CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1330 |
1.1341 |
0.0011 |
0.1% |
1.1367 |
| High |
1.1365 |
1.1420 |
0.0056 |
0.5% |
1.1444 |
| Low |
1.1320 |
1.1312 |
-0.0008 |
-0.1% |
1.1291 |
| Close |
1.1340 |
1.1405 |
0.0066 |
0.6% |
1.1341 |
| Range |
0.0045 |
0.0108 |
0.0063 |
140.0% |
0.0153 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.7% |
0.0000 |
| Volume |
11,548 |
18,289 |
6,741 |
58.4% |
86,287 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1703 |
1.1662 |
1.1464 |
|
| R3 |
1.1595 |
1.1554 |
1.1435 |
|
| R2 |
1.1487 |
1.1487 |
1.1425 |
|
| R1 |
1.1446 |
1.1446 |
1.1415 |
1.1467 |
| PP |
1.1379 |
1.1379 |
1.1379 |
1.1389 |
| S1 |
1.1338 |
1.1338 |
1.1395 |
1.1359 |
| S2 |
1.1271 |
1.1271 |
1.1385 |
|
| S3 |
1.1163 |
1.1230 |
1.1375 |
|
| S4 |
1.1055 |
1.1122 |
1.1346 |
|
|
| 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% |
0.0080 |
0.7% |
75% |
False |
False |
18,103 |
| 10 |
1.1452 |
1.1291 |
0.0161 |
1.4% |
0.0070 |
0.6% |
71% |
False |
False |
15,607 |
| 20 |
1.1554 |
1.1291 |
0.0263 |
2.3% |
0.0078 |
0.7% |
43% |
False |
False |
15,830 |
| 40 |
1.1765 |
1.1196 |
0.0569 |
5.0% |
0.0088 |
0.8% |
37% |
False |
False |
18,366 |
| 60 |
1.1765 |
1.1092 |
0.0673 |
5.9% |
0.0088 |
0.8% |
47% |
False |
False |
17,289 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0084 |
0.7% |
48% |
False |
False |
13,014 |
| 100 |
1.1765 |
1.1070 |
0.0695 |
6.1% |
0.0078 |
0.7% |
48% |
False |
False |
10,432 |
| 120 |
1.1765 |
1.0920 |
0.0845 |
7.4% |
0.0074 |
0.6% |
57% |
False |
False |
8,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1879 |
|
2.618 |
1.1703 |
|
1.618 |
1.1595 |
|
1.000 |
1.1528 |
|
0.618 |
1.1487 |
|
HIGH |
1.1420 |
|
0.618 |
1.1379 |
|
0.500 |
1.1366 |
|
0.382 |
1.1353 |
|
LOW |
1.1312 |
|
0.618 |
1.1245 |
|
1.000 |
1.1204 |
|
1.618 |
1.1137 |
|
2.618 |
1.1029 |
|
4.250 |
1.0853 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1392 |
1.1389 |
| PP |
1.1379 |
1.1372 |
| S1 |
1.1366 |
1.1356 |
|