CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1379 |
1.1452 |
0.0074 |
0.6% |
1.1262 |
| High |
1.1455 |
1.1632 |
0.0178 |
1.5% |
1.1352 |
| Low |
1.1374 |
1.1450 |
0.0076 |
0.7% |
1.1193 |
| Close |
1.1448 |
1.1620 |
0.0172 |
1.5% |
1.1340 |
| Range |
0.0081 |
0.0183 |
0.0102 |
125.3% |
0.0159 |
| ATR |
0.0084 |
0.0091 |
0.0007 |
8.6% |
0.0000 |
| Volume |
16,712 |
35,600 |
18,888 |
113.0% |
88,320 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2115 |
1.2050 |
1.1720 |
|
| R3 |
1.1932 |
1.1867 |
1.1670 |
|
| R2 |
1.1750 |
1.1750 |
1.1653 |
|
| R1 |
1.1685 |
1.1685 |
1.1636 |
1.1717 |
| PP |
1.1567 |
1.1567 |
1.1567 |
1.1583 |
| S1 |
1.1502 |
1.1502 |
1.1603 |
1.1535 |
| S2 |
1.1385 |
1.1385 |
1.1586 |
|
| S3 |
1.1202 |
1.1320 |
1.1569 |
|
| S4 |
1.1020 |
1.1137 |
1.1519 |
|
|
| 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 |
1.1632 |
1.1196 |
0.0436 |
3.8% |
0.0106 |
0.9% |
97% |
True |
False |
22,133 |
| 10 |
1.1632 |
1.1179 |
0.0453 |
3.9% |
0.0092 |
0.8% |
97% |
True |
False |
20,724 |
| 20 |
1.1632 |
1.1115 |
0.0517 |
4.4% |
0.0092 |
0.8% |
98% |
True |
False |
20,236 |
| 40 |
1.1632 |
1.1070 |
0.0562 |
4.8% |
0.0084 |
0.7% |
98% |
True |
False |
11,017 |
| 60 |
1.1632 |
1.1070 |
0.0562 |
4.8% |
0.0076 |
0.6% |
98% |
True |
False |
7,400 |
| 80 |
1.1632 |
1.0989 |
0.0644 |
5.5% |
0.0067 |
0.6% |
98% |
True |
False |
5,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2408 |
|
2.618 |
1.2110 |
|
1.618 |
1.1927 |
|
1.000 |
1.1815 |
|
0.618 |
1.1745 |
|
HIGH |
1.1632 |
|
0.618 |
1.1562 |
|
0.500 |
1.1541 |
|
0.382 |
1.1519 |
|
LOW |
1.1450 |
|
0.618 |
1.1337 |
|
1.000 |
1.1267 |
|
1.618 |
1.1154 |
|
2.618 |
1.0972 |
|
4.250 |
1.0674 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1593 |
1.1568 |
| PP |
1.1567 |
1.1516 |
| S1 |
1.1541 |
1.1464 |
|