CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1388 |
1.1422 |
0.0034 |
0.3% |
1.1452 |
| High |
1.1429 |
1.1444 |
0.0016 |
0.1% |
1.1478 |
| Low |
1.1372 |
1.1323 |
-0.0049 |
-0.4% |
1.1363 |
| Close |
1.1421 |
1.1333 |
-0.0089 |
-0.8% |
1.1373 |
| Range |
0.0057 |
0.0121 |
0.0064 |
112.3% |
0.0115 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
3.8% |
0.0000 |
| Volume |
18,130 |
21,873 |
3,743 |
20.6% |
72,946 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1730 |
1.1652 |
1.1399 |
|
| R3 |
1.1609 |
1.1531 |
1.1366 |
|
| R2 |
1.1488 |
1.1488 |
1.1355 |
|
| R1 |
1.1410 |
1.1410 |
1.1344 |
1.1388 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1356 |
| S1 |
1.1289 |
1.1289 |
1.1321 |
1.1267 |
| S2 |
1.1246 |
1.1246 |
1.1310 |
|
| S3 |
1.1125 |
1.1168 |
1.1299 |
|
| S4 |
1.1004 |
1.1047 |
1.1266 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1749 |
1.1676 |
1.1436 |
|
| R3 |
1.1634 |
1.1561 |
1.1404 |
|
| R2 |
1.1519 |
1.1519 |
1.1394 |
|
| R1 |
1.1446 |
1.1446 |
1.1383 |
1.1425 |
| PP |
1.1404 |
1.1404 |
1.1404 |
1.1394 |
| S1 |
1.1331 |
1.1331 |
1.1362 |
1.1310 |
| S2 |
1.1289 |
1.1289 |
1.1351 |
|
| S3 |
1.1174 |
1.1216 |
1.1341 |
|
| S4 |
1.1059 |
1.1101 |
1.1309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1444 |
1.1323 |
0.0121 |
1.1% |
0.0073 |
0.6% |
8% |
True |
True |
16,581 |
| 10 |
1.1493 |
1.1323 |
0.0170 |
1.5% |
0.0071 |
0.6% |
6% |
False |
True |
15,279 |
| 20 |
1.1607 |
1.1323 |
0.0284 |
2.5% |
0.0081 |
0.7% |
3% |
False |
True |
16,303 |
| 40 |
1.1765 |
1.1179 |
0.0586 |
5.2% |
0.0088 |
0.8% |
26% |
False |
False |
18,509 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0089 |
0.8% |
38% |
False |
False |
16,462 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0084 |
0.7% |
38% |
False |
False |
12,386 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0078 |
0.7% |
38% |
False |
False |
9,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1958 |
|
2.618 |
1.1761 |
|
1.618 |
1.1640 |
|
1.000 |
1.1565 |
|
0.618 |
1.1519 |
|
HIGH |
1.1444 |
|
0.618 |
1.1398 |
|
0.500 |
1.1384 |
|
0.382 |
1.1369 |
|
LOW |
1.1323 |
|
0.618 |
1.1248 |
|
1.000 |
1.1202 |
|
1.618 |
1.1127 |
|
2.618 |
1.1006 |
|
4.250 |
1.0809 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1384 |
1.1384 |
| PP |
1.1367 |
1.1367 |
| S1 |
1.1350 |
1.1350 |
|