CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1500 |
1.1534 |
0.0034 |
0.3% |
1.1568 |
| High |
1.1535 |
1.1543 |
0.0008 |
0.1% |
1.1568 |
| Low |
1.1500 |
1.1474 |
-0.0026 |
-0.2% |
1.1474 |
| Close |
1.1512 |
1.1484 |
-0.0028 |
-0.2% |
1.1484 |
| Range |
0.0035 |
0.0069 |
0.0034 |
98.6% |
0.0094 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.4% |
0.0000 |
| Volume |
9 |
106 |
97 |
1,077.8% |
165 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1706 |
1.1663 |
1.1521 |
|
| R3 |
1.1637 |
1.1595 |
1.1502 |
|
| R2 |
1.1569 |
1.1569 |
1.1496 |
|
| R1 |
1.1526 |
1.1526 |
1.1490 |
1.1513 |
| PP |
1.1500 |
1.1500 |
1.1500 |
1.1494 |
| S1 |
1.1458 |
1.1458 |
1.1477 |
1.1445 |
| S2 |
1.1432 |
1.1432 |
1.1471 |
|
| S3 |
1.1363 |
1.1389 |
1.1465 |
|
| S4 |
1.1295 |
1.1321 |
1.1446 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1789 |
1.1730 |
1.1535 |
|
| R3 |
1.1695 |
1.1636 |
1.1509 |
|
| R2 |
1.1602 |
1.1602 |
1.1501 |
|
| R1 |
1.1543 |
1.1543 |
1.1492 |
1.1526 |
| PP |
1.1508 |
1.1508 |
1.1508 |
1.1500 |
| S1 |
1.1449 |
1.1449 |
1.1475 |
1.1432 |
| S2 |
1.1415 |
1.1415 |
1.1466 |
|
| S3 |
1.1321 |
1.1356 |
1.1458 |
|
| S4 |
1.1228 |
1.1262 |
1.1432 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1568 |
1.1474 |
0.0094 |
0.8% |
0.0045 |
0.4% |
10% |
False |
True |
33 |
| 10 |
1.1660 |
1.1474 |
0.0186 |
1.6% |
0.0055 |
0.5% |
5% |
False |
True |
36 |
| 20 |
1.1861 |
1.1474 |
0.0387 |
3.4% |
0.0065 |
0.6% |
2% |
False |
True |
86 |
| 40 |
1.1861 |
1.1290 |
0.0571 |
5.0% |
0.0065 |
0.6% |
34% |
False |
False |
80 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0059 |
0.5% |
45% |
False |
False |
61 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0053 |
0.5% |
45% |
False |
False |
46 |
| 100 |
1.1861 |
1.1137 |
0.0724 |
6.3% |
0.0049 |
0.4% |
48% |
False |
False |
38 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.1% |
0.0045 |
0.4% |
59% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1834 |
|
2.618 |
1.1722 |
|
1.618 |
1.1653 |
|
1.000 |
1.1611 |
|
0.618 |
1.1585 |
|
HIGH |
1.1543 |
|
0.618 |
1.1516 |
|
0.500 |
1.1508 |
|
0.382 |
1.1500 |
|
LOW |
1.1474 |
|
0.618 |
1.1432 |
|
1.000 |
1.1406 |
|
1.618 |
1.1363 |
|
2.618 |
1.1295 |
|
4.250 |
1.1183 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1508 |
1.1508 |
| PP |
1.1500 |
1.1500 |
| S1 |
1.1492 |
1.1492 |
|