CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 11-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1.1750 |
1.1689 |
-0.0062 |
-0.5% |
1.1720 |
High |
1.1750 |
1.1713 |
-0.0037 |
-0.3% |
1.1750 |
Low |
1.1695 |
1.1670 |
-0.0025 |
-0.2% |
1.1670 |
Close |
1.1695 |
1.1689 |
-0.0006 |
-0.1% |
1.1689 |
Range |
0.0056 |
0.0044 |
-0.0012 |
-21.6% |
0.0081 |
ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
1 |
0 |
-1 |
-100.0% |
54 |
|
Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1821 |
1.1798 |
1.1712 |
|
R3 |
1.1777 |
1.1755 |
1.1700 |
|
R2 |
1.1734 |
1.1734 |
1.1696 |
|
R1 |
1.1711 |
1.1711 |
1.1692 |
1.1710 |
PP |
1.1690 |
1.1690 |
1.1690 |
1.1690 |
S1 |
1.1668 |
1.1668 |
1.1685 |
1.1667 |
S2 |
1.1647 |
1.1647 |
1.1681 |
|
S3 |
1.1603 |
1.1624 |
1.1677 |
|
S4 |
1.1560 |
1.1581 |
1.1665 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1944 |
1.1897 |
1.1733 |
|
R3 |
1.1864 |
1.1816 |
1.1711 |
|
R2 |
1.1783 |
1.1783 |
1.1703 |
|
R1 |
1.1736 |
1.1736 |
1.1696 |
1.1719 |
PP |
1.1703 |
1.1703 |
1.1703 |
1.1694 |
S1 |
1.1655 |
1.1655 |
1.1681 |
1.1639 |
S2 |
1.1622 |
1.1622 |
1.1674 |
|
S3 |
1.1542 |
1.1575 |
1.1666 |
|
S4 |
1.1461 |
1.1494 |
1.1644 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1750 |
1.1670 |
0.0081 |
0.7% |
0.0039 |
0.3% |
24% |
False |
True |
10 |
10 |
1.1790 |
1.1650 |
0.0140 |
1.2% |
0.0045 |
0.4% |
28% |
False |
False |
11 |
20 |
1.1971 |
1.1650 |
0.0321 |
2.7% |
0.0032 |
0.3% |
12% |
False |
False |
6 |
40 |
1.1971 |
1.1368 |
0.0603 |
5.2% |
0.0036 |
0.3% |
53% |
False |
False |
5 |
60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0033 |
0.3% |
57% |
False |
False |
4 |
80 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0032 |
0.3% |
57% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1898 |
2.618 |
1.1827 |
1.618 |
1.1783 |
1.000 |
1.1757 |
0.618 |
1.1740 |
HIGH |
1.1713 |
0.618 |
1.1696 |
0.500 |
1.1691 |
0.382 |
1.1686 |
LOW |
1.1670 |
0.618 |
1.1643 |
1.000 |
1.1626 |
1.618 |
1.1599 |
2.618 |
1.1556 |
4.250 |
1.1485 |
|
|
Fisher Pivots for day following 11-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1691 |
1.1710 |
PP |
1.1690 |
1.1703 |
S1 |
1.1689 |
1.1696 |
|