CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1611 |
1.1724 |
0.0114 |
1.0% |
1.1338 |
| High |
1.1732 |
1.1754 |
0.0022 |
0.2% |
1.1754 |
| Low |
1.1608 |
1.1663 |
0.0056 |
0.5% |
1.1296 |
| Close |
1.1725 |
1.1680 |
-0.0045 |
-0.4% |
1.1680 |
| Range |
0.0125 |
0.0091 |
-0.0034 |
-27.3% |
0.0458 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
20,463 |
23,875 |
3,412 |
16.7% |
111,780 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1970 |
1.1916 |
1.1730 |
|
| R3 |
1.1880 |
1.1825 |
1.1705 |
|
| R2 |
1.1789 |
1.1789 |
1.1697 |
|
| R1 |
1.1735 |
1.1735 |
1.1688 |
1.1717 |
| PP |
1.1699 |
1.1699 |
1.1699 |
1.1690 |
| S1 |
1.1644 |
1.1644 |
1.1672 |
1.1626 |
| S2 |
1.1608 |
1.1608 |
1.1663 |
|
| S3 |
1.1518 |
1.1554 |
1.1655 |
|
| S4 |
1.1427 |
1.1463 |
1.1630 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2950 |
1.2773 |
1.1932 |
|
| R3 |
1.2492 |
1.2315 |
1.1806 |
|
| R2 |
1.2034 |
1.2034 |
1.1764 |
|
| R1 |
1.1857 |
1.1857 |
1.1722 |
1.1946 |
| PP |
1.1576 |
1.1576 |
1.1576 |
1.1621 |
| S1 |
1.1399 |
1.1399 |
1.1638 |
1.1488 |
| S2 |
1.1118 |
1.1118 |
1.1596 |
|
| S3 |
1.0660 |
1.0941 |
1.1554 |
|
| S4 |
1.0202 |
1.0483 |
1.1428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1754 |
1.1296 |
0.0458 |
3.9% |
0.0113 |
1.0% |
84% |
True |
False |
22,356 |
| 10 |
1.1754 |
1.1179 |
0.0575 |
4.9% |
0.0099 |
0.8% |
87% |
True |
False |
21,895 |
| 20 |
1.1754 |
1.1148 |
0.0606 |
5.2% |
0.0093 |
0.8% |
88% |
True |
False |
20,177 |
| 40 |
1.1754 |
1.1070 |
0.0684 |
5.9% |
0.0087 |
0.7% |
89% |
True |
False |
12,123 |
| 60 |
1.1754 |
1.1070 |
0.0684 |
5.9% |
0.0078 |
0.7% |
89% |
True |
False |
8,138 |
| 80 |
1.1754 |
1.1036 |
0.0718 |
6.1% |
0.0069 |
0.6% |
90% |
True |
False |
6,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2138 |
|
2.618 |
1.1990 |
|
1.618 |
1.1900 |
|
1.000 |
1.1844 |
|
0.618 |
1.1809 |
|
HIGH |
1.1754 |
|
0.618 |
1.1719 |
|
0.500 |
1.1708 |
|
0.382 |
1.1698 |
|
LOW |
1.1663 |
|
0.618 |
1.1607 |
|
1.000 |
1.1573 |
|
1.618 |
1.1517 |
|
2.618 |
1.1426 |
|
4.250 |
1.1278 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1708 |
1.1654 |
| PP |
1.1699 |
1.1628 |
| S1 |
1.1689 |
1.1602 |
|