CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1560 |
1.1568 |
0.0008 |
0.1% |
1.1577 |
| High |
1.1602 |
1.1568 |
-0.0034 |
-0.3% |
1.1660 |
| Low |
1.1545 |
1.1482 |
-0.0064 |
-0.6% |
1.1545 |
| Close |
1.1570 |
1.1531 |
-0.0039 |
-0.3% |
1.1570 |
| Range |
0.0057 |
0.0086 |
0.0030 |
52.2% |
0.0115 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.5% |
0.0000 |
| Volume |
4 |
36 |
32 |
800.0% |
195 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1785 |
1.1744 |
1.1578 |
|
| R3 |
1.1699 |
1.1658 |
1.1555 |
|
| R2 |
1.1613 |
1.1613 |
1.1547 |
|
| R1 |
1.1572 |
1.1572 |
1.1539 |
1.1549 |
| PP |
1.1527 |
1.1527 |
1.1527 |
1.1515 |
| S1 |
1.1486 |
1.1486 |
1.1523 |
1.1463 |
| S2 |
1.1441 |
1.1441 |
1.1515 |
|
| S3 |
1.1355 |
1.1400 |
1.1507 |
|
| S4 |
1.1269 |
1.1314 |
1.1484 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1937 |
1.1868 |
1.1633 |
|
| R3 |
1.1822 |
1.1753 |
1.1602 |
|
| R2 |
1.1707 |
1.1707 |
1.1591 |
|
| R1 |
1.1638 |
1.1638 |
1.1581 |
1.1615 |
| PP |
1.1592 |
1.1592 |
1.1592 |
1.1580 |
| S1 |
1.1523 |
1.1523 |
1.1559 |
1.1500 |
| S2 |
1.1477 |
1.1477 |
1.1549 |
|
| S3 |
1.1362 |
1.1408 |
1.1538 |
|
| S4 |
1.1247 |
1.1293 |
1.1507 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1660 |
1.1482 |
0.0179 |
1.5% |
0.0072 |
0.6% |
28% |
False |
True |
44 |
| 10 |
1.1660 |
1.1482 |
0.0179 |
1.5% |
0.0067 |
0.6% |
28% |
False |
True |
51 |
| 20 |
1.1861 |
1.1482 |
0.0380 |
3.3% |
0.0072 |
0.6% |
13% |
False |
True |
111 |
| 40 |
1.1861 |
1.1290 |
0.0571 |
5.0% |
0.0066 |
0.6% |
42% |
False |
False |
78 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0059 |
0.5% |
52% |
False |
False |
59 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0053 |
0.5% |
52% |
False |
False |
45 |
| 100 |
1.1861 |
1.1119 |
0.0743 |
6.4% |
0.0048 |
0.4% |
56% |
False |
False |
37 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.0% |
0.0045 |
0.4% |
64% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1933 |
|
2.618 |
1.1793 |
|
1.618 |
1.1707 |
|
1.000 |
1.1654 |
|
0.618 |
1.1621 |
|
HIGH |
1.1568 |
|
0.618 |
1.1535 |
|
0.500 |
1.1525 |
|
0.382 |
1.1514 |
|
LOW |
1.1482 |
|
0.618 |
1.1428 |
|
1.000 |
1.1396 |
|
1.618 |
1.1342 |
|
2.618 |
1.1256 |
|
4.250 |
1.1116 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1529 |
1.1571 |
| PP |
1.1527 |
1.1558 |
| S1 |
1.1525 |
1.1544 |
|