CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1574 |
1.1570 |
-0.0004 |
0.0% |
1.1650 |
| High |
1.1574 |
1.1574 |
-0.0001 |
0.0% |
1.1674 |
| Low |
1.1530 |
1.1570 |
0.0040 |
0.3% |
1.1530 |
| Close |
1.1574 |
1.1574 |
-0.0001 |
0.0% |
1.1574 |
| Range |
0.0044 |
0.0004 |
-0.0041 |
-92.0% |
0.0144 |
| ATR |
0.0052 |
0.0048 |
-0.0003 |
-6.6% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
2 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1583 |
1.1582 |
1.1575 |
|
| R3 |
1.1579 |
1.1578 |
1.1574 |
|
| R2 |
1.1576 |
1.1576 |
1.1574 |
|
| R1 |
1.1575 |
1.1575 |
1.1574 |
1.1575 |
| PP |
1.1572 |
1.1572 |
1.1572 |
1.1573 |
| S1 |
1.1571 |
1.1571 |
1.1573 |
1.1572 |
| S2 |
1.1569 |
1.1569 |
1.1573 |
|
| S3 |
1.1565 |
1.1568 |
1.1573 |
|
| S4 |
1.1562 |
1.1564 |
1.1572 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2023 |
1.1942 |
1.1653 |
|
| R3 |
1.1880 |
1.1799 |
1.1613 |
|
| R2 |
1.1736 |
1.1736 |
1.1600 |
|
| R1 |
1.1655 |
1.1655 |
1.1587 |
1.1624 |
| PP |
1.1593 |
1.1593 |
1.1593 |
1.1577 |
| S1 |
1.1512 |
1.1512 |
1.1561 |
1.1480 |
| S2 |
1.1449 |
1.1449 |
1.1548 |
|
| S3 |
1.1306 |
1.1368 |
1.1535 |
|
| S4 |
1.1162 |
1.1225 |
1.1495 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1674 |
1.1530 |
0.0144 |
1.2% |
0.0032 |
0.3% |
30% |
False |
False |
|
| 10 |
1.1674 |
1.1530 |
0.0144 |
1.2% |
0.0023 |
0.2% |
30% |
False |
False |
|
| 20 |
1.1769 |
1.1530 |
0.0239 |
2.1% |
0.0036 |
0.3% |
18% |
False |
False |
5 |
| 40 |
1.1971 |
1.1434 |
0.0537 |
4.6% |
0.0035 |
0.3% |
26% |
False |
False |
4 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0034 |
0.3% |
39% |
False |
False |
3 |
| 80 |
1.1971 |
1.1318 |
0.0653 |
5.6% |
0.0033 |
0.3% |
39% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1588 |
|
2.618 |
1.1583 |
|
1.618 |
1.1579 |
|
1.000 |
1.1577 |
|
0.618 |
1.1576 |
|
HIGH |
1.1574 |
|
0.618 |
1.1572 |
|
0.500 |
1.1572 |
|
0.382 |
1.1571 |
|
LOW |
1.1570 |
|
0.618 |
1.1568 |
|
1.000 |
1.1567 |
|
1.618 |
1.1564 |
|
2.618 |
1.1561 |
|
4.250 |
1.1555 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1573 |
1.1602 |
| PP |
1.1572 |
1.1592 |
| S1 |
1.1572 |
1.1583 |
|