CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1568 |
1.1644 |
0.0076 |
0.7% |
1.1678 |
| High |
1.1646 |
1.1698 |
0.0053 |
0.5% |
1.1765 |
| Low |
1.1561 |
1.1618 |
0.0058 |
0.5% |
1.1586 |
| Close |
1.1633 |
1.1697 |
0.0064 |
0.5% |
1.1616 |
| Range |
0.0085 |
0.0080 |
-0.0005 |
-5.9% |
0.0179 |
| ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
19,965 |
19,977 |
12 |
0.1% |
96,395 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1911 |
1.1884 |
1.1741 |
|
| R3 |
1.1831 |
1.1804 |
1.1719 |
|
| R2 |
1.1751 |
1.1751 |
1.1711 |
|
| R1 |
1.1724 |
1.1724 |
1.1704 |
1.1737 |
| PP |
1.1671 |
1.1671 |
1.1671 |
1.1678 |
| S1 |
1.1644 |
1.1644 |
1.1689 |
1.1657 |
| S2 |
1.1591 |
1.1591 |
1.1682 |
|
| S3 |
1.1511 |
1.1564 |
1.1675 |
|
| S4 |
1.1431 |
1.1484 |
1.1653 |
|
|
| 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 |
1.1753 |
1.1561 |
0.0193 |
1.6% |
0.0091 |
0.8% |
71% |
False |
False |
18,120 |
| 10 |
1.1765 |
1.1561 |
0.0205 |
1.7% |
0.0088 |
0.7% |
67% |
False |
False |
19,492 |
| 20 |
1.1765 |
1.1179 |
0.0586 |
5.0% |
0.0090 |
0.8% |
88% |
False |
False |
20,108 |
| 40 |
1.1765 |
1.1070 |
0.0695 |
5.9% |
0.0089 |
0.8% |
90% |
False |
False |
15,859 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
5.9% |
0.0082 |
0.7% |
90% |
False |
False |
10,624 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
5.9% |
0.0074 |
0.6% |
90% |
False |
False |
7,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2038 |
|
2.618 |
1.1907 |
|
1.618 |
1.1827 |
|
1.000 |
1.1778 |
|
0.618 |
1.1747 |
|
HIGH |
1.1698 |
|
0.618 |
1.1667 |
|
0.500 |
1.1658 |
|
0.382 |
1.1649 |
|
LOW |
1.1618 |
|
0.618 |
1.1569 |
|
1.000 |
1.1538 |
|
1.618 |
1.1489 |
|
2.618 |
1.1409 |
|
4.250 |
1.1278 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1684 |
1.1674 |
| PP |
1.1671 |
1.1652 |
| S1 |
1.1658 |
1.1629 |
|