CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 17-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1.1654 |
1.1631 |
-0.0023 |
-0.2% |
1.1720 |
High |
1.1654 |
1.1631 |
-0.0023 |
-0.2% |
1.1750 |
Low |
1.1641 |
1.1631 |
-0.0011 |
-0.1% |
1.1670 |
Close |
1.1641 |
1.1631 |
-0.0011 |
-0.1% |
1.1689 |
Range |
0.0013 |
0.0000 |
-0.0013 |
-100.0% |
0.0081 |
ATR |
0.0055 |
0.0052 |
-0.0003 |
-5.8% |
0.0000 |
Volume |
1 |
0 |
-1 |
-100.0% |
54 |
|
Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1631 |
1.1631 |
1.1631 |
|
R3 |
1.1631 |
1.1631 |
1.1631 |
|
R2 |
1.1631 |
1.1631 |
1.1631 |
|
R1 |
1.1631 |
1.1631 |
1.1631 |
1.1631 |
PP |
1.1631 |
1.1631 |
1.1631 |
1.1631 |
S1 |
1.1631 |
1.1631 |
1.1631 |
1.1631 |
S2 |
1.1631 |
1.1631 |
1.1631 |
|
S3 |
1.1631 |
1.1631 |
1.1631 |
|
S4 |
1.1631 |
1.1631 |
1.1631 |
|
|
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 |
1.1713 |
1.1606 |
0.0107 |
0.9% |
0.0028 |
0.2% |
23% |
False |
False |
|
10 |
1.1769 |
1.1606 |
0.0163 |
1.4% |
0.0038 |
0.3% |
15% |
False |
False |
5 |
20 |
1.1929 |
1.1606 |
0.0323 |
2.8% |
0.0037 |
0.3% |
8% |
False |
False |
6 |
40 |
1.1971 |
1.1409 |
0.0562 |
4.8% |
0.0035 |
0.3% |
39% |
False |
False |
4 |
60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0033 |
0.3% |
48% |
False |
False |
4 |
80 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0032 |
0.3% |
48% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1631 |
2.618 |
1.1631 |
1.618 |
1.1631 |
1.000 |
1.1631 |
0.618 |
1.1631 |
HIGH |
1.1631 |
0.618 |
1.1631 |
0.500 |
1.1631 |
0.382 |
1.1631 |
LOW |
1.1631 |
0.618 |
1.1631 |
1.000 |
1.1631 |
1.618 |
1.1631 |
2.618 |
1.1631 |
4.250 |
1.1631 |
|
|
Fisher Pivots for day following 17-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1631 |
1.1642 |
PP |
1.1631 |
1.1638 |
S1 |
1.1631 |
1.1634 |
|