CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1516 |
1.1449 |
-0.0067 |
-0.6% |
1.1444 |
| High |
1.1529 |
1.1497 |
-0.0032 |
-0.3% |
1.1570 |
| Low |
1.1435 |
1.1411 |
-0.0024 |
-0.2% |
1.1411 |
| Close |
1.1452 |
1.1423 |
-0.0029 |
-0.2% |
1.1423 |
| Range |
0.0094 |
0.0086 |
-0.0008 |
-8.0% |
0.0159 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
2.0% |
0.0000 |
| Volume |
178 |
205 |
27 |
15.2% |
495 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1702 |
1.1648 |
1.1470 |
|
| R3 |
1.1616 |
1.1562 |
1.1447 |
|
| R2 |
1.1530 |
1.1530 |
1.1439 |
|
| R1 |
1.1476 |
1.1476 |
1.1431 |
1.1460 |
| PP |
1.1444 |
1.1444 |
1.1444 |
1.1436 |
| S1 |
1.1390 |
1.1390 |
1.1415 |
1.1374 |
| S2 |
1.1358 |
1.1358 |
1.1407 |
|
| S3 |
1.1272 |
1.1304 |
1.1399 |
|
| S4 |
1.1186 |
1.1218 |
1.1376 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1945 |
1.1843 |
1.1510 |
|
| R3 |
1.1786 |
1.1684 |
1.1467 |
|
| R2 |
1.1627 |
1.1627 |
1.1452 |
|
| R1 |
1.1525 |
1.1525 |
1.1438 |
1.1497 |
| PP |
1.1468 |
1.1468 |
1.1468 |
1.1454 |
| S1 |
1.1366 |
1.1366 |
1.1408 |
1.1338 |
| S2 |
1.1309 |
1.1309 |
1.1394 |
|
| S3 |
1.1150 |
1.1207 |
1.1379 |
|
| S4 |
1.0991 |
1.1048 |
1.1336 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1570 |
1.1411 |
0.0159 |
1.4% |
0.0076 |
0.7% |
8% |
False |
True |
99 |
| 10 |
1.1570 |
1.1405 |
0.0166 |
1.4% |
0.0069 |
0.6% |
11% |
False |
False |
72 |
| 20 |
1.1660 |
1.1405 |
0.0256 |
2.2% |
0.0062 |
0.5% |
7% |
False |
False |
54 |
| 40 |
1.1861 |
1.1405 |
0.0457 |
4.0% |
0.0070 |
0.6% |
4% |
False |
False |
83 |
| 60 |
1.1861 |
1.1200 |
0.0661 |
5.8% |
0.0065 |
0.6% |
34% |
False |
False |
73 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0056 |
0.5% |
36% |
False |
False |
55 |
| 100 |
1.1861 |
1.1180 |
0.0681 |
6.0% |
0.0053 |
0.5% |
36% |
False |
False |
45 |
| 120 |
1.1861 |
1.1052 |
0.0809 |
7.1% |
0.0049 |
0.4% |
46% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1863 |
|
2.618 |
1.1722 |
|
1.618 |
1.1636 |
|
1.000 |
1.1583 |
|
0.618 |
1.1550 |
|
HIGH |
1.1497 |
|
0.618 |
1.1464 |
|
0.500 |
1.1454 |
|
0.382 |
1.1444 |
|
LOW |
1.1411 |
|
0.618 |
1.1358 |
|
1.000 |
1.1325 |
|
1.618 |
1.1272 |
|
2.618 |
1.1186 |
|
4.250 |
1.1046 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1454 |
1.1491 |
| PP |
1.1444 |
1.1468 |
| S1 |
1.1433 |
1.1446 |
|