CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1719 |
1.1611 |
-0.0109 |
-0.9% |
1.1678 |
| High |
1.1753 |
1.1642 |
-0.0111 |
-0.9% |
1.1765 |
| Low |
1.1586 |
1.1600 |
0.0014 |
0.1% |
1.1586 |
| Close |
1.1602 |
1.1616 |
0.0014 |
0.1% |
1.1616 |
| Range |
0.0167 |
0.0043 |
-0.0125 |
-74.6% |
0.0179 |
| ATR |
0.0094 |
0.0090 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
22,201 |
14,209 |
-7,992 |
-36.0% |
96,395 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1747 |
1.1724 |
1.1639 |
|
| R3 |
1.1704 |
1.1681 |
1.1628 |
|
| R2 |
1.1662 |
1.1662 |
1.1624 |
|
| R1 |
1.1639 |
1.1639 |
1.1620 |
1.1650 |
| PP |
1.1619 |
1.1619 |
1.1619 |
1.1625 |
| S1 |
1.1596 |
1.1596 |
1.1612 |
1.1608 |
| S2 |
1.1577 |
1.1577 |
1.1608 |
|
| S3 |
1.1534 |
1.1554 |
1.1604 |
|
| S4 |
1.1492 |
1.1511 |
1.1593 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2193 |
1.2083 |
1.1714 |
|
| R3 |
1.2014 |
1.1904 |
1.1665 |
|
| R2 |
1.1835 |
1.1835 |
1.1649 |
|
| R1 |
1.1725 |
1.1725 |
1.1632 |
1.1691 |
| PP |
1.1656 |
1.1656 |
1.1656 |
1.1638 |
| S1 |
1.1546 |
1.1546 |
1.1600 |
1.1512 |
| S2 |
1.1477 |
1.1477 |
1.1583 |
|
| S3 |
1.1298 |
1.1367 |
1.1567 |
|
| S4 |
1.1119 |
1.1188 |
1.1518 |
|
|
| 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% |
0.0083 |
0.7% |
17% |
False |
False |
19,279 |
| 10 |
1.1765 |
1.1296 |
0.0470 |
4.0% |
0.0098 |
0.8% |
68% |
False |
False |
20,817 |
| 20 |
1.1765 |
1.1179 |
0.0586 |
5.0% |
0.0088 |
0.8% |
75% |
False |
False |
19,895 |
| 40 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0088 |
0.8% |
79% |
False |
False |
14,512 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0081 |
0.7% |
79% |
False |
False |
9,741 |
| 80 |
1.1765 |
1.1036 |
0.0730 |
6.3% |
0.0073 |
0.6% |
80% |
False |
False |
7,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1823 |
|
2.618 |
1.1753 |
|
1.618 |
1.1711 |
|
1.000 |
1.1685 |
|
0.618 |
1.1668 |
|
HIGH |
1.1642 |
|
0.618 |
1.1626 |
|
0.500 |
1.1621 |
|
0.382 |
1.1616 |
|
LOW |
1.1600 |
|
0.618 |
1.1573 |
|
1.000 |
1.1557 |
|
1.618 |
1.1531 |
|
2.618 |
1.1488 |
|
4.250 |
1.1419 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1621 |
1.1670 |
| PP |
1.1619 |
1.1652 |
| S1 |
1.1618 |
1.1634 |
|