CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1570 |
1.1749 |
0.0179 |
1.5% |
1.1333 |
| High |
1.1731 |
1.1836 |
0.0105 |
0.9% |
1.1459 |
| Low |
1.1570 |
1.1749 |
0.0179 |
1.5% |
1.1314 |
| Close |
1.1731 |
1.1836 |
0.0105 |
0.9% |
1.1450 |
| Range |
0.0161 |
0.0087 |
-0.0074 |
-46.0% |
0.0146 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
3.1% |
0.0000 |
| Volume |
56 |
89 |
33 |
58.9% |
28 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2068 |
1.2039 |
1.1884 |
|
| R3 |
1.1981 |
1.1952 |
1.1860 |
|
| R2 |
1.1894 |
1.1894 |
1.1852 |
|
| R1 |
1.1865 |
1.1865 |
1.1844 |
1.1880 |
| PP |
1.1807 |
1.1807 |
1.1807 |
1.1814 |
| S1 |
1.1778 |
1.1778 |
1.1828 |
1.1793 |
| S2 |
1.1720 |
1.1720 |
1.1820 |
|
| S3 |
1.1633 |
1.1691 |
1.1812 |
|
| S4 |
1.1546 |
1.1604 |
1.1788 |
|
|
| 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 |
1.1836 |
1.1347 |
0.0489 |
4.1% |
0.0099 |
0.8% |
100% |
True |
False |
44 |
| 10 |
1.1836 |
1.1290 |
0.0546 |
4.6% |
0.0072 |
0.6% |
100% |
True |
False |
28 |
| 20 |
1.1836 |
1.1260 |
0.0576 |
4.9% |
0.0068 |
0.6% |
100% |
True |
False |
62 |
| 40 |
1.1836 |
1.1180 |
0.0656 |
5.5% |
0.0049 |
0.4% |
100% |
True |
False |
32 |
| 60 |
1.1836 |
1.1180 |
0.0656 |
5.5% |
0.0044 |
0.4% |
100% |
True |
False |
22 |
| 80 |
1.1836 |
1.1119 |
0.0718 |
6.1% |
0.0041 |
0.3% |
100% |
True |
False |
18 |
| 100 |
1.1836 |
1.0937 |
0.0900 |
7.6% |
0.0038 |
0.3% |
100% |
True |
False |
14 |
| 120 |
1.1836 |
1.0937 |
0.0900 |
7.6% |
0.0036 |
0.3% |
100% |
True |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2206 |
|
2.618 |
1.2064 |
|
1.618 |
1.1977 |
|
1.000 |
1.1923 |
|
0.618 |
1.1890 |
|
HIGH |
1.1836 |
|
0.618 |
1.1803 |
|
0.500 |
1.1793 |
|
0.382 |
1.1782 |
|
LOW |
1.1749 |
|
0.618 |
1.1695 |
|
1.000 |
1.1662 |
|
1.618 |
1.1608 |
|
2.618 |
1.1521 |
|
4.250 |
1.1379 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1822 |
1.1778 |
| PP |
1.1807 |
1.1719 |
| S1 |
1.1793 |
1.1661 |
|