CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1724 |
1.1678 |
-0.0046 |
-0.4% |
1.1338 |
| High |
1.1754 |
1.1735 |
-0.0019 |
-0.2% |
1.1754 |
| Low |
1.1663 |
1.1664 |
0.0001 |
0.0% |
1.1296 |
| Close |
1.1680 |
1.1706 |
0.0026 |
0.2% |
1.1680 |
| Range |
0.0091 |
0.0071 |
-0.0020 |
-22.1% |
0.0458 |
| ATR |
0.0093 |
0.0092 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
23,875 |
18,889 |
-4,986 |
-20.9% |
111,780 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1913 |
1.1880 |
1.1744 |
|
| R3 |
1.1842 |
1.1809 |
1.1725 |
|
| R2 |
1.1772 |
1.1772 |
1.1718 |
|
| R1 |
1.1739 |
1.1739 |
1.1712 |
1.1755 |
| PP |
1.1701 |
1.1701 |
1.1701 |
1.1710 |
| S1 |
1.1668 |
1.1668 |
1.1699 |
1.1685 |
| S2 |
1.1631 |
1.1631 |
1.1693 |
|
| S3 |
1.1560 |
1.1598 |
1.1686 |
|
| S4 |
1.1490 |
1.1527 |
1.1667 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2950 |
1.2773 |
1.1932 |
|
| R3 |
1.2492 |
1.2315 |
1.1806 |
|
| R2 |
1.2034 |
1.2034 |
1.1764 |
|
| R1 |
1.1857 |
1.1857 |
1.1722 |
1.1946 |
| PP |
1.1576 |
1.1576 |
1.1576 |
1.1621 |
| S1 |
1.1399 |
1.1399 |
1.1638 |
1.1488 |
| S2 |
1.1118 |
1.1118 |
1.1596 |
|
| S3 |
1.0660 |
1.0941 |
1.1554 |
|
| S4 |
1.0202 |
1.0483 |
1.1428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1754 |
1.1374 |
0.0380 |
3.2% |
0.0110 |
0.9% |
87% |
False |
False |
23,107 |
| 10 |
1.1754 |
1.1193 |
0.0561 |
4.8% |
0.0096 |
0.8% |
91% |
False |
False |
21,898 |
| 20 |
1.1754 |
1.1179 |
0.0575 |
4.9% |
0.0087 |
0.7% |
92% |
False |
False |
19,617 |
| 40 |
1.1754 |
1.1070 |
0.0684 |
5.8% |
0.0086 |
0.7% |
93% |
False |
False |
12,593 |
| 60 |
1.1754 |
1.1070 |
0.0684 |
5.8% |
0.0079 |
0.7% |
93% |
False |
False |
8,453 |
| 80 |
1.1754 |
1.1036 |
0.0718 |
6.1% |
0.0069 |
0.6% |
93% |
False |
False |
6,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2034 |
|
2.618 |
1.1919 |
|
1.618 |
1.1849 |
|
1.000 |
1.1805 |
|
0.618 |
1.1778 |
|
HIGH |
1.1735 |
|
0.618 |
1.1708 |
|
0.500 |
1.1699 |
|
0.382 |
1.1691 |
|
LOW |
1.1664 |
|
0.618 |
1.1620 |
|
1.000 |
1.1594 |
|
1.618 |
1.1550 |
|
2.618 |
1.1479 |
|
4.250 |
1.1364 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1703 |
1.1697 |
| PP |
1.1701 |
1.1689 |
| S1 |
1.1699 |
1.1681 |
|