CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1619 |
1.1568 |
-0.0051 |
-0.4% |
1.1678 |
| High |
1.1645 |
1.1646 |
0.0001 |
0.0% |
1.1765 |
| Low |
1.1563 |
1.1561 |
-0.0002 |
0.0% |
1.1586 |
| Close |
1.1587 |
1.1633 |
0.0046 |
0.4% |
1.1616 |
| Range |
0.0083 |
0.0085 |
0.0003 |
3.0% |
0.0179 |
| ATR |
0.0090 |
0.0089 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
14,250 |
19,965 |
5,715 |
40.1% |
96,395 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1868 |
1.1836 |
1.1680 |
|
| R3 |
1.1783 |
1.1751 |
1.1656 |
|
| R2 |
1.1698 |
1.1698 |
1.1649 |
|
| R1 |
1.1666 |
1.1666 |
1.1641 |
1.1682 |
| PP |
1.1613 |
1.1613 |
1.1613 |
1.1621 |
| S1 |
1.1581 |
1.1581 |
1.1625 |
1.1597 |
| S2 |
1.1528 |
1.1528 |
1.1617 |
|
| S3 |
1.1443 |
1.1496 |
1.1610 |
|
| S4 |
1.1358 |
1.1411 |
1.1586 |
|
|
| 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 |
1.1753 |
1.1561 |
0.0193 |
1.7% |
0.0088 |
0.8% |
38% |
False |
True |
17,458 |
| 10 |
1.1765 |
1.1450 |
0.0316 |
2.7% |
0.0098 |
0.8% |
58% |
False |
False |
21,054 |
| 20 |
1.1765 |
1.1179 |
0.0586 |
5.0% |
0.0089 |
0.8% |
77% |
False |
False |
19,874 |
| 40 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0089 |
0.8% |
81% |
False |
False |
15,363 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0082 |
0.7% |
81% |
False |
False |
10,302 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0074 |
0.6% |
81% |
False |
False |
7,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2007 |
|
2.618 |
1.1868 |
|
1.618 |
1.1783 |
|
1.000 |
1.1731 |
|
0.618 |
1.1698 |
|
HIGH |
1.1646 |
|
0.618 |
1.1613 |
|
0.500 |
1.1603 |
|
0.382 |
1.1593 |
|
LOW |
1.1561 |
|
0.618 |
1.1508 |
|
1.000 |
1.1476 |
|
1.618 |
1.1423 |
|
2.618 |
1.1338 |
|
4.250 |
1.1199 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1623 |
1.1623 |
| PP |
1.1613 |
1.1613 |
| S1 |
1.1603 |
1.1603 |
|