CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1678 |
1.1702 |
0.0024 |
0.2% |
1.1338 |
| High |
1.1735 |
1.1765 |
0.0031 |
0.3% |
1.1754 |
| Low |
1.1664 |
1.1694 |
0.0030 |
0.3% |
1.1296 |
| Close |
1.1706 |
1.1739 |
0.0034 |
0.3% |
1.1680 |
| Range |
0.0071 |
0.0071 |
0.0001 |
0.7% |
0.0458 |
| ATR |
0.0092 |
0.0090 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
18,889 |
24,427 |
5,538 |
29.3% |
111,780 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1946 |
1.1913 |
1.1778 |
|
| R3 |
1.1875 |
1.1842 |
1.1759 |
|
| R2 |
1.1804 |
1.1804 |
1.1752 |
|
| R1 |
1.1771 |
1.1771 |
1.1746 |
1.1788 |
| PP |
1.1733 |
1.1733 |
1.1733 |
1.1741 |
| S1 |
1.1700 |
1.1700 |
1.1732 |
1.1717 |
| S2 |
1.1662 |
1.1662 |
1.1726 |
|
| S3 |
1.1591 |
1.1629 |
1.1719 |
|
| S4 |
1.1520 |
1.1558 |
1.1700 |
|
|
| 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 |
1.1765 |
1.1450 |
0.0316 |
2.7% |
0.0108 |
0.9% |
92% |
True |
False |
24,650 |
| 10 |
1.1765 |
1.1196 |
0.0569 |
4.8% |
0.0095 |
0.8% |
95% |
True |
False |
22,339 |
| 20 |
1.1765 |
1.1179 |
0.0586 |
5.0% |
0.0088 |
0.7% |
96% |
True |
False |
19,971 |
| 40 |
1.1765 |
1.1070 |
0.0695 |
5.9% |
0.0086 |
0.7% |
96% |
True |
False |
13,203 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
5.9% |
0.0080 |
0.7% |
96% |
True |
False |
8,859 |
| 80 |
1.1765 |
1.1036 |
0.0730 |
6.2% |
0.0070 |
0.6% |
96% |
True |
False |
6,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2067 |
|
2.618 |
1.1951 |
|
1.618 |
1.1880 |
|
1.000 |
1.1836 |
|
0.618 |
1.1809 |
|
HIGH |
1.1765 |
|
0.618 |
1.1738 |
|
0.500 |
1.1730 |
|
0.382 |
1.1721 |
|
LOW |
1.1694 |
|
0.618 |
1.1650 |
|
1.000 |
1.1623 |
|
1.618 |
1.1579 |
|
2.618 |
1.1508 |
|
4.250 |
1.1392 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1736 |
1.1731 |
| PP |
1.1733 |
1.1722 |
| S1 |
1.1730 |
1.1714 |
|