CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1735 |
1.1685 |
-0.0050 |
-0.4% |
1.1855 |
| High |
1.1735 |
1.1713 |
-0.0022 |
-0.2% |
1.1929 |
| Low |
1.1650 |
1.1685 |
0.0035 |
0.3% |
1.1741 |
| Close |
1.1685 |
1.1713 |
0.0028 |
0.2% |
1.1797 |
| Range |
0.0085 |
0.0028 |
-0.0057 |
-67.5% |
0.0189 |
| ATR |
0.0067 |
0.0064 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
53 |
1 |
-52 |
-98.1% |
5 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1786 |
1.1777 |
1.1728 |
|
| R3 |
1.1758 |
1.1749 |
1.1720 |
|
| R2 |
1.1731 |
1.1731 |
1.1718 |
|
| R1 |
1.1722 |
1.1722 |
1.1715 |
1.1726 |
| PP |
1.1703 |
1.1703 |
1.1703 |
1.1706 |
| S1 |
1.1694 |
1.1694 |
1.1710 |
1.1699 |
| S2 |
1.1676 |
1.1676 |
1.1707 |
|
| S3 |
1.1648 |
1.1667 |
1.1705 |
|
| S4 |
1.1621 |
1.1639 |
1.1697 |
|
|
| 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 |
1.1832 |
1.1650 |
0.0182 |
1.5% |
0.0050 |
0.4% |
34% |
False |
False |
12 |
| 10 |
1.1929 |
1.1650 |
0.0279 |
2.4% |
0.0036 |
0.3% |
22% |
False |
False |
6 |
| 20 |
1.1971 |
1.1466 |
0.0505 |
4.3% |
0.0040 |
0.3% |
49% |
False |
False |
6 |
| 40 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0035 |
0.3% |
60% |
False |
False |
4 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0030 |
0.3% |
60% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1829 |
|
2.618 |
1.1784 |
|
1.618 |
1.1757 |
|
1.000 |
1.1740 |
|
0.618 |
1.1729 |
|
HIGH |
1.1713 |
|
0.618 |
1.1702 |
|
0.500 |
1.1699 |
|
0.382 |
1.1696 |
|
LOW |
1.1685 |
|
0.618 |
1.1668 |
|
1.000 |
1.1658 |
|
1.618 |
1.1641 |
|
2.618 |
1.1613 |
|
4.250 |
1.1568 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1708 |
1.1706 |
| PP |
1.1703 |
1.1699 |
| S1 |
1.1699 |
1.1692 |
|