CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1845 |
1.1839 |
-0.0006 |
0.0% |
1.1425 |
| High |
1.1857 |
1.1859 |
0.0002 |
0.0% |
1.1859 |
| Low |
1.1801 |
1.1700 |
-0.0101 |
-0.9% |
1.1425 |
| Close |
1.1833 |
1.1717 |
-0.0116 |
-1.0% |
1.1792 |
| Range |
0.0056 |
0.0159 |
0.0103 |
183.9% |
0.0434 |
| ATR |
0.0071 |
0.0077 |
0.0006 |
8.9% |
0.0000 |
| Volume |
40 |
511 |
471 |
1,177.5% |
222 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2236 |
1.2135 |
1.1804 |
|
| R3 |
1.2077 |
1.1976 |
1.1761 |
|
| R2 |
1.1918 |
1.1918 |
1.1746 |
|
| R1 |
1.1817 |
1.1817 |
1.1732 |
1.1788 |
| PP |
1.1759 |
1.1759 |
1.1759 |
1.1744 |
| S1 |
1.1658 |
1.1658 |
1.1702 |
1.1629 |
| S2 |
1.1600 |
1.1600 |
1.1688 |
|
| S3 |
1.1441 |
1.1499 |
1.1673 |
|
| S4 |
1.1282 |
1.1340 |
1.1630 |
|
|
| 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 |
1.1700 |
0.0159 |
1.4% |
0.0076 |
0.6% |
11% |
True |
True |
133 |
| 10 |
1.1859 |
1.1347 |
0.0512 |
4.4% |
0.0088 |
0.7% |
72% |
True |
False |
88 |
| 20 |
1.1859 |
1.1290 |
0.0569 |
4.9% |
0.0066 |
0.6% |
75% |
True |
False |
74 |
| 40 |
1.1859 |
1.1180 |
0.0679 |
5.8% |
0.0055 |
0.5% |
79% |
True |
False |
49 |
| 60 |
1.1859 |
1.1180 |
0.0679 |
5.8% |
0.0049 |
0.4% |
79% |
True |
False |
33 |
| 80 |
1.1859 |
1.1137 |
0.0722 |
6.2% |
0.0045 |
0.4% |
80% |
True |
False |
26 |
| 100 |
1.1859 |
1.0937 |
0.0923 |
7.9% |
0.0041 |
0.3% |
85% |
True |
False |
21 |
| 120 |
1.1859 |
1.0937 |
0.0923 |
7.9% |
0.0039 |
0.3% |
85% |
True |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2535 |
|
2.618 |
1.2275 |
|
1.618 |
1.2116 |
|
1.000 |
1.2018 |
|
0.618 |
1.1957 |
|
HIGH |
1.1859 |
|
0.618 |
1.1798 |
|
0.500 |
1.1780 |
|
0.382 |
1.1761 |
|
LOW |
1.1700 |
|
0.618 |
1.1602 |
|
1.000 |
1.1541 |
|
1.618 |
1.1443 |
|
2.618 |
1.1284 |
|
4.250 |
1.1024 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1780 |
1.1780 |
| PP |
1.1759 |
1.1759 |
| S1 |
1.1738 |
1.1738 |
|