CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1334 |
1.1330 |
-0.0004 |
0.0% |
1.1367 |
| High |
1.1361 |
1.1365 |
0.0004 |
0.0% |
1.1444 |
| Low |
1.1291 |
1.1320 |
0.0029 |
0.3% |
1.1291 |
| Close |
1.1341 |
1.1340 |
-0.0001 |
0.0% |
1.1341 |
| Range |
0.0070 |
0.0045 |
-0.0025 |
-35.7% |
0.0153 |
| ATR |
0.0081 |
0.0079 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
20,677 |
11,548 |
-9,129 |
-44.2% |
86,287 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1476 |
1.1453 |
1.1364 |
|
| R3 |
1.1431 |
1.1408 |
1.1352 |
|
| R2 |
1.1386 |
1.1386 |
1.1348 |
|
| R1 |
1.1363 |
1.1363 |
1.1344 |
1.1375 |
| PP |
1.1341 |
1.1341 |
1.1341 |
1.1347 |
| S1 |
1.1318 |
1.1318 |
1.1335 |
1.1330 |
| S2 |
1.1296 |
1.1296 |
1.1331 |
|
| S3 |
1.1251 |
1.1273 |
1.1327 |
|
| S4 |
1.1206 |
1.1228 |
1.1315 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1818 |
1.1732 |
1.1425 |
|
| R3 |
1.1665 |
1.1579 |
1.1383 |
|
| R2 |
1.1512 |
1.1512 |
1.1369 |
|
| R1 |
1.1426 |
1.1426 |
1.1355 |
1.1392 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1342 |
| S1 |
1.1273 |
1.1273 |
1.1326 |
1.1239 |
| S2 |
1.1206 |
1.1206 |
1.1312 |
|
| S3 |
1.1053 |
1.1120 |
1.1298 |
|
| S4 |
1.0900 |
1.0967 |
1.1256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1444 |
1.1291 |
0.0153 |
1.3% |
0.0070 |
0.6% |
32% |
False |
False |
17,001 |
| 10 |
1.1478 |
1.1291 |
0.0187 |
1.6% |
0.0067 |
0.6% |
26% |
False |
False |
15,427 |
| 20 |
1.1554 |
1.1291 |
0.0263 |
2.3% |
0.0077 |
0.7% |
18% |
False |
False |
15,721 |
| 40 |
1.1765 |
1.1193 |
0.0572 |
5.0% |
0.0087 |
0.8% |
26% |
False |
False |
18,409 |
| 60 |
1.1765 |
1.1092 |
0.0673 |
5.9% |
0.0088 |
0.8% |
37% |
False |
False |
16,988 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0083 |
0.7% |
39% |
False |
False |
12,787 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0077 |
0.7% |
39% |
False |
False |
10,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1556 |
|
2.618 |
1.1482 |
|
1.618 |
1.1437 |
|
1.000 |
1.1410 |
|
0.618 |
1.1392 |
|
HIGH |
1.1365 |
|
0.618 |
1.1347 |
|
0.500 |
1.1342 |
|
0.382 |
1.1337 |
|
LOW |
1.1320 |
|
0.618 |
1.1292 |
|
1.000 |
1.1275 |
|
1.618 |
1.1247 |
|
2.618 |
1.1202 |
|
4.250 |
1.1128 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1342 |
1.1368 |
| PP |
1.1341 |
1.1358 |
| S1 |
1.1340 |
1.1349 |
|