CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1685 |
1.1742 |
0.0057 |
0.5% |
1.1752 |
| High |
1.1713 |
1.1769 |
0.0056 |
0.5% |
1.1790 |
| Low |
1.1685 |
1.1676 |
-0.0010 |
-0.1% |
1.1650 |
| Close |
1.1713 |
1.1742 |
0.0029 |
0.2% |
1.1742 |
| Range |
0.0028 |
0.0093 |
0.0066 |
238.2% |
0.0140 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.3% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
59 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2008 |
1.1968 |
1.1793 |
|
| R3 |
1.1915 |
1.1875 |
1.1767 |
|
| R2 |
1.1822 |
1.1822 |
1.1759 |
|
| R1 |
1.1782 |
1.1782 |
1.1750 |
1.1788 |
| PP |
1.1729 |
1.1729 |
1.1729 |
1.1732 |
| S1 |
1.1689 |
1.1689 |
1.1733 |
1.1695 |
| S2 |
1.1636 |
1.1636 |
1.1724 |
|
| S3 |
1.1543 |
1.1596 |
1.1716 |
|
| S4 |
1.1450 |
1.1503 |
1.1690 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2147 |
1.2084 |
1.1819 |
|
| R3 |
1.2007 |
1.1944 |
1.1780 |
|
| R2 |
1.1867 |
1.1867 |
1.1767 |
|
| R1 |
1.1804 |
1.1804 |
1.1754 |
1.1766 |
| PP |
1.1727 |
1.1727 |
1.1727 |
1.1708 |
| S1 |
1.1664 |
1.1664 |
1.1729 |
1.1626 |
| S2 |
1.1587 |
1.1587 |
1.1716 |
|
| S3 |
1.1447 |
1.1524 |
1.1703 |
|
| S4 |
1.1307 |
1.1384 |
1.1665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1790 |
1.1650 |
0.0140 |
1.2% |
0.0050 |
0.4% |
65% |
False |
False |
11 |
| 10 |
1.1929 |
1.1650 |
0.0279 |
2.4% |
0.0043 |
0.4% |
33% |
False |
False |
6 |
| 20 |
1.1971 |
1.1570 |
0.0401 |
3.4% |
0.0039 |
0.3% |
43% |
False |
False |
5 |
| 40 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0037 |
0.3% |
65% |
False |
False |
4 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0031 |
0.3% |
65% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2164 |
|
2.618 |
1.2012 |
|
1.618 |
1.1919 |
|
1.000 |
1.1862 |
|
0.618 |
1.1826 |
|
HIGH |
1.1769 |
|
0.618 |
1.1733 |
|
0.500 |
1.1722 |
|
0.382 |
1.1711 |
|
LOW |
1.1676 |
|
0.618 |
1.1618 |
|
1.000 |
1.1583 |
|
1.618 |
1.1525 |
|
2.618 |
1.1432 |
|
4.250 |
1.1280 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1735 |
1.1731 |
| PP |
1.1729 |
1.1720 |
| S1 |
1.1722 |
1.1709 |
|