CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1452 |
1.1611 |
0.0159 |
1.4% |
1.1262 |
| High |
1.1632 |
1.1732 |
0.0100 |
0.9% |
1.1352 |
| Low |
1.1450 |
1.1608 |
0.0158 |
1.4% |
1.1193 |
| Close |
1.1620 |
1.1725 |
0.0106 |
0.9% |
1.1340 |
| Range |
0.0183 |
0.0125 |
-0.0058 |
-31.8% |
0.0159 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.6% |
0.0000 |
| Volume |
35,600 |
20,463 |
-15,137 |
-42.5% |
88,320 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2062 |
1.2018 |
1.1793 |
|
| R3 |
1.1937 |
1.1893 |
1.1759 |
|
| R2 |
1.1813 |
1.1813 |
1.1748 |
|
| R1 |
1.1769 |
1.1769 |
1.1736 |
1.1791 |
| PP |
1.1688 |
1.1688 |
1.1688 |
1.1699 |
| S1 |
1.1644 |
1.1644 |
1.1714 |
1.1666 |
| S2 |
1.1564 |
1.1564 |
1.1702 |
|
| S3 |
1.1439 |
1.1520 |
1.1691 |
|
| S4 |
1.1315 |
1.1395 |
1.1657 |
|
|
| 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 |
1.1732 |
1.1232 |
0.0501 |
4.3% |
0.0119 |
1.0% |
99% |
True |
False |
22,385 |
| 10 |
1.1732 |
1.1179 |
0.0553 |
4.7% |
0.0097 |
0.8% |
99% |
True |
False |
21,245 |
| 20 |
1.1732 |
1.1148 |
0.0584 |
5.0% |
0.0094 |
0.8% |
99% |
True |
False |
19,922 |
| 40 |
1.1732 |
1.1070 |
0.0662 |
5.6% |
0.0086 |
0.7% |
99% |
True |
False |
11,527 |
| 60 |
1.1732 |
1.1070 |
0.0662 |
5.6% |
0.0077 |
0.7% |
99% |
True |
False |
7,740 |
| 80 |
1.1732 |
1.1036 |
0.0697 |
5.9% |
0.0068 |
0.6% |
99% |
True |
False |
5,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2261 |
|
2.618 |
1.2058 |
|
1.618 |
1.1933 |
|
1.000 |
1.1857 |
|
0.618 |
1.1809 |
|
HIGH |
1.1732 |
|
0.618 |
1.1684 |
|
0.500 |
1.1670 |
|
0.382 |
1.1655 |
|
LOW |
1.1608 |
|
0.618 |
1.1531 |
|
1.000 |
1.1483 |
|
1.618 |
1.1406 |
|
2.618 |
1.1282 |
|
4.250 |
1.1078 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1707 |
1.1668 |
| PP |
1.1688 |
1.1610 |
| S1 |
1.1670 |
1.1553 |
|