400 |
|
|
| 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% |
0.0072 |
0.6% |
28% |
False |
False |
63 |
| 10 |
1.1570 |
1.1405 |
0.0166 |
1.4% |
0.0067 |
0.6% |
28% |
False |
False |
62 |
| 20 |
1.1660 |
1.1405 |
0.0256 |
2.2% |
0.0063 |
0.5% |
18% |
False |
False |
45 |
| 40 |
1.1861 |
1.1347 |
0.0514 |
4.5% |
0.0070 |
0.6% |
20% |
False |
False |
78 |
| 60 |
1.1861 |
1.1200 |
0.0661 |
5.8% |
0.0065 |
0.6% |
38% |
False |
False |
70 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0055 |
0.5% |
40% |
False |
False |
53 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0052 |
0.5% |
40% |
False |
False |
43 |
| 120 |
1.1861 |
1.1052 |
0.0809 |
7.1% |
0.0048 |
0.4% |
49% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1926 |
|
2.618 |
1.1773 |
|
1.618 |
1.1680 |
|
1.000 |
1.1622 |
|
0.618 |
1.1586 |
|
HIGH |
1.1529 |
|
0.618 |
1.1493 |
|
0.500 |
1.1482 |
|
0.382 |
1.1471 |
|
LOW |
1.1435 |
|
0.618 |
1.1377 |
|
1.000 |
1.1342 |
|
1.618 |
1.1284 |
|
2.618 |
1.1190 |
|
4.250 |
1.1038 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1482 |
1.1497 |
| PP |
1.1472 |
1.1482 |
| S1 |
1.1462 |
1.1467 |
|