CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1338 |
1.1379 |
0.0041 |
0.4% |
1.1262 |
| High |
1.1381 |
1.1455 |
0.0074 |
0.6% |
1.1352 |
| Low |
1.1296 |
1.1374 |
0.0078 |
0.7% |
1.1193 |
| Close |
1.1377 |
1.1448 |
0.0071 |
0.6% |
1.1340 |
| Range |
0.0086 |
0.0081 |
-0.0005 |
-5.3% |
0.0159 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
15,130 |
16,712 |
1,582 |
10.5% |
88,320 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1668 |
1.1639 |
1.1492 |
|
| R3 |
1.1587 |
1.1558 |
1.1470 |
|
| R2 |
1.1506 |
1.1506 |
1.1462 |
|
| R1 |
1.1477 |
1.1477 |
1.1455 |
1.1492 |
| PP |
1.1425 |
1.1425 |
1.1425 |
1.1433 |
| S1 |
1.1396 |
1.1396 |
1.1440 |
1.1411 |
| S2 |
1.1344 |
1.1344 |
1.1433 |
|
| S3 |
1.1263 |
1.1315 |
1.1425 |
|
| S4 |
1.1182 |
1.1234 |
1.1403 |
|
|
| 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 |
1.1455 |
1.1196 |
0.0259 |
2.3% |
0.0082 |
0.7% |
97% |
True |
False |
20,027 |
| 10 |
1.1455 |
1.1179 |
0.0276 |
2.4% |
0.0080 |
0.7% |
97% |
True |
False |
18,694 |
| 20 |
1.1455 |
1.1092 |
0.0363 |
3.2% |
0.0088 |
0.8% |
98% |
True |
False |
19,093 |
| 40 |
1.1455 |
1.1070 |
0.0385 |
3.4% |
0.0082 |
0.7% |
98% |
True |
False |
10,141 |
| 60 |
1.1492 |
1.1070 |
0.0422 |
3.7% |
0.0074 |
0.6% |
89% |
False |
False |
6,807 |
| 80 |
1.1492 |
1.0989 |
0.0504 |
4.4% |
0.0065 |
0.6% |
91% |
False |
False |
5,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1799 |
|
2.618 |
1.1667 |
|
1.618 |
1.1586 |
|
1.000 |
1.1536 |
|
0.618 |
1.1505 |
|
HIGH |
1.1455 |
|
0.618 |
1.1424 |
|
0.500 |
1.1414 |
|
0.382 |
1.1404 |
|
LOW |
1.1374 |
|
0.618 |
1.1323 |
|
1.000 |
1.1293 |
|
1.618 |
1.1242 |
|
2.618 |
1.1161 |
|
4.250 |
1.1029 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1436 |
1.1413 |
| PP |
1.1425 |
1.1378 |
| S1 |
1.1414 |
1.1343 |
|