CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 31-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1.1640 |
1.1571 |
-0.0069 |
-0.6% |
1.1650 |
High |
1.1640 |
1.1571 |
-0.0069 |
-0.6% |
1.1674 |
Low |
1.1640 |
1.1571 |
-0.0069 |
-0.6% |
1.1530 |
Close |
1.1640 |
1.1571 |
-0.0069 |
-0.6% |
1.1574 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0048 |
0.0002 |
3.5% |
0.0000 |
Volume |
0 |
34 |
34 |
|
2 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1571 |
1.1571 |
1.1571 |
|
R3 |
1.1571 |
1.1571 |
1.1571 |
|
R2 |
1.1571 |
1.1571 |
1.1571 |
|
R1 |
1.1571 |
1.1571 |
1.1571 |
1.1571 |
PP |
1.1571 |
1.1571 |
1.1571 |
1.1571 |
S1 |
1.1571 |
1.1571 |
1.1571 |
1.1571 |
S2 |
1.1571 |
1.1571 |
1.1571 |
|
S3 |
1.1571 |
1.1571 |
1.1571 |
|
S4 |
1.1571 |
1.1571 |
1.1571 |
|
|
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 |
1.1640 |
1.1530 |
0.0110 |
1.0% |
0.0010 |
0.1% |
37% |
False |
False |
7 |
10 |
1.1674 |
1.1530 |
0.0144 |
1.2% |
0.0021 |
0.2% |
29% |
False |
False |
3 |
20 |
1.1769 |
1.1530 |
0.0239 |
2.1% |
0.0030 |
0.3% |
17% |
False |
False |
4 |
40 |
1.1971 |
1.1466 |
0.0505 |
4.4% |
0.0035 |
0.3% |
21% |
False |
False |
5 |
60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0033 |
0.3% |
39% |
False |
False |
4 |
80 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0030 |
0.3% |
39% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1571 |
2.618 |
1.1571 |
1.618 |
1.1571 |
1.000 |
1.1571 |
0.618 |
1.1571 |
HIGH |
1.1571 |
0.618 |
1.1571 |
0.500 |
1.1571 |
0.382 |
1.1571 |
LOW |
1.1571 |
0.618 |
1.1571 |
1.000 |
1.1571 |
1.618 |
1.1571 |
2.618 |
1.1571 |
4.250 |
1.1571 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1571 |
1.1606 |
PP |
1.1571 |
1.1594 |
S1 |
1.1571 |
1.1583 |
|