CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1333 |
0.0014 |
0.1% |
1.1364 |
| High |
1.1396 |
1.1355 |
-0.0041 |
-0.4% |
1.1420 |
| Low |
1.1290 |
1.1333 |
0.0043 |
0.4% |
1.1290 |
| Close |
1.1374 |
1.1355 |
-0.0019 |
-0.2% |
1.1374 |
| Range |
0.0106 |
0.0022 |
-0.0084 |
-79.1% |
0.0130 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
24 |
2 |
-22 |
-91.7% |
554 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1414 |
1.1406 |
1.1367 |
|
| R3 |
1.1392 |
1.1384 |
1.1361 |
|
| R2 |
1.1370 |
1.1370 |
1.1359 |
|
| R1 |
1.1362 |
1.1362 |
1.1357 |
1.1366 |
| PP |
1.1348 |
1.1348 |
1.1348 |
1.1350 |
| S1 |
1.1340 |
1.1340 |
1.1353 |
1.1344 |
| S2 |
1.1326 |
1.1326 |
1.1351 |
|
| S3 |
1.1304 |
1.1318 |
1.1349 |
|
| S4 |
1.1282 |
1.1296 |
1.1343 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1751 |
1.1692 |
1.1445 |
|
| R3 |
1.1621 |
1.1562 |
1.1409 |
|
| R2 |
1.1491 |
1.1491 |
1.1397 |
|
| R1 |
1.1432 |
1.1432 |
1.1385 |
1.1462 |
| PP |
1.1361 |
1.1361 |
1.1361 |
1.1376 |
| S1 |
1.1302 |
1.1302 |
1.1362 |
1.1332 |
| S2 |
1.1231 |
1.1231 |
1.1350 |
|
| S3 |
1.1101 |
1.1172 |
1.1338 |
|
| S4 |
1.0971 |
1.1042 |
1.1302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1404 |
1.1290 |
0.0114 |
1.0% |
0.0038 |
0.3% |
57% |
False |
False |
91 |
| 10 |
1.1420 |
1.1290 |
0.0130 |
1.1% |
0.0045 |
0.4% |
50% |
False |
False |
61 |
| 20 |
1.1437 |
1.1200 |
0.0237 |
2.1% |
0.0053 |
0.5% |
65% |
False |
False |
52 |
| 40 |
1.1569 |
1.1180 |
0.0389 |
3.4% |
0.0042 |
0.4% |
45% |
False |
False |
27 |
| 60 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0039 |
0.3% |
44% |
False |
False |
19 |
| 80 |
1.1580 |
1.1052 |
0.0528 |
4.6% |
0.0039 |
0.3% |
57% |
False |
False |
15 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.7% |
0.0034 |
0.3% |
65% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1449 |
|
2.618 |
1.1413 |
|
1.618 |
1.1391 |
|
1.000 |
1.1377 |
|
0.618 |
1.1369 |
|
HIGH |
1.1355 |
|
0.618 |
1.1347 |
|
0.500 |
1.1344 |
|
0.382 |
1.1341 |
|
LOW |
1.1333 |
|
0.618 |
1.1319 |
|
1.000 |
1.1311 |
|
1.618 |
1.1297 |
|
2.618 |
1.1275 |
|
4.250 |
1.1240 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1351 |
1.1351 |
| PP |
1.1348 |
1.1347 |
| S1 |
1.1344 |
1.1343 |
|