CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1529 |
1.1518 |
-0.0012 |
-0.1% |
1.1619 |
| High |
1.1537 |
1.1523 |
-0.0014 |
-0.1% |
1.1756 |
| Low |
1.1451 |
1.1413 |
-0.0038 |
-0.3% |
1.1506 |
| Close |
1.1477 |
1.1455 |
-0.0022 |
-0.2% |
1.1566 |
| Range |
0.0086 |
0.0110 |
0.0024 |
27.9% |
0.0251 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.1% |
0.0000 |
| Volume |
16,101 |
23,228 |
7,127 |
44.3% |
106,863 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1794 |
1.1734 |
1.1515 |
|
| R3 |
1.1684 |
1.1624 |
1.1485 |
|
| R2 |
1.1574 |
1.1574 |
1.1475 |
|
| R1 |
1.1514 |
1.1514 |
1.1465 |
1.1489 |
| PP |
1.1464 |
1.1464 |
1.1464 |
1.1451 |
| S1 |
1.1404 |
1.1404 |
1.1444 |
1.1379 |
| S2 |
1.1354 |
1.1354 |
1.1434 |
|
| S3 |
1.1244 |
1.1294 |
1.1424 |
|
| S4 |
1.1134 |
1.1184 |
1.1394 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2361 |
1.2214 |
1.1704 |
|
| R3 |
1.2110 |
1.1963 |
1.1635 |
|
| R2 |
1.1860 |
1.1860 |
1.1612 |
|
| R1 |
1.1713 |
1.1713 |
1.1589 |
1.1661 |
| PP |
1.1609 |
1.1609 |
1.1609 |
1.1583 |
| S1 |
1.1462 |
1.1462 |
1.1543 |
1.1411 |
| S2 |
1.1359 |
1.1359 |
1.1520 |
|
| S3 |
1.1108 |
1.1212 |
1.1497 |
|
| S4 |
1.0858 |
1.0961 |
1.1428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1756 |
1.1413 |
0.0343 |
3.0% |
0.0116 |
1.0% |
12% |
False |
True |
22,120 |
| 10 |
1.1756 |
1.1413 |
0.0343 |
3.0% |
0.0104 |
0.9% |
12% |
False |
True |
20,120 |
| 20 |
1.1765 |
1.1196 |
0.0569 |
5.0% |
0.0099 |
0.9% |
45% |
False |
False |
20,809 |
| 40 |
1.1765 |
1.1092 |
0.0673 |
5.9% |
0.0094 |
0.8% |
54% |
False |
False |
18,588 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0085 |
0.7% |
55% |
False |
False |
12,459 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0079 |
0.7% |
55% |
False |
False |
9,373 |
| 100 |
1.1765 |
1.0920 |
0.0845 |
7.4% |
0.0072 |
0.6% |
63% |
False |
False |
7,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1991 |
|
2.618 |
1.1811 |
|
1.618 |
1.1701 |
|
1.000 |
1.1633 |
|
0.618 |
1.1591 |
|
HIGH |
1.1523 |
|
0.618 |
1.1481 |
|
0.500 |
1.1468 |
|
0.382 |
1.1455 |
|
LOW |
1.1413 |
|
0.618 |
1.1345 |
|
1.000 |
1.1303 |
|
1.618 |
1.1235 |
|
2.618 |
1.1125 |
|
4.250 |
1.0946 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1468 |
1.1507 |
| PP |
1.1464 |
1.1489 |
| S1 |
1.1459 |
1.1472 |
|