CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1585 |
1.1573 |
-0.0012 |
-0.1% |
1.1723 |
| High |
1.1585 |
1.1603 |
0.0018 |
0.2% |
1.1861 |
| Low |
1.1530 |
1.1570 |
0.0040 |
0.3% |
1.1620 |
| Close |
1.1569 |
1.1595 |
0.0026 |
0.2% |
1.1680 |
| Range |
0.0055 |
0.0033 |
-0.0022 |
-40.4% |
0.0241 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
36 |
16 |
-20 |
-55.6% |
1,070 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1687 |
1.1673 |
1.1612 |
|
| R3 |
1.1654 |
1.1641 |
1.1603 |
|
| R2 |
1.1622 |
1.1622 |
1.1600 |
|
| R1 |
1.1608 |
1.1608 |
1.1597 |
1.1615 |
| PP |
1.1589 |
1.1589 |
1.1589 |
1.1592 |
| S1 |
1.1576 |
1.1576 |
1.1592 |
1.1582 |
| S2 |
1.1557 |
1.1557 |
1.1589 |
|
| S3 |
1.1524 |
1.1543 |
1.1586 |
|
| S4 |
1.1492 |
1.1511 |
1.1577 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2443 |
1.2303 |
1.1813 |
|
| R3 |
1.2202 |
1.2062 |
1.1746 |
|
| R2 |
1.1961 |
1.1961 |
1.1724 |
|
| R1 |
1.1821 |
1.1821 |
1.1702 |
1.1771 |
| PP |
1.1720 |
1.1720 |
1.1720 |
1.1695 |
| S1 |
1.1580 |
1.1580 |
1.1658 |
1.1530 |
| S2 |
1.1479 |
1.1479 |
1.1636 |
|
| S3 |
1.1238 |
1.1339 |
1.1614 |
|
| S4 |
1.0997 |
1.1098 |
1.1547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1717 |
1.1530 |
0.0187 |
1.6% |
0.0056 |
0.5% |
34% |
False |
False |
72 |
| 10 |
1.1861 |
1.1530 |
0.0331 |
2.9% |
0.0068 |
0.6% |
19% |
False |
False |
135 |
| 20 |
1.1861 |
1.1347 |
0.0514 |
4.4% |
0.0078 |
0.7% |
48% |
False |
False |
112 |
| 40 |
1.1861 |
1.1200 |
0.0661 |
5.7% |
0.0066 |
0.6% |
60% |
False |
False |
82 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0052 |
0.5% |
61% |
False |
False |
55 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0049 |
0.4% |
61% |
False |
False |
42 |
| 100 |
1.1861 |
1.1052 |
0.0809 |
7.0% |
0.0045 |
0.4% |
67% |
False |
False |
34 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.0% |
0.0041 |
0.4% |
71% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1741 |
|
2.618 |
1.1688 |
|
1.618 |
1.1655 |
|
1.000 |
1.1635 |
|
0.618 |
1.1623 |
|
HIGH |
1.1603 |
|
0.618 |
1.1590 |
|
0.500 |
1.1586 |
|
0.382 |
1.1582 |
|
LOW |
1.1570 |
|
0.618 |
1.1550 |
|
1.000 |
1.1538 |
|
1.618 |
1.1517 |
|
2.618 |
1.1485 |
|
4.250 |
1.1432 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1592 |
1.1591 |
| PP |
1.1589 |
1.1588 |
| S1 |
1.1586 |
1.1585 |
|