CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1790 |
1.1826 |
0.0036 |
0.3% |
1.1425 |
| High |
1.1843 |
1.1857 |
0.0014 |
0.1% |
1.1859 |
| Low |
1.1790 |
1.1826 |
0.0036 |
0.3% |
1.1425 |
| Close |
1.1817 |
1.1857 |
0.0040 |
0.3% |
1.1792 |
| Range |
0.0053 |
0.0031 |
-0.0022 |
-41.5% |
0.0434 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
27 |
68 |
41 |
151.9% |
222 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1940 |
1.1929 |
1.1874 |
|
| R3 |
1.1909 |
1.1898 |
1.1866 |
|
| R2 |
1.1878 |
1.1878 |
1.1863 |
|
| R1 |
1.1867 |
1.1867 |
1.1860 |
1.1873 |
| PP |
1.1847 |
1.1847 |
1.1847 |
1.1849 |
| S1 |
1.1836 |
1.1836 |
1.1854 |
1.1842 |
| S2 |
1.1816 |
1.1816 |
1.1851 |
|
| S3 |
1.1785 |
1.1805 |
1.1848 |
|
| S4 |
1.1754 |
1.1774 |
1.1840 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2992 |
1.2825 |
1.2030 |
|
| R3 |
1.2559 |
1.2392 |
1.1911 |
|
| R2 |
1.2125 |
1.2125 |
1.1871 |
|
| R1 |
1.1958 |
1.1958 |
1.1831 |
1.2042 |
| PP |
1.1692 |
1.1692 |
1.1692 |
1.1733 |
| S1 |
1.1525 |
1.1525 |
1.1752 |
1.1608 |
| S2 |
1.1258 |
1.1258 |
1.1712 |
|
| S3 |
1.0825 |
1.1091 |
1.1672 |
|
| S4 |
1.0391 |
1.0658 |
1.1553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1859 |
1.1570 |
0.0289 |
2.4% |
0.0083 |
0.7% |
99% |
False |
False |
51 |
| 10 |
1.1859 |
1.1314 |
0.0545 |
4.6% |
0.0074 |
0.6% |
100% |
False |
False |
34 |
| 20 |
1.1859 |
1.1290 |
0.0569 |
4.8% |
0.0060 |
0.5% |
100% |
False |
False |
47 |
| 40 |
1.1859 |
1.1180 |
0.0679 |
5.7% |
0.0053 |
0.4% |
100% |
False |
False |
35 |
| 60 |
1.1859 |
1.1180 |
0.0679 |
5.7% |
0.0047 |
0.4% |
100% |
False |
False |
24 |
| 80 |
1.1859 |
1.1119 |
0.0740 |
6.2% |
0.0042 |
0.4% |
100% |
False |
False |
19 |
| 100 |
1.1859 |
1.0937 |
0.0922 |
7.8% |
0.0040 |
0.3% |
100% |
False |
False |
15 |
| 120 |
1.1859 |
1.0937 |
0.0922 |
7.8% |
0.0037 |
0.3% |
100% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1989 |
|
2.618 |
1.1938 |
|
1.618 |
1.1907 |
|
1.000 |
1.1888 |
|
0.618 |
1.1876 |
|
HIGH |
1.1857 |
|
0.618 |
1.1845 |
|
0.500 |
1.1842 |
|
0.382 |
1.1838 |
|
LOW |
1.1826 |
|
0.618 |
1.1807 |
|
1.000 |
1.1795 |
|
1.618 |
1.1776 |
|
2.618 |
1.1745 |
|
4.250 |
1.1694 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1852 |
1.1844 |
| PP |
1.1847 |
1.1831 |
| S1 |
1.1842 |
1.1818 |
|