CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1482 |
1.1544 |
0.0062 |
0.5% |
1.1568 |
| High |
1.1530 |
1.1547 |
0.0018 |
0.2% |
1.1568 |
| Low |
1.1482 |
1.1504 |
0.0022 |
0.2% |
1.1474 |
| Close |
1.1530 |
1.1508 |
-0.0022 |
-0.2% |
1.1484 |
| Range |
0.0048 |
0.0044 |
-0.0004 |
-8.4% |
0.0094 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
47 |
16 |
-31 |
-66.0% |
165 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1650 |
1.1623 |
1.1532 |
|
| R3 |
1.1607 |
1.1579 |
1.1520 |
|
| R2 |
1.1563 |
1.1563 |
1.1516 |
|
| R1 |
1.1536 |
1.1536 |
1.1512 |
1.1528 |
| PP |
1.1520 |
1.1520 |
1.1520 |
1.1516 |
| S1 |
1.1492 |
1.1492 |
1.1504 |
1.1484 |
| S2 |
1.1476 |
1.1476 |
1.1500 |
|
| S3 |
1.1433 |
1.1449 |
1.1496 |
|
| S4 |
1.1389 |
1.1405 |
1.1484 |
|
|
| 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 |
1.1547 |
1.1474 |
0.0073 |
0.6% |
0.0045 |
0.4% |
47% |
True |
False |
38 |
| 10 |
1.1660 |
1.1474 |
0.0186 |
1.6% |
0.0053 |
0.5% |
18% |
False |
False |
40 |
| 20 |
1.1861 |
1.1474 |
0.0387 |
3.4% |
0.0063 |
0.5% |
9% |
False |
False |
69 |
| 40 |
1.1861 |
1.1290 |
0.0571 |
5.0% |
0.0064 |
0.6% |
38% |
False |
False |
79 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0060 |
0.5% |
48% |
False |
False |
62 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0053 |
0.5% |
48% |
False |
False |
47 |
| 100 |
1.1861 |
1.1150 |
0.0711 |
6.2% |
0.0050 |
0.4% |
50% |
False |
False |
39 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.0% |
0.0046 |
0.4% |
62% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1732 |
|
2.618 |
1.1661 |
|
1.618 |
1.1617 |
|
1.000 |
1.1591 |
|
0.618 |
1.1574 |
|
HIGH |
1.1547 |
|
0.618 |
1.1530 |
|
0.500 |
1.1525 |
|
0.382 |
1.1520 |
|
LOW |
1.1504 |
|
0.618 |
1.1477 |
|
1.000 |
1.1460 |
|
1.618 |
1.1433 |
|
2.618 |
1.1390 |
|
4.250 |
1.1319 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1525 |
1.1511 |
| PP |
1.1520 |
1.1510 |
| S1 |
1.1514 |
1.1509 |
|