CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1254 |
1.1338 |
0.0084 |
0.7% |
1.1262 |
| High |
1.1352 |
1.1381 |
0.0029 |
0.3% |
1.1352 |
| Low |
1.1232 |
1.1296 |
0.0064 |
0.6% |
1.1193 |
| Close |
1.1340 |
1.1377 |
0.0038 |
0.3% |
1.1340 |
| Range |
0.0121 |
0.0086 |
-0.0035 |
-29.0% |
0.0159 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.1% |
0.0000 |
| Volume |
24,023 |
15,130 |
-8,893 |
-37.0% |
88,320 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1608 |
1.1578 |
1.1424 |
|
| R3 |
1.1522 |
1.1492 |
1.1401 |
|
| R2 |
1.1437 |
1.1437 |
1.1393 |
|
| R1 |
1.1407 |
1.1407 |
1.1385 |
1.1422 |
| PP |
1.1351 |
1.1351 |
1.1351 |
1.1359 |
| S1 |
1.1321 |
1.1321 |
1.1369 |
1.1336 |
| S2 |
1.1266 |
1.1266 |
1.1361 |
|
| S3 |
1.1180 |
1.1236 |
1.1353 |
|
| S4 |
1.1095 |
1.1150 |
1.1330 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1772 |
1.1715 |
1.1427 |
|
| R3 |
1.1613 |
1.1556 |
1.1383 |
|
| R2 |
1.1454 |
1.1454 |
1.1369 |
|
| R1 |
1.1397 |
1.1397 |
1.1354 |
1.1425 |
| PP |
1.1295 |
1.1295 |
1.1295 |
1.1309 |
| S1 |
1.1238 |
1.1238 |
1.1325 |
1.1266 |
| S2 |
1.1136 |
1.1136 |
1.1310 |
|
| S3 |
1.0977 |
1.1079 |
1.1296 |
|
| S4 |
1.0818 |
1.0920 |
1.1252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1381 |
1.1193 |
0.0188 |
1.7% |
0.0082 |
0.7% |
98% |
True |
False |
20,690 |
| 10 |
1.1381 |
1.1179 |
0.0202 |
1.8% |
0.0079 |
0.7% |
98% |
True |
False |
18,734 |
| 20 |
1.1381 |
1.1092 |
0.0289 |
2.5% |
0.0088 |
0.8% |
99% |
True |
False |
18,771 |
| 40 |
1.1404 |
1.1070 |
0.0334 |
2.9% |
0.0082 |
0.7% |
92% |
False |
False |
9,733 |
| 60 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0074 |
0.7% |
73% |
False |
False |
6,529 |
| 80 |
1.1492 |
1.0920 |
0.0572 |
5.0% |
0.0065 |
0.6% |
80% |
False |
False |
4,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1744 |
|
2.618 |
1.1605 |
|
1.618 |
1.1519 |
|
1.000 |
1.1467 |
|
0.618 |
1.1434 |
|
HIGH |
1.1381 |
|
0.618 |
1.1348 |
|
0.500 |
1.1338 |
|
0.382 |
1.1328 |
|
LOW |
1.1296 |
|
0.618 |
1.1243 |
|
1.000 |
1.1210 |
|
1.618 |
1.1157 |
|
2.618 |
1.1072 |
|
4.250 |
1.0932 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1348 |
| PP |
1.1351 |
1.1318 |
| S1 |
1.1338 |
1.1289 |
|