CME Swiss Franc Future September 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1566 |
1.1552 |
-0.0015 |
-0.1% |
1.1619 |
| High |
1.1607 |
1.1601 |
-0.0006 |
-0.1% |
1.1756 |
| Low |
1.1506 |
1.1514 |
0.0009 |
0.1% |
1.1506 |
| Close |
1.1566 |
1.1532 |
-0.0035 |
-0.3% |
1.1566 |
| Range |
0.0101 |
0.0087 |
-0.0015 |
-14.4% |
0.0251 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
25,270 |
18,601 |
-6,669 |
-26.4% |
106,863 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1808 |
1.1756 |
1.1579 |
|
| R3 |
1.1722 |
1.1670 |
1.1555 |
|
| R2 |
1.1635 |
1.1635 |
1.1547 |
|
| R1 |
1.1583 |
1.1583 |
1.1539 |
1.1566 |
| PP |
1.1549 |
1.1549 |
1.1549 |
1.1540 |
| S1 |
1.1497 |
1.1497 |
1.1524 |
1.1480 |
| S2 |
1.1462 |
1.1462 |
1.1516 |
|
| S3 |
1.1376 |
1.1410 |
1.1508 |
|
| S4 |
1.1289 |
1.1324 |
1.1484 |
|
|
| 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% |
0.0110 |
1.0% |
10% |
False |
False |
22,242 |
| 10 |
1.1765 |
1.1506 |
0.0260 |
2.3% |
0.0098 |
0.8% |
10% |
False |
False |
20,297 |
| 20 |
1.1765 |
1.1193 |
0.0572 |
5.0% |
0.0097 |
0.8% |
59% |
False |
False |
21,097 |
| 40 |
1.1765 |
1.1092 |
0.0673 |
5.8% |
0.0093 |
0.8% |
65% |
False |
False |
17,622 |
| 60 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0085 |
0.7% |
66% |
False |
False |
11,809 |
| 80 |
1.1765 |
1.1070 |
0.0695 |
6.0% |
0.0077 |
0.7% |
66% |
False |
False |
8,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1968 |
|
2.618 |
1.1827 |
|
1.618 |
1.1740 |
|
1.000 |
1.1687 |
|
0.618 |
1.1654 |
|
HIGH |
1.1601 |
|
0.618 |
1.1567 |
|
0.500 |
1.1557 |
|
0.382 |
1.1547 |
|
LOW |
1.1514 |
|
0.618 |
1.1461 |
|
1.000 |
1.1428 |
|
1.618 |
1.1374 |
|
2.618 |
1.1288 |
|
4.250 |
1.1146 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1557 |
1.1631 |
| PP |
1.1549 |
1.1598 |
| S1 |
1.1540 |
1.1565 |
|