CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1425 |
1.1490 |
0.0065 |
0.6% |
1.1333 |
| High |
1.1487 |
1.1560 |
0.0073 |
0.6% |
1.1459 |
| Low |
1.1425 |
1.1486 |
0.0061 |
0.5% |
1.1314 |
| Close |
1.1487 |
1.1558 |
0.0071 |
0.6% |
1.1450 |
| Range |
0.0062 |
0.0074 |
0.0012 |
19.4% |
0.0146 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.0% |
0.0000 |
| Volume |
7 |
51 |
44 |
628.6% |
28 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1757 |
1.1731 |
1.1599 |
|
| R3 |
1.1683 |
1.1657 |
1.1578 |
|
| R2 |
1.1609 |
1.1609 |
1.1572 |
|
| R1 |
1.1583 |
1.1583 |
1.1565 |
1.1596 |
| PP |
1.1535 |
1.1535 |
1.1535 |
1.1541 |
| S1 |
1.1509 |
1.1509 |
1.1551 |
1.1522 |
| S2 |
1.1461 |
1.1461 |
1.1544 |
|
| S3 |
1.1387 |
1.1435 |
1.1538 |
|
| S4 |
1.1313 |
1.1361 |
1.1517 |
|
|
| 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 |
1.1560 |
1.1314 |
0.0247 |
2.1% |
0.0066 |
0.6% |
99% |
True |
False |
16 |
| 10 |
1.1560 |
1.1290 |
0.0270 |
2.3% |
0.0052 |
0.5% |
99% |
True |
False |
54 |
| 20 |
1.1560 |
1.1200 |
0.0360 |
3.1% |
0.0059 |
0.5% |
99% |
True |
False |
55 |
| 40 |
1.1560 |
1.1180 |
0.0380 |
3.3% |
0.0046 |
0.4% |
99% |
True |
False |
29 |
| 60 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0041 |
0.4% |
95% |
False |
False |
20 |
| 80 |
1.1580 |
1.1068 |
0.0512 |
4.4% |
0.0038 |
0.3% |
96% |
False |
False |
16 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0036 |
0.3% |
97% |
False |
False |
13 |
| 120 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0035 |
0.3% |
97% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1875 |
|
2.618 |
1.1754 |
|
1.618 |
1.1680 |
|
1.000 |
1.1634 |
|
0.618 |
1.1606 |
|
HIGH |
1.1560 |
|
0.618 |
1.1532 |
|
0.500 |
1.1523 |
|
0.382 |
1.1514 |
|
LOW |
1.1486 |
|
0.618 |
1.1440 |
|
1.000 |
1.1412 |
|
1.618 |
1.1366 |
|
2.618 |
1.1292 |
|
4.250 |
1.1172 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1546 |
1.1523 |
| PP |
1.1535 |
1.1488 |
| S1 |
1.1523 |
1.1454 |
|