CME Swiss Franc Future December 2023
| 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 |
1.1540 |
1.1532 |
-0.0009 |
-0.1% |
1.1577 |
| High |
1.1540 |
1.1532 |
-0.0009 |
-0.1% |
1.1660 |
| Low |
1.1534 |
1.1500 |
-0.0034 |
-0.3% |
1.1545 |
| Close |
1.1534 |
1.1520 |
-0.0014 |
-0.1% |
1.1570 |
| Range |
0.0007 |
0.0032 |
0.0025 |
384.6% |
0.0115 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
2 |
12 |
10 |
500.0% |
195 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1612 |
1.1597 |
1.1537 |
|
| R3 |
1.1580 |
1.1566 |
1.1529 |
|
| R2 |
1.1549 |
1.1549 |
1.1526 |
|
| R1 |
1.1534 |
1.1534 |
1.1523 |
1.1526 |
| PP |
1.1517 |
1.1517 |
1.1517 |
1.1513 |
| S1 |
1.1503 |
1.1503 |
1.1517 |
1.1494 |
| S2 |
1.1486 |
1.1486 |
1.1514 |
|
| S3 |
1.1454 |
1.1471 |
1.1511 |
|
| S4 |
1.1423 |
1.1440 |
1.1503 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1937 |
1.1868 |
1.1633 |
|
| R3 |
1.1822 |
1.1753 |
1.1602 |
|
| R2 |
1.1707 |
1.1707 |
1.1591 |
|
| R1 |
1.1638 |
1.1638 |
1.1581 |
1.1615 |
| PP |
1.1592 |
1.1592 |
1.1592 |
1.1580 |
| S1 |
1.1523 |
1.1523 |
1.1559 |
1.1500 |
| S2 |
1.1477 |
1.1477 |
1.1549 |
|
| S3 |
1.1362 |
1.1408 |
1.1538 |
|
| S4 |
1.1247 |
1.1293 |
1.1507 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1660 |
1.1482 |
0.0179 |
1.5% |
0.0057 |
0.5% |
22% |
False |
False |
39 |
| 10 |
1.1660 |
1.1482 |
0.0179 |
1.5% |
0.0058 |
0.5% |
22% |
False |
False |
29 |
| 20 |
1.1861 |
1.1482 |
0.0380 |
3.3% |
0.0070 |
0.6% |
10% |
False |
False |
107 |
| 40 |
1.1861 |
1.1290 |
0.0571 |
5.0% |
0.0065 |
0.6% |
40% |
False |
False |
78 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0058 |
0.5% |
50% |
False |
False |
60 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0053 |
0.5% |
50% |
False |
False |
45 |
| 100 |
1.1861 |
1.1137 |
0.0724 |
6.3% |
0.0048 |
0.4% |
53% |
False |
False |
37 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.0% |
0.0044 |
0.4% |
63% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1665 |
|
2.618 |
1.1614 |
|
1.618 |
1.1582 |
|
1.000 |
1.1563 |
|
0.618 |
1.1551 |
|
HIGH |
1.1532 |
|
0.618 |
1.1519 |
|
0.500 |
1.1516 |
|
0.382 |
1.1512 |
|
LOW |
1.1500 |
|
0.618 |
1.1481 |
|
1.000 |
1.1469 |
|
1.618 |
1.1449 |
|
2.618 |
1.1418 |
|
4.250 |
1.1366 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1519 |
1.1525 |
| PP |
1.1517 |
1.1523 |
| S1 |
1.1516 |
1.1522 |
|