CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1614 |
1.1589 |
-0.0025 |
-0.2% |
1.1671 |
| High |
1.1614 |
1.1611 |
-0.0003 |
0.0% |
1.1671 |
| Low |
1.1550 |
1.1559 |
0.0009 |
0.1% |
1.1530 |
| Close |
1.1585 |
1.1559 |
-0.0027 |
-0.2% |
1.1624 |
| Range |
0.0064 |
0.0052 |
-0.0012 |
-18.1% |
0.0141 |
| ATR |
0.0074 |
0.0073 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
8 |
31 |
23 |
287.5% |
296 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1732 |
1.1697 |
1.1587 |
|
| R3 |
1.1680 |
1.1645 |
1.1573 |
|
| R2 |
1.1628 |
1.1628 |
1.1568 |
|
| R1 |
1.1593 |
1.1593 |
1.1563 |
1.1585 |
| PP |
1.1576 |
1.1576 |
1.1576 |
1.1572 |
| S1 |
1.1541 |
1.1541 |
1.1554 |
1.1533 |
| S2 |
1.1524 |
1.1524 |
1.1549 |
|
| S3 |
1.1472 |
1.1489 |
1.1544 |
|
| S4 |
1.1420 |
1.1437 |
1.1530 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2031 |
1.1969 |
1.1702 |
|
| R3 |
1.1890 |
1.1828 |
1.1663 |
|
| R2 |
1.1749 |
1.1749 |
1.1650 |
|
| R1 |
1.1687 |
1.1687 |
1.1637 |
1.1648 |
| PP |
1.1608 |
1.1608 |
1.1608 |
1.1589 |
| S1 |
1.1546 |
1.1546 |
1.1611 |
1.1507 |
| S2 |
1.1467 |
1.1467 |
1.1598 |
|
| S3 |
1.1326 |
1.1405 |
1.1585 |
|
| S4 |
1.1185 |
1.1264 |
1.1546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1654 |
1.1550 |
0.0104 |
0.9% |
0.0060 |
0.5% |
8% |
False |
False |
18 |
| 10 |
1.1861 |
1.1530 |
0.0331 |
2.9% |
0.0073 |
0.6% |
9% |
False |
False |
84 |
| 20 |
1.1861 |
1.1530 |
0.0331 |
2.9% |
0.0071 |
0.6% |
9% |
False |
False |
109 |
| 40 |
1.1861 |
1.1227 |
0.0635 |
5.5% |
0.0068 |
0.6% |
52% |
False |
False |
83 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0055 |
0.5% |
56% |
False |
False |
56 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0050 |
0.4% |
56% |
False |
False |
43 |
| 100 |
1.1861 |
1.1068 |
0.0793 |
6.9% |
0.0046 |
0.4% |
62% |
False |
False |
35 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.0% |
0.0044 |
0.4% |
67% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1832 |
|
2.618 |
1.1747 |
|
1.618 |
1.1695 |
|
1.000 |
1.1663 |
|
0.618 |
1.1643 |
|
HIGH |
1.1611 |
|
0.618 |
1.1591 |
|
0.500 |
1.1585 |
|
0.382 |
1.1578 |
|
LOW |
1.1559 |
|
0.618 |
1.1526 |
|
1.000 |
1.1507 |
|
1.618 |
1.1474 |
|
2.618 |
1.1422 |
|
4.250 |
1.1338 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1585 |
1.1585 |
| PP |
1.1576 |
1.1576 |
| S1 |
1.1567 |
1.1567 |
|