CME Swiss Franc Future December 2023
| 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 |
1.1589 |
1.1558 |
-0.0031 |
-0.3% |
1.1671 |
| High |
1.1611 |
1.1660 |
0.0050 |
0.4% |
1.1671 |
| Low |
1.1559 |
1.1558 |
-0.0001 |
0.0% |
1.1530 |
| Close |
1.1559 |
1.1575 |
0.0017 |
0.1% |
1.1624 |
| Range |
0.0052 |
0.0103 |
0.0051 |
97.1% |
0.0141 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
3.0% |
0.0000 |
| Volume |
31 |
144 |
113 |
364.5% |
296 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1905 |
1.1843 |
1.1631 |
|
| R3 |
1.1803 |
1.1740 |
1.1603 |
|
| R2 |
1.1700 |
1.1700 |
1.1594 |
|
| R1 |
1.1638 |
1.1638 |
1.1584 |
1.1669 |
| PP |
1.1598 |
1.1598 |
1.1598 |
1.1613 |
| S1 |
1.1535 |
1.1535 |
1.1566 |
1.1566 |
| S2 |
1.1495 |
1.1495 |
1.1556 |
|
| S3 |
1.1393 |
1.1433 |
1.1547 |
|
| S4 |
1.1290 |
1.1330 |
1.1519 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2031 |
1.1969 |
1.1702 |
|
| R3 |
1.1890 |
1.1828 |
1.1663 |
|
| R2 |
1.1749 |
1.1749 |
1.1650 |
|
| R1 |
1.1687 |
1.1687 |
1.1637 |
1.1648 |
| PP |
1.1608 |
1.1608 |
1.1608 |
1.1589 |
| S1 |
1.1546 |
1.1546 |
1.1611 |
1.1507 |
| S2 |
1.1467 |
1.1467 |
1.1598 |
|
| S3 |
1.1326 |
1.1405 |
1.1585 |
|
| S4 |
1.1185 |
1.1264 |
1.1546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1660 |
1.1550 |
0.0110 |
1.0% |
0.0074 |
0.6% |
23% |
True |
False |
44 |
| 10 |
1.1717 |
1.1530 |
0.0187 |
1.6% |
0.0065 |
0.6% |
24% |
False |
False |
58 |
| 20 |
1.1861 |
1.1530 |
0.0331 |
2.9% |
0.0072 |
0.6% |
14% |
False |
False |
112 |
| 40 |
1.1861 |
1.1260 |
0.0601 |
5.2% |
0.0070 |
0.6% |
52% |
False |
False |
87 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0057 |
0.5% |
58% |
False |
False |
59 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0051 |
0.4% |
58% |
False |
False |
45 |
| 100 |
1.1861 |
1.1119 |
0.0743 |
6.4% |
0.0047 |
0.4% |
61% |
False |
False |
36 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.0% |
0.0044 |
0.4% |
69% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2096 |
|
2.618 |
1.1928 |
|
1.618 |
1.1826 |
|
1.000 |
1.1763 |
|
0.618 |
1.1723 |
|
HIGH |
1.1660 |
|
0.618 |
1.1621 |
|
0.500 |
1.1609 |
|
0.382 |
1.1597 |
|
LOW |
1.1558 |
|
0.618 |
1.1494 |
|
1.000 |
1.1455 |
|
1.618 |
1.1392 |
|
2.618 |
1.1289 |
|
4.250 |
1.1122 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1609 |
1.1605 |
| PP |
1.1598 |
1.1595 |
| S1 |
1.1586 |
1.1585 |
|