CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1491 |
1.1511 |
0.0020 |
0.2% |
1.1552 |
| High |
1.1547 |
1.1514 |
-0.0034 |
-0.3% |
1.1601 |
| Low |
1.1437 |
1.1449 |
0.0012 |
0.1% |
1.1413 |
| Close |
1.1510 |
1.1506 |
-0.0004 |
0.0% |
1.1510 |
| Range |
0.0110 |
0.0065 |
-0.0045 |
-40.9% |
0.0188 |
| ATR |
0.0097 |
0.0094 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
18,856 |
11,466 |
-7,390 |
-39.2% |
93,285 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1684 |
1.1660 |
1.1542 |
|
| R3 |
1.1619 |
1.1595 |
1.1524 |
|
| R2 |
1.1554 |
1.1554 |
1.1518 |
|
| R1 |
1.1530 |
1.1530 |
1.1512 |
1.1510 |
| PP |
1.1489 |
1.1489 |
1.1489 |
1.1479 |
| S1 |
1.1465 |
1.1465 |
1.1500 |
1.1445 |
| S2 |
1.1424 |
1.1424 |
1.1494 |
|
| S3 |
1.1359 |
1.1400 |
1.1488 |
|
| S4 |
1.1294 |
1.1335 |
1.1470 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2070 |
1.1977 |
1.1613 |
|
| R3 |
1.1883 |
1.1790 |
1.1561 |
|
| R2 |
1.1695 |
1.1695 |
1.1544 |
|
| R1 |
1.1602 |
1.1602 |
1.1527 |
1.1555 |
| PP |
1.1508 |
1.1508 |
1.1508 |
1.1484 |
| S1 |
1.1415 |
1.1415 |
1.1492 |
1.1368 |
| S2 |
1.1320 |
1.1320 |
1.1475 |
|
| S3 |
1.1133 |
1.1227 |
1.1458 |
|
| S4 |
1.0945 |
1.1040 |
1.1406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1547 |
1.1413 |
0.0134 |
1.2% |
0.0091 |
0.8% |
69% |
False |
False |
17,230 |
| 10 |
1.1756 |
1.1413 |
0.0343 |
3.0% |
0.0101 |
0.9% |
27% |
False |
False |
19,736 |
| 20 |
1.1765 |
1.1374 |
0.0392 |
3.4% |
0.0099 |
0.9% |
34% |
False |
False |
20,232 |
| 40 |
1.1765 |
1.1092 |
0.0673 |
5.8% |
0.0093 |
0.8% |
62% |
False |
False |
19,502 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0088 |
0.8% |
63% |
False |
False |
13,233 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0081 |
0.7% |
63% |
False |
False |
9,955 |
| 100 |
1.1765 |
1.0920 |
0.0845 |
7.3% |
0.0072 |
0.6% |
69% |
False |
False |
7,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1790 |
|
2.618 |
1.1684 |
|
1.618 |
1.1619 |
|
1.000 |
1.1579 |
|
0.618 |
1.1554 |
|
HIGH |
1.1514 |
|
0.618 |
1.1489 |
|
0.500 |
1.1481 |
|
0.382 |
1.1473 |
|
LOW |
1.1449 |
|
0.618 |
1.1408 |
|
1.000 |
1.1384 |
|
1.618 |
1.1343 |
|
2.618 |
1.1278 |
|
4.250 |
1.1172 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1498 |
1.1498 |
| PP |
1.1489 |
1.1491 |
| S1 |
1.1481 |
1.1483 |
|