CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1705 |
1.1750 |
0.0045 |
0.4% |
1.1752 |
| High |
1.1730 |
1.1750 |
0.0021 |
0.2% |
1.1790 |
| Low |
1.1672 |
1.1695 |
0.0023 |
0.2% |
1.1650 |
| Close |
1.1678 |
1.1695 |
0.0017 |
0.1% |
1.1742 |
| Range |
0.0058 |
0.0056 |
-0.0003 |
-4.3% |
0.0140 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.2% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
59 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1880 |
1.1843 |
1.1725 |
|
| R3 |
1.1824 |
1.1787 |
1.1710 |
|
| R2 |
1.1769 |
1.1769 |
1.1705 |
|
| R1 |
1.1732 |
1.1732 |
1.1700 |
1.1722 |
| PP |
1.1713 |
1.1713 |
1.1713 |
1.1708 |
| S1 |
1.1676 |
1.1676 |
1.1689 |
1.1667 |
| S2 |
1.1658 |
1.1658 |
1.1684 |
|
| S3 |
1.1602 |
1.1621 |
1.1679 |
|
| S4 |
1.1547 |
1.1565 |
1.1664 |
|
|
| 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 |
1.1672 |
0.0097 |
0.8% |
0.0049 |
0.4% |
24% |
False |
False |
10 |
| 10 |
1.1832 |
1.1650 |
0.0182 |
1.6% |
0.0049 |
0.4% |
25% |
False |
False |
11 |
| 20 |
1.1971 |
1.1650 |
0.0321 |
2.7% |
0.0034 |
0.3% |
14% |
False |
False |
6 |
| 40 |
1.1971 |
1.1368 |
0.0603 |
5.2% |
0.0037 |
0.3% |
54% |
False |
False |
5 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0032 |
0.3% |
58% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1986 |
|
2.618 |
1.1895 |
|
1.618 |
1.1840 |
|
1.000 |
1.1806 |
|
0.618 |
1.1784 |
|
HIGH |
1.1750 |
|
0.618 |
1.1729 |
|
0.500 |
1.1722 |
|
0.382 |
1.1716 |
|
LOW |
1.1695 |
|
0.618 |
1.1660 |
|
1.000 |
1.1639 |
|
1.618 |
1.1605 |
|
2.618 |
1.1549 |
|
4.250 |
1.1459 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1722 |
1.1711 |
| PP |
1.1713 |
1.1705 |
| S1 |
1.1704 |
1.1700 |
|