CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1831 |
1.1845 |
0.0014 |
0.1% |
1.1934 |
| High |
1.1831 |
1.1866 |
0.0036 |
0.3% |
1.1971 |
| Low |
1.1831 |
1.1845 |
0.0014 |
0.1% |
1.1831 |
| Close |
1.1831 |
1.1845 |
0.0014 |
0.1% |
1.1845 |
| Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0140 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1916 |
1.1902 |
1.1856 |
|
| R3 |
1.1895 |
1.1880 |
1.1850 |
|
| R2 |
1.1873 |
1.1873 |
1.1848 |
|
| R1 |
1.1859 |
1.1859 |
1.1846 |
1.1855 |
| PP |
1.1852 |
1.1852 |
1.1852 |
1.1850 |
| S1 |
1.1837 |
1.1837 |
1.1843 |
1.1834 |
| S2 |
1.1830 |
1.1830 |
1.1841 |
|
| S3 |
1.1809 |
1.1816 |
1.1839 |
|
| S4 |
1.1787 |
1.1794 |
1.1833 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2302 |
1.2213 |
1.1922 |
|
| R3 |
1.2162 |
1.2073 |
1.1883 |
|
| R2 |
1.2022 |
1.2022 |
1.1870 |
|
| R1 |
1.1933 |
1.1933 |
1.1857 |
1.1908 |
| PP |
1.1882 |
1.1882 |
1.1882 |
1.1869 |
| S1 |
1.1793 |
1.1793 |
1.1832 |
1.1768 |
| S2 |
1.1742 |
1.1742 |
1.1819 |
|
| S3 |
1.1602 |
1.1653 |
1.1806 |
|
| S4 |
1.1462 |
1.1513 |
1.1768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1971 |
1.1831 |
0.0140 |
1.2% |
0.0004 |
0.0% |
10% |
False |
False |
1 |
| 10 |
1.1971 |
1.1570 |
0.0401 |
3.4% |
0.0036 |
0.3% |
69% |
False |
False |
4 |
| 20 |
1.1971 |
1.1409 |
0.0562 |
4.7% |
0.0034 |
0.3% |
78% |
False |
False |
3 |
| 40 |
1.1971 |
1.1318 |
0.0653 |
5.5% |
0.0031 |
0.3% |
81% |
False |
False |
3 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.5% |
0.0031 |
0.3% |
81% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1957 |
|
2.618 |
1.1922 |
|
1.618 |
1.1901 |
|
1.000 |
1.1888 |
|
0.618 |
1.1879 |
|
HIGH |
1.1866 |
|
0.618 |
1.1858 |
|
0.500 |
1.1855 |
|
0.382 |
1.1853 |
|
LOW |
1.1845 |
|
0.618 |
1.1831 |
|
1.000 |
1.1823 |
|
1.618 |
1.1810 |
|
2.618 |
1.1788 |
|
4.250 |
1.1753 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1855 |
1.1890 |
| PP |
1.1852 |
1.1875 |
| S1 |
1.1848 |
1.1860 |
|