CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1826 |
1.1845 |
0.0019 |
0.2% |
1.1425 |
| High |
1.1857 |
1.1857 |
0.0000 |
0.0% |
1.1859 |
| Low |
1.1826 |
1.1801 |
-0.0025 |
-0.2% |
1.1425 |
| Close |
1.1857 |
1.1833 |
-0.0025 |
-0.2% |
1.1792 |
| Range |
0.0031 |
0.0056 |
0.0025 |
80.6% |
0.0434 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
68 |
40 |
-28 |
-41.2% |
222 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1998 |
1.1971 |
1.1863 |
|
| R3 |
1.1942 |
1.1915 |
1.1848 |
|
| R2 |
1.1886 |
1.1886 |
1.1843 |
|
| R1 |
1.1859 |
1.1859 |
1.1838 |
1.1845 |
| PP |
1.1830 |
1.1830 |
1.1830 |
1.1823 |
| S1 |
1.1803 |
1.1803 |
1.1827 |
1.1789 |
| S2 |
1.1774 |
1.1774 |
1.1822 |
|
| S3 |
1.1718 |
1.1747 |
1.1817 |
|
| S4 |
1.1662 |
1.1691 |
1.1802 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2992 |
1.2825 |
1.2030 |
|
| R3 |
1.2559 |
1.2392 |
1.1911 |
|
| R2 |
1.2125 |
1.2125 |
1.1871 |
|
| R1 |
1.1958 |
1.1958 |
1.1831 |
1.2042 |
| PP |
1.1692 |
1.1692 |
1.1692 |
1.1733 |
| S1 |
1.1525 |
1.1525 |
1.1752 |
1.1608 |
| S2 |
1.1258 |
1.1258 |
1.1712 |
|
| S3 |
1.0825 |
1.1091 |
1.1672 |
|
| S4 |
1.0391 |
1.0658 |
1.1553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1859 |
1.1749 |
0.0110 |
0.9% |
0.0062 |
0.5% |
76% |
False |
False |
48 |
| 10 |
1.1859 |
1.1314 |
0.0545 |
4.6% |
0.0076 |
0.6% |
95% |
False |
False |
38 |
| 20 |
1.1859 |
1.1290 |
0.0569 |
4.8% |
0.0060 |
0.5% |
95% |
False |
False |
49 |
| 40 |
1.1859 |
1.1180 |
0.0679 |
5.7% |
0.0052 |
0.4% |
96% |
False |
False |
36 |
| 60 |
1.1859 |
1.1180 |
0.0679 |
5.7% |
0.0047 |
0.4% |
96% |
False |
False |
25 |
| 80 |
1.1859 |
1.1137 |
0.0722 |
6.1% |
0.0043 |
0.4% |
96% |
False |
False |
19 |
| 100 |
1.1859 |
1.0937 |
0.0922 |
7.8% |
0.0039 |
0.3% |
97% |
False |
False |
16 |
| 120 |
1.1859 |
1.0937 |
0.0922 |
7.8% |
0.0038 |
0.3% |
97% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2095 |
|
2.618 |
1.2004 |
|
1.618 |
1.1948 |
|
1.000 |
1.1913 |
|
0.618 |
1.1892 |
|
HIGH |
1.1857 |
|
0.618 |
1.1836 |
|
0.500 |
1.1829 |
|
0.382 |
1.1822 |
|
LOW |
1.1801 |
|
0.618 |
1.1766 |
|
1.000 |
1.1745 |
|
1.618 |
1.1710 |
|
2.618 |
1.1654 |
|
4.250 |
1.1563 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1831 |
1.1830 |
| PP |
1.1830 |
1.1827 |
| S1 |
1.1829 |
1.1824 |
|