CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1655 |
1.1573 |
-0.0082 |
-0.7% |
1.1620 |
| High |
1.1655 |
1.1674 |
0.0019 |
0.2% |
1.1691 |
| Low |
1.1655 |
1.1564 |
-0.0091 |
-0.8% |
1.1602 |
| Close |
1.1655 |
1.1565 |
-0.0090 |
-0.8% |
1.1603 |
| Range |
0.0000 |
0.0110 |
0.0110 |
|
0.0089 |
| ATR |
0.0048 |
0.0052 |
0.0004 |
9.2% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
3 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1931 |
1.1858 |
1.1626 |
|
| R3 |
1.1821 |
1.1748 |
1.1595 |
|
| R2 |
1.1711 |
1.1711 |
1.1585 |
|
| R1 |
1.1638 |
1.1638 |
1.1575 |
1.1619 |
| PP |
1.1601 |
1.1601 |
1.1601 |
1.1591 |
| S1 |
1.1528 |
1.1528 |
1.1555 |
1.1509 |
| S2 |
1.1491 |
1.1491 |
1.1545 |
|
| S3 |
1.1381 |
1.1418 |
1.1535 |
|
| S4 |
1.1271 |
1.1308 |
1.1505 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1899 |
1.1840 |
1.1652 |
|
| R3 |
1.1810 |
1.1751 |
1.1627 |
|
| R2 |
1.1721 |
1.1721 |
1.1619 |
|
| R1 |
1.1662 |
1.1662 |
1.1611 |
1.1647 |
| PP |
1.1632 |
1.1632 |
1.1632 |
1.1624 |
| S1 |
1.1573 |
1.1573 |
1.1595 |
1.1558 |
| S2 |
1.1543 |
1.1543 |
1.1587 |
|
| S3 |
1.1454 |
1.1484 |
1.1579 |
|
| S4 |
1.1365 |
1.1395 |
1.1554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1674 |
1.1564 |
0.0110 |
1.0% |
0.0033 |
0.3% |
1% |
True |
True |
|
| 10 |
1.1713 |
1.1564 |
0.0150 |
1.3% |
0.0031 |
0.3% |
1% |
False |
True |
|
| 20 |
1.1832 |
1.1564 |
0.0268 |
2.3% |
0.0040 |
0.3% |
1% |
False |
True |
5 |
| 40 |
1.1971 |
1.1409 |
0.0562 |
4.9% |
0.0036 |
0.3% |
28% |
False |
False |
4 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0034 |
0.3% |
38% |
False |
False |
3 |
| 80 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0033 |
0.3% |
38% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2141 |
|
2.618 |
1.1961 |
|
1.618 |
1.1851 |
|
1.000 |
1.1784 |
|
0.618 |
1.1741 |
|
HIGH |
1.1674 |
|
0.618 |
1.1631 |
|
0.500 |
1.1619 |
|
0.382 |
1.1606 |
|
LOW |
1.1564 |
|
0.618 |
1.1496 |
|
1.000 |
1.1454 |
|
1.618 |
1.1386 |
|
2.618 |
1.1276 |
|
4.250 |
1.1096 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1619 |
1.1619 |
| PP |
1.1601 |
1.1601 |
| S1 |
1.1583 |
1.1583 |
|