CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1689 |
1.1620 |
-0.0069 |
-0.6% |
1.1720 |
| High |
1.1713 |
1.1691 |
-0.0023 |
-0.2% |
1.1750 |
| Low |
1.1670 |
1.1606 |
-0.0064 |
-0.5% |
1.1670 |
| Close |
1.1689 |
1.1651 |
-0.0038 |
-0.3% |
1.1689 |
| Range |
0.0044 |
0.0085 |
0.0041 |
94.3% |
0.0081 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
2.7% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
54 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1903 |
1.1861 |
1.1697 |
|
| R3 |
1.1818 |
1.1777 |
1.1674 |
|
| R2 |
1.1734 |
1.1734 |
1.1666 |
|
| R1 |
1.1692 |
1.1692 |
1.1658 |
1.1713 |
| PP |
1.1649 |
1.1649 |
1.1649 |
1.1659 |
| S1 |
1.1608 |
1.1608 |
1.1643 |
1.1628 |
| S2 |
1.1565 |
1.1565 |
1.1635 |
|
| S3 |
1.1480 |
1.1523 |
1.1627 |
|
| S4 |
1.1396 |
1.1439 |
1.1604 |
|
|
| 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 |
1.1606 |
0.0144 |
1.2% |
0.0048 |
0.4% |
31% |
False |
True |
|
| 10 |
1.1769 |
1.1606 |
0.0163 |
1.4% |
0.0049 |
0.4% |
27% |
False |
True |
11 |
| 20 |
1.1971 |
1.1606 |
0.0365 |
3.1% |
0.0036 |
0.3% |
12% |
False |
True |
6 |
| 40 |
1.1971 |
1.1409 |
0.0562 |
4.8% |
0.0034 |
0.3% |
43% |
False |
False |
4 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0034 |
0.3% |
51% |
False |
False |
4 |
| 80 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0033 |
0.3% |
51% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2050 |
|
2.618 |
1.1912 |
|
1.618 |
1.1827 |
|
1.000 |
1.1775 |
|
0.618 |
1.1743 |
|
HIGH |
1.1691 |
|
0.618 |
1.1658 |
|
0.500 |
1.1648 |
|
0.382 |
1.1638 |
|
LOW |
1.1606 |
|
0.618 |
1.1554 |
|
1.000 |
1.1522 |
|
1.618 |
1.1469 |
|
2.618 |
1.1385 |
|
4.250 |
1.1247 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1650 |
1.1678 |
| PP |
1.1649 |
1.1669 |
| S1 |
1.1648 |
1.1660 |
|