CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1889 |
1.1804 |
-0.0085 |
-0.7% |
1.1934 |
| High |
1.1929 |
1.1804 |
-0.0125 |
-1.0% |
1.1971 |
| Low |
1.1889 |
1.1795 |
-0.0095 |
-0.8% |
1.1831 |
| Close |
1.1929 |
1.1795 |
-0.0135 |
-1.1% |
1.1845 |
| Range |
0.0040 |
0.0010 |
-0.0031 |
-76.3% |
0.0140 |
| ATR |
0.0060 |
0.0065 |
0.0005 |
8.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1826 |
1.1820 |
1.1800 |
|
| R3 |
1.1817 |
1.1810 |
1.1797 |
|
| R2 |
1.1807 |
1.1807 |
1.1796 |
|
| R1 |
1.1801 |
1.1801 |
1.1795 |
1.1799 |
| PP |
1.1798 |
1.1798 |
1.1798 |
1.1797 |
| S1 |
1.1791 |
1.1791 |
1.1794 |
1.1790 |
| S2 |
1.1788 |
1.1788 |
1.1793 |
|
| S3 |
1.1779 |
1.1782 |
1.1792 |
|
| S4 |
1.1769 |
1.1772 |
1.1789 |
|
|
| 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 |
1.1929 |
1.1795 |
0.0135 |
1.1% |
0.0022 |
0.2% |
0% |
False |
True |
|
| 10 |
1.1971 |
1.1795 |
0.0176 |
1.5% |
0.0018 |
0.2% |
0% |
False |
True |
1 |
| 20 |
1.1971 |
1.1409 |
0.0562 |
4.8% |
0.0033 |
0.3% |
69% |
False |
False |
3 |
| 40 |
1.1971 |
1.1318 |
0.0653 |
5.5% |
0.0031 |
0.3% |
73% |
False |
False |
3 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.5% |
0.0030 |
0.3% |
73% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1844 |
|
2.618 |
1.1829 |
|
1.618 |
1.1819 |
|
1.000 |
1.1814 |
|
0.618 |
1.1810 |
|
HIGH |
1.1804 |
|
0.618 |
1.1800 |
|
0.500 |
1.1799 |
|
0.382 |
1.1798 |
|
LOW |
1.1795 |
|
0.618 |
1.1789 |
|
1.000 |
1.1785 |
|
1.618 |
1.1779 |
|
2.618 |
1.1770 |
|
4.250 |
1.1754 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1799 |
1.1862 |
| PP |
1.1798 |
1.1839 |
| S1 |
1.1796 |
1.1817 |
|