CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1644 |
1.1683 |
0.0039 |
0.3% |
1.1678 |
| High |
1.1698 |
1.1756 |
0.0058 |
0.5% |
1.1765 |
| Low |
1.1618 |
1.1558 |
-0.0060 |
-0.5% |
1.1586 |
| Close |
1.1697 |
1.1565 |
-0.0132 |
-1.1% |
1.1616 |
| Range |
0.0080 |
0.0198 |
0.0118 |
147.5% |
0.0179 |
| ATR |
0.0089 |
0.0096 |
0.0008 |
8.8% |
0.0000 |
| Volume |
19,977 |
27,401 |
7,424 |
37.2% |
96,395 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2220 |
1.2090 |
1.1673 |
|
| R3 |
1.2022 |
1.1892 |
1.1619 |
|
| R2 |
1.1824 |
1.1824 |
1.1601 |
|
| R1 |
1.1694 |
1.1694 |
1.1583 |
1.1660 |
| PP |
1.1626 |
1.1626 |
1.1626 |
1.1609 |
| S1 |
1.1496 |
1.1496 |
1.1546 |
1.1462 |
| S2 |
1.1428 |
1.1428 |
1.1528 |
|
| S3 |
1.1230 |
1.1298 |
1.1510 |
|
| S4 |
1.1032 |
1.1100 |
1.1456 |
|
|
| 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 |
1.1756 |
1.1558 |
0.0198 |
1.7% |
0.0098 |
0.8% |
3% |
True |
True |
19,160 |
| 10 |
1.1765 |
1.1558 |
0.0207 |
1.8% |
0.0095 |
0.8% |
3% |
False |
True |
20,186 |
| 20 |
1.1765 |
1.1179 |
0.0586 |
5.1% |
0.0096 |
0.8% |
66% |
False |
False |
20,715 |
| 40 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0093 |
0.8% |
71% |
False |
False |
16,542 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0085 |
0.7% |
71% |
False |
False |
11,080 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0077 |
0.7% |
71% |
False |
False |
8,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2598 |
|
2.618 |
1.2274 |
|
1.618 |
1.2076 |
|
1.000 |
1.1954 |
|
0.618 |
1.1878 |
|
HIGH |
1.1756 |
|
0.618 |
1.1680 |
|
0.500 |
1.1657 |
|
0.382 |
1.1634 |
|
LOW |
1.1558 |
|
0.618 |
1.1436 |
|
1.000 |
1.1360 |
|
1.618 |
1.1238 |
|
2.618 |
1.1040 |
|
4.250 |
1.0717 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1657 |
1.1657 |
| PP |
1.1626 |
1.1626 |
| S1 |
1.1595 |
1.1595 |
|