CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1683 |
1.1566 |
-0.0117 |
-1.0% |
1.1619 |
| High |
1.1756 |
1.1607 |
-0.0150 |
-1.3% |
1.1756 |
| Low |
1.1558 |
1.1506 |
-0.0053 |
-0.5% |
1.1506 |
| Close |
1.1565 |
1.1566 |
0.0002 |
0.0% |
1.1566 |
| Range |
0.0198 |
0.0101 |
-0.0097 |
-49.0% |
0.0251 |
| ATR |
0.0096 |
0.0097 |
0.0000 |
0.3% |
0.0000 |
| Volume |
27,401 |
25,270 |
-2,131 |
-7.8% |
106,863 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1862 |
1.1815 |
1.1622 |
|
| R3 |
1.1761 |
1.1714 |
1.1594 |
|
| R2 |
1.1660 |
1.1660 |
1.1585 |
|
| R1 |
1.1613 |
1.1613 |
1.1575 |
1.1617 |
| PP |
1.1559 |
1.1559 |
1.1559 |
1.1561 |
| S1 |
1.1512 |
1.1512 |
1.1557 |
1.1516 |
| S2 |
1.1458 |
1.1458 |
1.1547 |
|
| S3 |
1.1357 |
1.1411 |
1.1538 |
|
| S4 |
1.1256 |
1.1310 |
1.1510 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2361 |
1.2214 |
1.1704 |
|
| R3 |
1.2110 |
1.1963 |
1.1635 |
|
| R2 |
1.1860 |
1.1860 |
1.1612 |
|
| R1 |
1.1713 |
1.1713 |
1.1589 |
1.1661 |
| PP |
1.1609 |
1.1609 |
1.1609 |
1.1583 |
| S1 |
1.1462 |
1.1462 |
1.1543 |
1.1411 |
| S2 |
1.1359 |
1.1359 |
1.1520 |
|
| S3 |
1.1108 |
1.1212 |
1.1497 |
|
| S4 |
1.0858 |
1.0961 |
1.1428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1756 |
1.1506 |
0.0251 |
2.2% |
0.0109 |
0.9% |
24% |
False |
True |
21,372 |
| 10 |
1.1765 |
1.1506 |
0.0260 |
2.2% |
0.0096 |
0.8% |
23% |
False |
True |
20,325 |
| 20 |
1.1765 |
1.1179 |
0.0586 |
5.1% |
0.0098 |
0.8% |
66% |
False |
False |
21,110 |
| 40 |
1.1765 |
1.1092 |
0.0673 |
5.8% |
0.0093 |
0.8% |
70% |
False |
False |
17,167 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0086 |
0.7% |
71% |
False |
False |
11,501 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0077 |
0.7% |
71% |
False |
False |
8,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2036 |
|
2.618 |
1.1871 |
|
1.618 |
1.1770 |
|
1.000 |
1.1708 |
|
0.618 |
1.1669 |
|
HIGH |
1.1607 |
|
0.618 |
1.1568 |
|
0.500 |
1.1556 |
|
0.382 |
1.1544 |
|
LOW |
1.1506 |
|
0.618 |
1.1443 |
|
1.000 |
1.1405 |
|
1.618 |
1.1342 |
|
2.618 |
1.1241 |
|
4.250 |
1.1076 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1563 |
1.1631 |
| PP |
1.1559 |
1.1609 |
| S1 |
1.1556 |
1.1588 |
|