CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1804 |
1.1788 |
-0.0017 |
-0.1% |
1.1855 |
| High |
1.1804 |
1.1832 |
0.0028 |
0.2% |
1.1929 |
| Low |
1.1795 |
1.1741 |
-0.0054 |
-0.5% |
1.1741 |
| Close |
1.1795 |
1.1797 |
0.0003 |
0.0% |
1.1797 |
| Range |
0.0010 |
0.0091 |
0.0082 |
857.9% |
0.0189 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2063 |
1.2021 |
1.1847 |
|
| R3 |
1.1972 |
1.1930 |
1.1822 |
|
| R2 |
1.1881 |
1.1881 |
1.1814 |
|
| R1 |
1.1839 |
1.1839 |
1.1805 |
1.1860 |
| PP |
1.1790 |
1.1790 |
1.1790 |
1.1800 |
| S1 |
1.1748 |
1.1748 |
1.1789 |
1.1769 |
| S2 |
1.1699 |
1.1699 |
1.1780 |
|
| S3 |
1.1608 |
1.1657 |
1.1772 |
|
| S4 |
1.1517 |
1.1566 |
1.1747 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2281 |
1.1901 |
|
| R3 |
1.2199 |
1.2092 |
1.1849 |
|
| R2 |
1.2011 |
1.2011 |
1.1832 |
|
| R1 |
1.1904 |
1.1904 |
1.1814 |
1.1863 |
| PP |
1.1822 |
1.1822 |
1.1822 |
1.1802 |
| S1 |
1.1715 |
1.1715 |
1.1780 |
1.1675 |
| S2 |
1.1634 |
1.1634 |
1.1762 |
|
| S3 |
1.1445 |
1.1527 |
1.1745 |
|
| S4 |
1.1257 |
1.1338 |
1.1693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1929 |
1.1741 |
0.0189 |
1.6% |
0.0036 |
0.3% |
30% |
False |
True |
1 |
| 10 |
1.1971 |
1.1741 |
0.0230 |
1.9% |
0.0020 |
0.2% |
25% |
False |
True |
1 |
| 20 |
1.1971 |
1.1409 |
0.0562 |
4.8% |
0.0037 |
0.3% |
69% |
False |
False |
3 |
| 40 |
1.1971 |
1.1318 |
0.0653 |
5.5% |
0.0033 |
0.3% |
73% |
False |
False |
3 |
| 60 |
1.1971 |
1.1318 |
0.0653 |
5.5% |
0.0032 |
0.3% |
73% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2218 |
|
2.618 |
1.2070 |
|
1.618 |
1.1979 |
|
1.000 |
1.1923 |
|
0.618 |
1.1888 |
|
HIGH |
1.1832 |
|
0.618 |
1.1797 |
|
0.500 |
1.1786 |
|
0.382 |
1.1775 |
|
LOW |
1.1741 |
|
0.618 |
1.1684 |
|
1.000 |
1.1650 |
|
1.618 |
1.1593 |
|
2.618 |
1.1502 |
|
4.250 |
1.1354 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1793 |
1.1835 |
| PP |
1.1790 |
1.1822 |
| S1 |
1.1786 |
1.1810 |
|