CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1953 |
1.1909 |
-0.0044 |
-0.4% |
1.1570 |
| High |
1.1953 |
1.1969 |
0.0017 |
0.1% |
1.1969 |
| Low |
1.1953 |
1.1900 |
-0.0053 |
-0.4% |
1.1570 |
| Close |
1.1953 |
1.1909 |
-0.0044 |
-0.4% |
1.1909 |
| Range |
0.0000 |
0.0070 |
0.0070 |
|
0.0399 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.2% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2134 |
1.2091 |
1.1947 |
|
| R3 |
1.2065 |
1.2022 |
1.1928 |
|
| R2 |
1.1995 |
1.1995 |
1.1922 |
|
| R1 |
1.1952 |
1.1952 |
1.1915 |
1.1944 |
| PP |
1.1926 |
1.1926 |
1.1926 |
1.1922 |
| S1 |
1.1883 |
1.1883 |
1.1903 |
1.1874 |
| S2 |
1.1856 |
1.1856 |
1.1896 |
|
| S3 |
1.1787 |
1.1813 |
1.1890 |
|
| S4 |
1.1717 |
1.1744 |
1.1871 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3013 |
1.2860 |
1.2128 |
|
| R3 |
1.2614 |
1.2461 |
1.2019 |
|
| R2 |
1.2215 |
1.2215 |
1.1982 |
|
| R1 |
1.2062 |
1.2062 |
1.1946 |
1.2139 |
| PP |
1.1816 |
1.1816 |
1.1816 |
1.1854 |
| S1 |
1.1663 |
1.1663 |
1.1872 |
1.1740 |
| S2 |
1.1417 |
1.1417 |
1.1836 |
|
| S3 |
1.1018 |
1.1264 |
1.1799 |
|
| S4 |
1.0619 |
1.0865 |
1.1690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1969 |
1.1570 |
0.0399 |
3.4% |
0.0067 |
0.6% |
85% |
True |
False |
7 |
| 10 |
1.1969 |
1.1409 |
0.0560 |
4.7% |
0.0055 |
0.5% |
89% |
True |
False |
5 |
| 20 |
1.1969 |
1.1368 |
0.0601 |
5.0% |
0.0040 |
0.3% |
90% |
True |
False |
4 |
| 40 |
1.1969 |
1.1318 |
0.0651 |
5.5% |
0.0033 |
0.3% |
91% |
True |
False |
3 |
| 60 |
1.1969 |
1.1318 |
0.0651 |
5.5% |
0.0032 |
0.3% |
91% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2264 |
|
2.618 |
1.2151 |
|
1.618 |
1.2081 |
|
1.000 |
1.2039 |
|
0.618 |
1.2012 |
|
HIGH |
1.1969 |
|
0.618 |
1.1942 |
|
0.500 |
1.1934 |
|
0.382 |
1.1926 |
|
LOW |
1.1900 |
|
0.618 |
1.1857 |
|
1.000 |
1.1830 |
|
1.618 |
1.1787 |
|
2.618 |
1.1718 |
|
4.250 |
1.1604 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1934 |
1.1881 |
| PP |
1.1926 |
1.1853 |
| S1 |
1.1917 |
1.1825 |
|