CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1262 |
1.1247 |
-0.0015 |
-0.1% |
1.1252 |
| High |
1.1274 |
1.1266 |
-0.0008 |
-0.1% |
1.1320 |
| Low |
1.1193 |
1.1203 |
0.0010 |
0.1% |
1.1179 |
| Close |
1.1245 |
1.1211 |
-0.0034 |
-0.3% |
1.1264 |
| Range |
0.0081 |
0.0063 |
-0.0018 |
-21.7% |
0.0141 |
| ATR |
0.0084 |
0.0083 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
20,023 |
25,070 |
5,047 |
25.2% |
83,899 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1416 |
1.1376 |
1.1246 |
|
| R3 |
1.1353 |
1.1313 |
1.1228 |
|
| R2 |
1.1290 |
1.1290 |
1.1223 |
|
| R1 |
1.1250 |
1.1250 |
1.1217 |
1.1239 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1221 |
| S1 |
1.1187 |
1.1187 |
1.1205 |
1.1176 |
| S2 |
1.1164 |
1.1164 |
1.1199 |
|
| S3 |
1.1101 |
1.1124 |
1.1194 |
|
| S4 |
1.1038 |
1.1061 |
1.1176 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1677 |
1.1611 |
1.1341 |
|
| R3 |
1.1536 |
1.1470 |
1.1302 |
|
| R2 |
1.1395 |
1.1395 |
1.1289 |
|
| R1 |
1.1329 |
1.1329 |
1.1276 |
1.1362 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1271 |
| S1 |
1.1188 |
1.1188 |
1.1251 |
1.1221 |
| S2 |
1.1113 |
1.1113 |
1.1238 |
|
| S3 |
1.0972 |
1.1047 |
1.1225 |
|
| S4 |
1.0831 |
1.0906 |
1.1186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1293 |
1.1179 |
0.0114 |
1.0% |
0.0078 |
0.7% |
28% |
False |
False |
19,316 |
| 10 |
1.1327 |
1.1179 |
0.0148 |
1.3% |
0.0079 |
0.7% |
22% |
False |
False |
17,951 |
| 20 |
1.1341 |
1.1092 |
0.0249 |
2.2% |
0.0089 |
0.8% |
48% |
False |
False |
16,366 |
| 40 |
1.1430 |
1.1070 |
0.0360 |
3.2% |
0.0078 |
0.7% |
39% |
False |
False |
8,284 |
| 60 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0072 |
0.6% |
33% |
False |
False |
5,561 |
| 80 |
1.1492 |
1.0920 |
0.0572 |
5.1% |
0.0065 |
0.6% |
51% |
False |
False |
4,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1534 |
|
2.618 |
1.1431 |
|
1.618 |
1.1368 |
|
1.000 |
1.1329 |
|
0.618 |
1.1305 |
|
HIGH |
1.1266 |
|
0.618 |
1.1242 |
|
0.500 |
1.1235 |
|
0.382 |
1.1227 |
|
LOW |
1.1203 |
|
0.618 |
1.1164 |
|
1.000 |
1.1140 |
|
1.618 |
1.1101 |
|
2.618 |
1.1038 |
|
4.250 |
1.0935 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1235 |
1.1230 |
| PP |
1.1227 |
1.1224 |
| S1 |
1.1219 |
1.1217 |
|