CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1845 |
1.1855 |
0.0011 |
0.1% |
1.1934 |
| High |
1.1866 |
1.1855 |
-0.0011 |
-0.1% |
1.1971 |
| Low |
1.1845 |
1.1817 |
-0.0028 |
-0.2% |
1.1831 |
| Close |
1.1845 |
1.1817 |
-0.0028 |
-0.2% |
1.1845 |
| Range |
0.0022 |
0.0038 |
0.0017 |
76.7% |
0.0140 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
7 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1944 |
1.1918 |
1.1838 |
|
| R3 |
1.1906 |
1.1880 |
1.1827 |
|
| R2 |
1.1868 |
1.1868 |
1.1824 |
|
| R1 |
1.1842 |
1.1842 |
1.1820 |
1.1836 |
| PP |
1.1830 |
1.1830 |
1.1830 |
1.1827 |
| S1 |
1.1804 |
1.1804 |
1.1814 |
1.1798 |
| S2 |
1.1792 |
1.1792 |
1.1810 |
|
| S3 |
1.1754 |
1.1766 |
1.1807 |
|
| S4 |
1.1716 |
1.1728 |
1.1796 |
|
|
| 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 |
1.1817 |
0.0154 |
1.3% |
0.0012 |
0.1% |
0% |
False |
True |
1 |
| 10 |
1.1971 |
1.1610 |
0.0361 |
3.1% |
0.0036 |
0.3% |
57% |
False |
False |
3 |
| 20 |
1.1971 |
1.1409 |
0.0562 |
4.8% |
0.0032 |
0.3% |
73% |
False |
False |
3 |
| 40 |
1.1971 |
1.1318 |
0.0653 |
5.5% |
0.0032 |
0.3% |
76% |
False |
False |
3 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.5% |
0.0031 |
0.3% |
76% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2017 |
|
2.618 |
1.1954 |
|
1.618 |
1.1916 |
|
1.000 |
1.1893 |
|
0.618 |
1.1878 |
|
HIGH |
1.1855 |
|
0.618 |
1.1840 |
|
0.500 |
1.1836 |
|
0.382 |
1.1832 |
|
LOW |
1.1817 |
|
0.618 |
1.1794 |
|
1.000 |
1.1779 |
|
1.618 |
1.1756 |
|
2.618 |
1.1718 |
|
4.250 |
1.1656 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1836 |
1.1842 |
| PP |
1.1830 |
1.1833 |
| S1 |
1.1823 |
1.1825 |
|