CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1611 |
1.1619 |
0.0009 |
0.1% |
1.1678 |
| High |
1.1642 |
1.1645 |
0.0003 |
0.0% |
1.1765 |
| Low |
1.1600 |
1.1563 |
-0.0037 |
-0.3% |
1.1586 |
| Close |
1.1616 |
1.1587 |
-0.0029 |
-0.2% |
1.1616 |
| Range |
0.0043 |
0.0083 |
0.0040 |
94.1% |
0.0179 |
| ATR |
0.0090 |
0.0090 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
14,209 |
14,250 |
41 |
0.3% |
96,395 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1846 |
1.1799 |
1.1632 |
|
| R3 |
1.1763 |
1.1716 |
1.1610 |
|
| R2 |
1.1681 |
1.1681 |
1.1602 |
|
| R1 |
1.1634 |
1.1634 |
1.1595 |
1.1616 |
| PP |
1.1598 |
1.1598 |
1.1598 |
1.1589 |
| S1 |
1.1551 |
1.1551 |
1.1579 |
1.1534 |
| S2 |
1.1516 |
1.1516 |
1.1572 |
|
| S3 |
1.1433 |
1.1469 |
1.1564 |
|
| S4 |
1.1351 |
1.1386 |
1.1542 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2193 |
1.2083 |
1.1714 |
|
| R3 |
1.2014 |
1.1904 |
1.1665 |
|
| R2 |
1.1835 |
1.1835 |
1.1649 |
|
| R1 |
1.1725 |
1.1725 |
1.1632 |
1.1691 |
| PP |
1.1656 |
1.1656 |
1.1656 |
1.1638 |
| S1 |
1.1546 |
1.1546 |
1.1600 |
1.1512 |
| S2 |
1.1477 |
1.1477 |
1.1583 |
|
| S3 |
1.1298 |
1.1367 |
1.1567 |
|
| S4 |
1.1119 |
1.1188 |
1.1518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1765 |
1.1563 |
0.0203 |
1.7% |
0.0085 |
0.7% |
12% |
False |
True |
18,351 |
| 10 |
1.1765 |
1.1374 |
0.0392 |
3.4% |
0.0098 |
0.8% |
55% |
False |
False |
20,729 |
| 20 |
1.1765 |
1.1179 |
0.0586 |
5.1% |
0.0088 |
0.8% |
70% |
False |
False |
19,732 |
| 40 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0088 |
0.8% |
74% |
False |
False |
14,866 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0081 |
0.7% |
74% |
False |
False |
9,974 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0073 |
0.6% |
74% |
False |
False |
7,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1996 |
|
2.618 |
1.1861 |
|
1.618 |
1.1778 |
|
1.000 |
1.1728 |
|
0.618 |
1.1696 |
|
HIGH |
1.1645 |
|
0.618 |
1.1613 |
|
0.500 |
1.1604 |
|
0.382 |
1.1594 |
|
LOW |
1.1563 |
|
0.618 |
1.1512 |
|
1.000 |
1.1480 |
|
1.618 |
1.1429 |
|
2.618 |
1.1347 |
|
4.250 |
1.1212 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1604 |
1.1658 |
| PP |
1.1598 |
1.1634 |
| S1 |
1.1593 |
1.1611 |
|