CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 09-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1.1703 |
1.1705 |
0.0002 |
0.0% |
1.1752 |
High |
1.1703 |
1.1730 |
0.0027 |
0.2% |
1.1790 |
Low |
1.1703 |
1.1672 |
-0.0032 |
-0.3% |
1.1650 |
Close |
1.1703 |
1.1678 |
-0.0026 |
-0.2% |
1.1742 |
Range |
0.0000 |
0.0058 |
0.0058 |
|
0.0140 |
ATR |
0.0062 |
0.0062 |
0.0000 |
-0.5% |
0.0000 |
Volume |
0 |
2 |
2 |
|
59 |
|
Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1867 |
1.1830 |
1.1709 |
|
R3 |
1.1809 |
1.1772 |
1.1693 |
|
R2 |
1.1751 |
1.1751 |
1.1688 |
|
R1 |
1.1714 |
1.1714 |
1.1683 |
1.1704 |
PP |
1.1693 |
1.1693 |
1.1693 |
1.1688 |
S1 |
1.1656 |
1.1656 |
1.1672 |
1.1646 |
S2 |
1.1635 |
1.1635 |
1.1667 |
|
S3 |
1.1577 |
1.1598 |
1.1662 |
|
S4 |
1.1519 |
1.1540 |
1.1646 |
|
|
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 |
1.1672 |
0.0097 |
0.8% |
0.0043 |
0.4% |
6% |
False |
True |
10 |
10 |
1.1832 |
1.1650 |
0.0182 |
1.6% |
0.0045 |
0.4% |
15% |
False |
False |
11 |
20 |
1.1971 |
1.1650 |
0.0321 |
2.7% |
0.0031 |
0.3% |
9% |
False |
False |
6 |
40 |
1.1971 |
1.1364 |
0.0607 |
5.2% |
0.0035 |
0.3% |
52% |
False |
False |
5 |
60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0031 |
0.3% |
55% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1976 |
2.618 |
1.1881 |
1.618 |
1.1823 |
1.000 |
1.1788 |
0.618 |
1.1765 |
HIGH |
1.1730 |
0.618 |
1.1707 |
0.500 |
1.1701 |
0.382 |
1.1694 |
LOW |
1.1672 |
0.618 |
1.1636 |
1.000 |
1.1614 |
1.618 |
1.1578 |
2.618 |
1.1520 |
4.250 |
1.1425 |
|
|
Fisher Pivots for day following 09-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1701 |
1.1705 |
PP |
1.1693 |
1.1696 |
S1 |
1.1685 |
1.1687 |
|