CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1727 |
1.1723 |
-0.0004 |
0.0% |
1.1790 |
| High |
1.1751 |
1.1755 |
0.0004 |
0.0% |
1.1859 |
| Low |
1.1713 |
1.1680 |
-0.0033 |
-0.3% |
1.1700 |
| Close |
1.1732 |
1.1699 |
-0.0033 |
-0.3% |
1.1732 |
| Range |
0.0038 |
0.0075 |
0.0037 |
96.1% |
0.0159 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0000 |
| Volume |
20 |
319 |
299 |
1,495.0% |
666 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1935 |
1.1891 |
1.1739 |
|
| R3 |
1.1860 |
1.1817 |
1.1719 |
|
| R2 |
1.1786 |
1.1786 |
1.1712 |
|
| R1 |
1.1742 |
1.1742 |
1.1705 |
1.1727 |
| PP |
1.1711 |
1.1711 |
1.1711 |
1.1703 |
| S1 |
1.1668 |
1.1668 |
1.1692 |
1.1652 |
| S2 |
1.1637 |
1.1637 |
1.1685 |
|
| S3 |
1.1562 |
1.1593 |
1.1678 |
|
| S4 |
1.1488 |
1.1519 |
1.1658 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2241 |
1.2145 |
1.1819 |
|
| R3 |
1.2082 |
1.1986 |
1.1775 |
|
| R2 |
1.1923 |
1.1923 |
1.1761 |
|
| R1 |
1.1827 |
1.1827 |
1.1746 |
1.1795 |
| PP |
1.1764 |
1.1764 |
1.1764 |
1.1748 |
| S1 |
1.1668 |
1.1668 |
1.1717 |
1.1636 |
| S2 |
1.1605 |
1.1605 |
1.1702 |
|
| S3 |
1.1446 |
1.1509 |
1.1688 |
|
| S4 |
1.1287 |
1.1350 |
1.1644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1859 |
1.1680 |
0.0179 |
1.5% |
0.0072 |
0.6% |
10% |
False |
True |
191 |
| 10 |
1.1859 |
1.1486 |
0.0373 |
3.2% |
0.0081 |
0.7% |
57% |
False |
False |
120 |
| 20 |
1.1859 |
1.1290 |
0.0569 |
4.9% |
0.0066 |
0.6% |
72% |
False |
False |
89 |
| 40 |
1.1859 |
1.1180 |
0.0679 |
5.8% |
0.0058 |
0.5% |
76% |
False |
False |
57 |
| 60 |
1.1859 |
1.1180 |
0.0679 |
5.8% |
0.0049 |
0.4% |
76% |
False |
False |
39 |
| 80 |
1.1859 |
1.1150 |
0.0709 |
6.1% |
0.0046 |
0.4% |
77% |
False |
False |
30 |
| 100 |
1.1859 |
1.0937 |
0.0923 |
7.9% |
0.0042 |
0.4% |
83% |
False |
False |
24 |
| 120 |
1.1859 |
1.0937 |
0.0923 |
7.9% |
0.0039 |
0.3% |
83% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2071 |
|
2.618 |
1.1950 |
|
1.618 |
1.1875 |
|
1.000 |
1.1829 |
|
0.618 |
1.1801 |
|
HIGH |
1.1755 |
|
0.618 |
1.1726 |
|
0.500 |
1.1717 |
|
0.382 |
1.1708 |
|
LOW |
1.1680 |
|
0.618 |
1.1634 |
|
1.000 |
1.1606 |
|
1.618 |
1.1559 |
|
2.618 |
1.1485 |
|
4.250 |
1.1363 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1717 |
1.1770 |
| PP |
1.1711 |
1.1746 |
| S1 |
1.1705 |
1.1722 |
|