CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1380 |
1.1425 |
0.0045 |
0.4% |
1.1333 |
| High |
1.1459 |
1.1487 |
0.0028 |
0.2% |
1.1459 |
| Low |
1.1347 |
1.1425 |
0.0078 |
0.7% |
1.1314 |
| Close |
1.1450 |
1.1487 |
0.0038 |
0.3% |
1.1450 |
| Range |
0.0112 |
0.0062 |
-0.0050 |
-44.6% |
0.0146 |
| ATR |
0.0066 |
0.0065 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
19 |
7 |
-12 |
-63.2% |
28 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1632 |
1.1521 |
|
| R3 |
1.1590 |
1.1570 |
1.1504 |
|
| R2 |
1.1528 |
1.1528 |
1.1498 |
|
| R1 |
1.1508 |
1.1508 |
1.1493 |
1.1518 |
| PP |
1.1466 |
1.1466 |
1.1466 |
1.1472 |
| S1 |
1.1446 |
1.1446 |
1.1481 |
1.1456 |
| S2 |
1.1404 |
1.1404 |
1.1476 |
|
| S3 |
1.1342 |
1.1384 |
1.1470 |
|
| S4 |
1.1280 |
1.1322 |
1.1453 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1792 |
1.1530 |
|
| R3 |
1.1698 |
1.1647 |
1.1490 |
|
| R2 |
1.1553 |
1.1553 |
1.1476 |
|
| R1 |
1.1501 |
1.1501 |
1.1463 |
1.1527 |
| PP |
1.1407 |
1.1407 |
1.1407 |
1.1420 |
| S1 |
1.1356 |
1.1356 |
1.1436 |
1.1382 |
| S2 |
1.1262 |
1.1262 |
1.1423 |
|
| S3 |
1.1116 |
1.1210 |
1.1409 |
|
| S4 |
1.0971 |
1.1065 |
1.1369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1487 |
1.1314 |
0.0174 |
1.5% |
0.0056 |
0.5% |
100% |
True |
False |
7 |
| 10 |
1.1487 |
1.1290 |
0.0197 |
1.7% |
0.0051 |
0.4% |
100% |
True |
False |
58 |
| 20 |
1.1487 |
1.1200 |
0.0287 |
2.5% |
0.0058 |
0.5% |
100% |
True |
False |
53 |
| 40 |
1.1487 |
1.1180 |
0.0307 |
2.7% |
0.0044 |
0.4% |
100% |
True |
False |
28 |
| 60 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0041 |
0.4% |
77% |
False |
False |
19 |
| 80 |
1.1580 |
1.1057 |
0.0523 |
4.6% |
0.0037 |
0.3% |
82% |
False |
False |
15 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0036 |
0.3% |
86% |
False |
False |
12 |
| 120 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0035 |
0.3% |
86% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1751 |
|
2.618 |
1.1649 |
|
1.618 |
1.1587 |
|
1.000 |
1.1549 |
|
0.618 |
1.1525 |
|
HIGH |
1.1487 |
|
0.618 |
1.1463 |
|
0.500 |
1.1456 |
|
0.382 |
1.1449 |
|
LOW |
1.1425 |
|
0.618 |
1.1387 |
|
1.000 |
1.1363 |
|
1.618 |
1.1325 |
|
2.618 |
1.1263 |
|
4.250 |
1.1162 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1477 |
1.1458 |
| PP |
1.1466 |
1.1429 |
| S1 |
1.1456 |
1.1400 |
|