CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1247 |
1.1212 |
-0.0035 |
-0.3% |
1.1252 |
| High |
1.1266 |
1.1256 |
-0.0011 |
-0.1% |
1.1320 |
| Low |
1.1203 |
1.1196 |
-0.0007 |
-0.1% |
1.1179 |
| Close |
1.1211 |
1.1244 |
0.0033 |
0.3% |
1.1264 |
| Range |
0.0063 |
0.0060 |
-0.0004 |
-5.6% |
0.0141 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
25,070 |
19,204 |
-5,866 |
-23.4% |
83,899 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1410 |
1.1386 |
1.1276 |
|
| R3 |
1.1351 |
1.1327 |
1.1260 |
|
| R2 |
1.1291 |
1.1291 |
1.1254 |
|
| R1 |
1.1267 |
1.1267 |
1.1249 |
1.1279 |
| PP |
1.1232 |
1.1232 |
1.1232 |
1.1238 |
| S1 |
1.1208 |
1.1208 |
1.1238 |
1.1220 |
| S2 |
1.1172 |
1.1172 |
1.1233 |
|
| S3 |
1.1113 |
1.1148 |
1.1227 |
|
| S4 |
1.1053 |
1.1089 |
1.1211 |
|
|
| 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 |
1.1281 |
1.1179 |
0.0102 |
0.9% |
0.0076 |
0.7% |
63% |
False |
False |
20,104 |
| 10 |
1.1327 |
1.1179 |
0.0148 |
1.3% |
0.0075 |
0.7% |
44% |
False |
False |
18,551 |
| 20 |
1.1341 |
1.1092 |
0.0249 |
2.2% |
0.0088 |
0.8% |
61% |
False |
False |
17,294 |
| 40 |
1.1413 |
1.1070 |
0.0343 |
3.0% |
0.0078 |
0.7% |
51% |
False |
False |
8,759 |
| 60 |
1.1492 |
1.1070 |
0.0422 |
3.8% |
0.0073 |
0.7% |
41% |
False |
False |
5,881 |
| 80 |
1.1492 |
1.0920 |
0.0572 |
5.1% |
0.0064 |
0.6% |
57% |
False |
False |
4,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1508 |
|
2.618 |
1.1411 |
|
1.618 |
1.1352 |
|
1.000 |
1.1315 |
|
0.618 |
1.1292 |
|
HIGH |
1.1256 |
|
0.618 |
1.1233 |
|
0.500 |
1.1226 |
|
0.382 |
1.1219 |
|
LOW |
1.1196 |
|
0.618 |
1.1159 |
|
1.000 |
1.1137 |
|
1.618 |
1.1100 |
|
2.618 |
1.1040 |
|
4.250 |
1.0943 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1238 |
1.1240 |
| PP |
1.1232 |
1.1237 |
| S1 |
1.1226 |
1.1233 |
|