CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1702 |
1.1735 |
0.0034 |
0.3% |
1.1338 |
| High |
1.1765 |
1.1748 |
-0.0017 |
-0.1% |
1.1754 |
| Low |
1.1694 |
1.1685 |
-0.0010 |
-0.1% |
1.1296 |
| Close |
1.1739 |
1.1719 |
-0.0020 |
-0.2% |
1.1680 |
| Range |
0.0071 |
0.0064 |
-0.0008 |
-10.6% |
0.0458 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
24,427 |
16,669 |
-7,758 |
-31.8% |
111,780 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1908 |
1.1877 |
1.1754 |
|
| R3 |
1.1844 |
1.1813 |
1.1736 |
|
| R2 |
1.1781 |
1.1781 |
1.1731 |
|
| R1 |
1.1750 |
1.1750 |
1.1725 |
1.1734 |
| PP |
1.1717 |
1.1717 |
1.1717 |
1.1709 |
| S1 |
1.1686 |
1.1686 |
1.1713 |
1.1670 |
| S2 |
1.1654 |
1.1654 |
1.1707 |
|
| S3 |
1.1590 |
1.1623 |
1.1702 |
|
| S4 |
1.1527 |
1.1559 |
1.1684 |
|
|
| 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 |
1.1608 |
0.0158 |
1.3% |
0.0084 |
0.7% |
71% |
False |
False |
20,864 |
| 10 |
1.1765 |
1.1196 |
0.0569 |
4.9% |
0.0095 |
0.8% |
92% |
False |
False |
21,499 |
| 20 |
1.1765 |
1.1179 |
0.0586 |
5.0% |
0.0087 |
0.7% |
92% |
False |
False |
19,725 |
| 40 |
1.1765 |
1.1070 |
0.0695 |
5.9% |
0.0085 |
0.7% |
93% |
False |
False |
13,618 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
5.9% |
0.0080 |
0.7% |
93% |
False |
False |
9,136 |
| 80 |
1.1765 |
1.1036 |
0.0730 |
6.2% |
0.0070 |
0.6% |
94% |
False |
False |
6,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2018 |
|
2.618 |
1.1914 |
|
1.618 |
1.1851 |
|
1.000 |
1.1812 |
|
0.618 |
1.1787 |
|
HIGH |
1.1748 |
|
0.618 |
1.1724 |
|
0.500 |
1.1716 |
|
0.382 |
1.1709 |
|
LOW |
1.1685 |
|
0.618 |
1.1645 |
|
1.000 |
1.1621 |
|
1.618 |
1.1582 |
|
2.618 |
1.1518 |
|
4.250 |
1.1415 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1718 |
1.1718 |
| PP |
1.1717 |
1.1716 |
| S1 |
1.1716 |
1.1715 |
|