CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 08-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1.1720 |
1.1703 |
-0.0017 |
-0.1% |
1.1752 |
High |
1.1739 |
1.1703 |
-0.0036 |
-0.3% |
1.1790 |
Low |
1.1702 |
1.1703 |
0.0002 |
0.0% |
1.1650 |
Close |
1.1739 |
1.1703 |
-0.0036 |
-0.3% |
1.1742 |
Range |
0.0037 |
0.0000 |
-0.0037 |
-100.0% |
0.0140 |
ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
51 |
0 |
-51 |
-100.0% |
59 |
|
Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1703 |
1.1703 |
1.1703 |
|
R3 |
1.1703 |
1.1703 |
1.1703 |
|
R2 |
1.1703 |
1.1703 |
1.1703 |
|
R1 |
1.1703 |
1.1703 |
1.1703 |
1.1703 |
PP |
1.1703 |
1.1703 |
1.1703 |
1.1703 |
S1 |
1.1703 |
1.1703 |
1.1703 |
1.1703 |
S2 |
1.1703 |
1.1703 |
1.1703 |
|
S3 |
1.1703 |
1.1703 |
1.1703 |
|
S4 |
1.1703 |
1.1703 |
1.1703 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2147 |
1.2084 |
1.1819 |
|
R3 |
1.2007 |
1.1944 |
1.1780 |
|
R2 |
1.1867 |
1.1867 |
1.1767 |
|
R1 |
1.1804 |
1.1804 |
1.1754 |
1.1766 |
PP |
1.1727 |
1.1727 |
1.1727 |
1.1708 |
S1 |
1.1664 |
1.1664 |
1.1729 |
1.1626 |
S2 |
1.1587 |
1.1587 |
1.1716 |
|
S3 |
1.1447 |
1.1524 |
1.1703 |
|
S4 |
1.1307 |
1.1384 |
1.1665 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1769 |
1.1650 |
0.0119 |
1.0% |
0.0048 |
0.4% |
45% |
False |
False |
21 |
10 |
1.1929 |
1.1650 |
0.0279 |
2.4% |
0.0043 |
0.4% |
19% |
False |
False |
11 |
20 |
1.1971 |
1.1650 |
0.0321 |
2.7% |
0.0036 |
0.3% |
17% |
False |
False |
7 |
40 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0034 |
0.3% |
59% |
False |
False |
5 |
60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0032 |
0.3% |
59% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1703 |
2.618 |
1.1703 |
1.618 |
1.1703 |
1.000 |
1.1703 |
0.618 |
1.1703 |
HIGH |
1.1703 |
0.618 |
1.1703 |
0.500 |
1.1703 |
0.382 |
1.1703 |
LOW |
1.1703 |
0.618 |
1.1703 |
1.000 |
1.1703 |
1.618 |
1.1703 |
2.618 |
1.1703 |
4.250 |
1.1703 |
|
|
Fisher Pivots for day following 08-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1703 |
1.1722 |
PP |
1.1703 |
1.1716 |
S1 |
1.1703 |
1.1709 |
|