CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1654 |
1.1654 |
0.0000 |
0.0% |
1.1720 |
| High |
1.1654 |
1.1654 |
0.0000 |
0.0% |
1.1750 |
| Low |
1.1654 |
1.1641 |
-0.0013 |
-0.1% |
1.1670 |
| Close |
1.1654 |
1.1641 |
-0.0013 |
-0.1% |
1.1689 |
| Range |
0.0000 |
0.0013 |
0.0013 |
|
0.0081 |
| ATR |
0.0059 |
0.0055 |
-0.0003 |
-5.6% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
54 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1683 |
1.1674 |
1.1648 |
|
| R3 |
1.1670 |
1.1662 |
1.1644 |
|
| R2 |
1.1658 |
1.1658 |
1.1643 |
|
| R1 |
1.1649 |
1.1649 |
1.1642 |
1.1647 |
| PP |
1.1645 |
1.1645 |
1.1645 |
1.1644 |
| S1 |
1.1637 |
1.1637 |
1.1640 |
1.1635 |
| S2 |
1.1633 |
1.1633 |
1.1639 |
|
| S3 |
1.1620 |
1.1624 |
1.1638 |
|
| S4 |
1.1608 |
1.1612 |
1.1634 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1944 |
1.1897 |
1.1733 |
|
| R3 |
1.1864 |
1.1816 |
1.1711 |
|
| R2 |
1.1783 |
1.1783 |
1.1703 |
|
| R1 |
1.1736 |
1.1736 |
1.1696 |
1.1719 |
| PP |
1.1703 |
1.1703 |
1.1703 |
1.1694 |
| S1 |
1.1655 |
1.1655 |
1.1681 |
1.1639 |
| S2 |
1.1622 |
1.1622 |
1.1674 |
|
| S3 |
1.1542 |
1.1575 |
1.1666 |
|
| S4 |
1.1461 |
1.1494 |
1.1644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1750 |
1.1606 |
0.0144 |
1.2% |
0.0039 |
0.3% |
24% |
False |
False |
|
| 10 |
1.1769 |
1.1606 |
0.0163 |
1.4% |
0.0041 |
0.4% |
22% |
False |
False |
5 |
| 20 |
1.1929 |
1.1606 |
0.0323 |
2.8% |
0.0037 |
0.3% |
11% |
False |
False |
6 |
| 40 |
1.1971 |
1.1409 |
0.0562 |
4.8% |
0.0035 |
0.3% |
41% |
False |
False |
4 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0033 |
0.3% |
50% |
False |
False |
4 |
| 80 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0032 |
0.3% |
50% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1707 |
|
2.618 |
1.1686 |
|
1.618 |
1.1674 |
|
1.000 |
1.1666 |
|
0.618 |
1.1661 |
|
HIGH |
1.1654 |
|
0.618 |
1.1649 |
|
0.500 |
1.1647 |
|
0.382 |
1.1646 |
|
LOW |
1.1641 |
|
0.618 |
1.1633 |
|
1.000 |
1.1629 |
|
1.618 |
1.1621 |
|
2.618 |
1.1608 |
|
4.250 |
1.1588 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1647 |
1.1648 |
| PP |
1.1645 |
1.1646 |
| S1 |
1.1643 |
1.1643 |
|