CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1490 |
1.1570 |
0.0080 |
0.7% |
1.1333 |
| High |
1.1560 |
1.1731 |
0.0171 |
1.5% |
1.1459 |
| Low |
1.1486 |
1.1570 |
0.0084 |
0.7% |
1.1314 |
| Close |
1.1558 |
1.1731 |
0.0173 |
1.5% |
1.1450 |
| Range |
0.0074 |
0.0161 |
0.0087 |
117.6% |
0.0146 |
| ATR |
0.0066 |
0.0074 |
0.0008 |
11.6% |
0.0000 |
| Volume |
51 |
56 |
5 |
9.8% |
28 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2160 |
1.2107 |
1.1820 |
|
| R3 |
1.1999 |
1.1946 |
1.1775 |
|
| R2 |
1.1838 |
1.1838 |
1.1761 |
|
| R1 |
1.1785 |
1.1785 |
1.1746 |
1.1812 |
| PP |
1.1677 |
1.1677 |
1.1677 |
1.1691 |
| S1 |
1.1624 |
1.1624 |
1.1716 |
1.1651 |
| S2 |
1.1516 |
1.1516 |
1.1701 |
|
| S3 |
1.1355 |
1.1463 |
1.1687 |
|
| S4 |
1.1194 |
1.1302 |
1.1642 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1792 |
1.1530 |
|
| R3 |
1.1698 |
1.1647 |
1.1490 |
|
| R2 |
1.1553 |
1.1553 |
1.1476 |
|
| R1 |
1.1501 |
1.1501 |
1.1463 |
1.1527 |
| PP |
1.1407 |
1.1407 |
1.1407 |
1.1420 |
| S1 |
1.1356 |
1.1356 |
1.1436 |
1.1382 |
| S2 |
1.1262 |
1.1262 |
1.1423 |
|
| S3 |
1.1116 |
1.1210 |
1.1409 |
|
| S4 |
1.0971 |
1.1065 |
1.1369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1731 |
1.1314 |
0.0418 |
3.6% |
0.0090 |
0.8% |
100% |
True |
False |
27 |
| 10 |
1.1731 |
1.1290 |
0.0441 |
3.8% |
0.0065 |
0.6% |
100% |
True |
False |
21 |
| 20 |
1.1731 |
1.1227 |
0.0505 |
4.3% |
0.0065 |
0.6% |
100% |
True |
False |
57 |
| 40 |
1.1731 |
1.1180 |
0.0551 |
4.7% |
0.0047 |
0.4% |
100% |
True |
False |
30 |
| 60 |
1.1731 |
1.1180 |
0.0551 |
4.7% |
0.0043 |
0.4% |
100% |
True |
False |
21 |
| 80 |
1.1731 |
1.1068 |
0.0663 |
5.7% |
0.0040 |
0.3% |
100% |
True |
False |
16 |
| 100 |
1.1731 |
1.0937 |
0.0795 |
6.8% |
0.0038 |
0.3% |
100% |
True |
False |
13 |
| 120 |
1.1731 |
1.0937 |
0.0795 |
6.8% |
0.0037 |
0.3% |
100% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2415 |
|
2.618 |
1.2152 |
|
1.618 |
1.1991 |
|
1.000 |
1.1892 |
|
0.618 |
1.1830 |
|
HIGH |
1.1731 |
|
0.618 |
1.1669 |
|
0.500 |
1.1651 |
|
0.382 |
1.1632 |
|
LOW |
1.1570 |
|
0.618 |
1.1471 |
|
1.000 |
1.1409 |
|
1.618 |
1.1310 |
|
2.618 |
1.1149 |
|
4.250 |
1.0886 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1704 |
1.1680 |
| PP |
1.1677 |
1.1629 |
| S1 |
1.1651 |
1.1578 |
|