CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1742 |
1.1720 |
-0.0022 |
-0.2% |
1.1752 |
| High |
1.1769 |
1.1739 |
-0.0030 |
-0.3% |
1.1790 |
| Low |
1.1676 |
1.1702 |
0.0026 |
0.2% |
1.1650 |
| Close |
1.1742 |
1.1739 |
-0.0003 |
0.0% |
1.1742 |
| Range |
0.0093 |
0.0037 |
-0.0056 |
-60.2% |
0.0140 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
0 |
51 |
51 |
|
59 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1837 |
1.1825 |
1.1759 |
|
| R3 |
1.1800 |
1.1788 |
1.1749 |
|
| R2 |
1.1763 |
1.1763 |
1.1745 |
|
| R1 |
1.1751 |
1.1751 |
1.1742 |
1.1757 |
| PP |
1.1726 |
1.1726 |
1.1726 |
1.1729 |
| S1 |
1.1714 |
1.1714 |
1.1735 |
1.1720 |
| S2 |
1.1689 |
1.1689 |
1.1732 |
|
| S3 |
1.1652 |
1.1677 |
1.1728 |
|
| S4 |
1.1615 |
1.1640 |
1.1718 |
|
|
| 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 |
1.1769 |
1.1650 |
0.0119 |
1.0% |
0.0050 |
0.4% |
75% |
False |
False |
21 |
| 10 |
1.1929 |
1.1650 |
0.0279 |
2.4% |
0.0043 |
0.4% |
32% |
False |
False |
11 |
| 20 |
1.1971 |
1.1610 |
0.0361 |
3.1% |
0.0039 |
0.3% |
36% |
False |
False |
7 |
| 40 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0035 |
0.3% |
64% |
False |
False |
5 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0032 |
0.3% |
64% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1896 |
|
2.618 |
1.1835 |
|
1.618 |
1.1798 |
|
1.000 |
1.1776 |
|
0.618 |
1.1761 |
|
HIGH |
1.1739 |
|
0.618 |
1.1724 |
|
0.500 |
1.1720 |
|
0.382 |
1.1716 |
|
LOW |
1.1702 |
|
0.618 |
1.1679 |
|
1.000 |
1.1665 |
|
1.618 |
1.1642 |
|
2.618 |
1.1605 |
|
4.250 |
1.1544 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1732 |
1.1733 |
| PP |
1.1726 |
1.1728 |
| S1 |
1.1720 |
1.1722 |
|