CME Swiss Franc Future September 2023
Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1.1735 |
1.1719 |
-0.0016 |
-0.1% |
1.1338 |
High |
1.1748 |
1.1753 |
0.0005 |
0.0% |
1.1754 |
Low |
1.1685 |
1.1586 |
-0.0099 |
-0.8% |
1.1296 |
Close |
1.1719 |
1.1602 |
-0.0117 |
-1.0% |
1.1680 |
Range |
0.0064 |
0.0167 |
0.0104 |
163.0% |
0.0458 |
ATR |
0.0088 |
0.0094 |
0.0006 |
6.4% |
0.0000 |
Volume |
16,669 |
22,201 |
5,532 |
33.2% |
111,780 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2148 |
1.2042 |
1.1694 |
|
R3 |
1.1981 |
1.1875 |
1.1648 |
|
R2 |
1.1814 |
1.1814 |
1.1633 |
|
R1 |
1.1708 |
1.1708 |
1.1617 |
1.1678 |
PP |
1.1647 |
1.1647 |
1.1647 |
1.1632 |
S1 |
1.1541 |
1.1541 |
1.1587 |
1.1511 |
S2 |
1.1480 |
1.1480 |
1.1571 |
|
S3 |
1.1313 |
1.1374 |
1.1556 |
|
S4 |
1.1146 |
1.1207 |
1.1510 |
|
|
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 |
1.1586 |
0.0179 |
1.5% |
0.0093 |
0.8% |
9% |
False |
True |
21,212 |
10 |
1.1765 |
1.1232 |
0.0534 |
4.6% |
0.0106 |
0.9% |
69% |
False |
False |
21,798 |
20 |
1.1765 |
1.1179 |
0.0586 |
5.1% |
0.0090 |
0.8% |
72% |
False |
False |
20,175 |
40 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0088 |
0.8% |
77% |
False |
False |
14,166 |
60 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0082 |
0.7% |
77% |
False |
False |
9,505 |
80 |
1.1765 |
1.1036 |
0.0730 |
6.3% |
0.0072 |
0.6% |
78% |
False |
False |
7,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2463 |
2.618 |
1.2190 |
1.618 |
1.2023 |
1.000 |
1.1920 |
0.618 |
1.1856 |
HIGH |
1.1753 |
0.618 |
1.1689 |
0.500 |
1.1670 |
0.382 |
1.1650 |
LOW |
1.1586 |
0.618 |
1.1483 |
1.000 |
1.1419 |
1.618 |
1.1316 |
2.618 |
1.1149 |
4.250 |
1.0876 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1670 |
1.1676 |
PP |
1.1647 |
1.1651 |
S1 |
1.1625 |
1.1627 |
|