CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1212 |
1.1254 |
0.0042 |
0.4% |
1.1262 |
| High |
1.1256 |
1.1352 |
0.0097 |
0.9% |
1.1352 |
| Low |
1.1196 |
1.1232 |
0.0036 |
0.3% |
1.1193 |
| Close |
1.1244 |
1.1340 |
0.0096 |
0.9% |
1.1340 |
| Range |
0.0060 |
0.0121 |
0.0061 |
102.5% |
0.0159 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
3.5% |
0.0000 |
| Volume |
19,204 |
24,023 |
4,819 |
25.1% |
88,320 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1669 |
1.1625 |
1.1406 |
|
| R3 |
1.1549 |
1.1504 |
1.1373 |
|
| R2 |
1.1428 |
1.1428 |
1.1362 |
|
| R1 |
1.1384 |
1.1384 |
1.1351 |
1.1406 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1319 |
| S1 |
1.1263 |
1.1263 |
1.1328 |
1.1286 |
| S2 |
1.1187 |
1.1187 |
1.1317 |
|
| S3 |
1.1067 |
1.1143 |
1.1306 |
|
| S4 |
1.0946 |
1.1022 |
1.1273 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1772 |
1.1715 |
1.1427 |
|
| R3 |
1.1613 |
1.1556 |
1.1383 |
|
| R2 |
1.1454 |
1.1454 |
1.1369 |
|
| R1 |
1.1397 |
1.1397 |
1.1354 |
1.1425 |
| PP |
1.1295 |
1.1295 |
1.1295 |
1.1309 |
| S1 |
1.1238 |
1.1238 |
1.1325 |
1.1266 |
| S2 |
1.1136 |
1.1136 |
1.1310 |
|
| S3 |
1.0977 |
1.1079 |
1.1296 |
|
| S4 |
1.0818 |
1.0920 |
1.1252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1352 |
1.1179 |
0.0173 |
1.5% |
0.0085 |
0.8% |
93% |
True |
False |
21,434 |
| 10 |
1.1352 |
1.1179 |
0.0173 |
1.5% |
0.0079 |
0.7% |
93% |
True |
False |
18,972 |
| 20 |
1.1352 |
1.1092 |
0.0260 |
2.3% |
0.0090 |
0.8% |
95% |
True |
False |
18,467 |
| 40 |
1.1413 |
1.1070 |
0.0343 |
3.0% |
0.0080 |
0.7% |
79% |
False |
False |
9,359 |
| 60 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0075 |
0.7% |
64% |
False |
False |
6,281 |
| 80 |
1.1492 |
1.0920 |
0.0572 |
5.0% |
0.0065 |
0.6% |
73% |
False |
False |
4,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1864 |
|
2.618 |
1.1667 |
|
1.618 |
1.1547 |
|
1.000 |
1.1473 |
|
0.618 |
1.1426 |
|
HIGH |
1.1352 |
|
0.618 |
1.1306 |
|
0.500 |
1.1292 |
|
0.382 |
1.1278 |
|
LOW |
1.1232 |
|
0.618 |
1.1157 |
|
1.000 |
1.1111 |
|
1.618 |
1.1037 |
|
2.618 |
1.0916 |
|
4.250 |
1.0719 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1324 |
1.1318 |
| PP |
1.1308 |
1.1296 |
| S1 |
1.1292 |
1.1274 |
|