CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1208 |
1.1262 |
0.0054 |
0.5% |
1.1252 |
| High |
1.1281 |
1.1274 |
-0.0008 |
-0.1% |
1.1320 |
| Low |
1.1179 |
1.1193 |
0.0014 |
0.1% |
1.1179 |
| Close |
1.1264 |
1.1245 |
-0.0019 |
-0.2% |
1.1264 |
| Range |
0.0102 |
0.0081 |
-0.0022 |
-21.1% |
0.0141 |
| ATR |
0.0085 |
0.0084 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
18,852 |
20,023 |
1,171 |
6.2% |
83,899 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1442 |
1.1289 |
|
| R3 |
1.1398 |
1.1362 |
1.1267 |
|
| R2 |
1.1318 |
1.1318 |
1.1259 |
|
| R1 |
1.1281 |
1.1281 |
1.1252 |
1.1259 |
| PP |
1.1237 |
1.1237 |
1.1237 |
1.1226 |
| S1 |
1.1201 |
1.1201 |
1.1237 |
1.1179 |
| S2 |
1.1157 |
1.1157 |
1.1230 |
|
| S3 |
1.1076 |
1.1120 |
1.1222 |
|
| S4 |
1.0996 |
1.1040 |
1.1200 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1677 |
1.1611 |
1.1341 |
|
| R3 |
1.1536 |
1.1470 |
1.1302 |
|
| R2 |
1.1395 |
1.1395 |
1.1289 |
|
| R1 |
1.1329 |
1.1329 |
1.1276 |
1.1362 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1271 |
| S1 |
1.1188 |
1.1188 |
1.1251 |
1.1221 |
| S2 |
1.1113 |
1.1113 |
1.1238 |
|
| S3 |
1.0972 |
1.1047 |
1.1225 |
|
| S4 |
1.0831 |
1.0906 |
1.1186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1303 |
1.1179 |
0.0124 |
1.1% |
0.0077 |
0.7% |
53% |
False |
False |
17,361 |
| 10 |
1.1327 |
1.1179 |
0.0148 |
1.3% |
0.0081 |
0.7% |
44% |
False |
False |
17,604 |
| 20 |
1.1341 |
1.1092 |
0.0249 |
2.2% |
0.0090 |
0.8% |
61% |
False |
False |
15,135 |
| 40 |
1.1481 |
1.1070 |
0.0411 |
3.7% |
0.0080 |
0.7% |
42% |
False |
False |
7,662 |
| 60 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0072 |
0.6% |
41% |
False |
False |
5,143 |
| 80 |
1.1492 |
1.0920 |
0.0572 |
5.1% |
0.0067 |
0.6% |
57% |
False |
False |
3,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1616 |
|
2.618 |
1.1484 |
|
1.618 |
1.1404 |
|
1.000 |
1.1354 |
|
0.618 |
1.1323 |
|
HIGH |
1.1274 |
|
0.618 |
1.1243 |
|
0.500 |
1.1233 |
|
0.382 |
1.1224 |
|
LOW |
1.1193 |
|
0.618 |
1.1143 |
|
1.000 |
1.1113 |
|
1.618 |
1.1063 |
|
2.618 |
1.0982 |
|
4.250 |
1.0851 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1241 |
1.1240 |
| PP |
1.1237 |
1.1235 |
| S1 |
1.1233 |
1.1230 |
|