CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 25-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1573 |
1.1574 |
0.0002 |
0.0% |
1.1650 |
| High |
1.1674 |
1.1574 |
-0.0100 |
-0.9% |
1.1674 |
| Low |
1.1564 |
1.1530 |
-0.0034 |
-0.3% |
1.1530 |
| Close |
1.1565 |
1.1574 |
0.0009 |
0.1% |
1.1574 |
| Range |
0.0110 |
0.0044 |
-0.0066 |
-60.0% |
0.0144 |
| ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
2 |
|
| Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1691 |
1.1677 |
1.1598 |
|
| R3 |
1.1647 |
1.1633 |
1.1586 |
|
| R2 |
1.1603 |
1.1603 |
1.1582 |
|
| R1 |
1.1589 |
1.1589 |
1.1578 |
1.1596 |
| PP |
1.1559 |
1.1559 |
1.1559 |
1.1563 |
| S1 |
1.1545 |
1.1545 |
1.1570 |
1.1552 |
| S2 |
1.1515 |
1.1515 |
1.1566 |
|
| S3 |
1.1471 |
1.1501 |
1.1562 |
|
| S4 |
1.1427 |
1.1457 |
1.1550 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2023 |
1.1942 |
1.1653 |
|
| R3 |
1.1880 |
1.1799 |
1.1613 |
|
| R2 |
1.1736 |
1.1736 |
1.1600 |
|
| R1 |
1.1655 |
1.1655 |
1.1587 |
1.1624 |
| PP |
1.1593 |
1.1593 |
1.1593 |
1.1577 |
| S1 |
1.1512 |
1.1512 |
1.1561 |
1.1480 |
| S2 |
1.1449 |
1.1449 |
1.1548 |
|
| S3 |
1.1306 |
1.1368 |
1.1535 |
|
| S4 |
1.1162 |
1.1225 |
1.1495 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1674 |
1.1530 |
0.0144 |
1.2% |
0.0031 |
0.3% |
31% |
False |
True |
|
| 10 |
1.1691 |
1.1530 |
0.0161 |
1.4% |
0.0031 |
0.3% |
27% |
False |
True |
|
| 20 |
1.1790 |
1.1530 |
0.0260 |
2.2% |
0.0038 |
0.3% |
17% |
False |
True |
5 |
| 40 |
1.1971 |
1.1409 |
0.0562 |
4.9% |
0.0038 |
0.3% |
29% |
False |
False |
4 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0035 |
0.3% |
39% |
False |
False |
3 |
| 80 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0033 |
0.3% |
39% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1761 |
|
2.618 |
1.1689 |
|
1.618 |
1.1645 |
|
1.000 |
1.1618 |
|
0.618 |
1.1601 |
|
HIGH |
1.1574 |
|
0.618 |
1.1557 |
|
0.500 |
1.1552 |
|
0.382 |
1.1547 |
|
LOW |
1.1530 |
|
0.618 |
1.1503 |
|
1.000 |
1.1486 |
|
1.618 |
1.1459 |
|
2.618 |
1.1415 |
|
4.250 |
1.1343 |
|
|
| Fisher Pivots for day following 25-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1567 |
1.1602 |
| PP |
1.1559 |
1.1593 |
| S1 |
1.1552 |
1.1583 |
|