CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1752 |
1.1698 |
-0.0054 |
-0.5% |
1.1855 |
| High |
1.1790 |
1.1706 |
-0.0085 |
-0.7% |
1.1929 |
| Low |
1.1752 |
1.1698 |
-0.0054 |
-0.5% |
1.1741 |
| Close |
1.1762 |
1.1706 |
-0.0056 |
-0.5% |
1.1797 |
| Range |
0.0039 |
0.0008 |
-0.0031 |
-80.5% |
0.0189 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
5 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1726 |
1.1723 |
1.1710 |
|
| R3 |
1.1718 |
1.1716 |
1.1708 |
|
| R2 |
1.1711 |
1.1711 |
1.1707 |
|
| R1 |
1.1708 |
1.1708 |
1.1706 |
1.1709 |
| PP |
1.1703 |
1.1703 |
1.1703 |
1.1704 |
| S1 |
1.1701 |
1.1701 |
1.1705 |
1.1702 |
| S2 |
1.1696 |
1.1696 |
1.1704 |
|
| S3 |
1.1688 |
1.1693 |
1.1703 |
|
| S4 |
1.1681 |
1.1686 |
1.1701 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2281 |
1.1901 |
|
| R3 |
1.2199 |
1.2092 |
1.1849 |
|
| R2 |
1.2011 |
1.2011 |
1.1832 |
|
| R1 |
1.1904 |
1.1904 |
1.1814 |
1.1863 |
| PP |
1.1822 |
1.1822 |
1.1822 |
1.1802 |
| S1 |
1.1715 |
1.1715 |
1.1780 |
1.1675 |
| S2 |
1.1634 |
1.1634 |
1.1762 |
|
| S3 |
1.1445 |
1.1527 |
1.1745 |
|
| S4 |
1.1257 |
1.1338 |
1.1693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1929 |
1.1698 |
0.0231 |
2.0% |
0.0037 |
0.3% |
3% |
False |
True |
1 |
| 10 |
1.1950 |
1.1698 |
0.0252 |
2.2% |
0.0025 |
0.2% |
3% |
False |
True |
1 |
| 20 |
1.1971 |
1.1434 |
0.0537 |
4.6% |
0.0034 |
0.3% |
51% |
False |
False |
3 |
| 40 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0033 |
0.3% |
59% |
False |
False |
3 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0031 |
0.3% |
59% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1737 |
|
2.618 |
1.1725 |
|
1.618 |
1.1718 |
|
1.000 |
1.1713 |
|
0.618 |
1.1710 |
|
HIGH |
1.1706 |
|
0.618 |
1.1703 |
|
0.500 |
1.1702 |
|
0.382 |
1.1701 |
|
LOW |
1.1698 |
|
0.618 |
1.1693 |
|
1.000 |
1.1691 |
|
1.618 |
1.1686 |
|
2.618 |
1.1678 |
|
4.250 |
1.1666 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1704 |
1.1765 |
| PP |
1.1703 |
1.1745 |
| S1 |
1.1702 |
1.1725 |
|