CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 06-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1360 |
1.1343 |
-0.0018 |
-0.2% |
1.1364 |
| High |
1.1360 |
1.1354 |
-0.0006 |
-0.1% |
1.1420 |
| Low |
1.1318 |
1.1314 |
-0.0005 |
0.0% |
1.1290 |
| Close |
1.1322 |
1.1354 |
0.0033 |
0.3% |
1.1374 |
| Range |
0.0042 |
0.0041 |
-0.0002 |
-3.6% |
0.0130 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
3 |
4 |
1 |
33.3% |
554 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1462 |
1.1449 |
1.1376 |
|
| R3 |
1.1422 |
1.1408 |
1.1365 |
|
| R2 |
1.1381 |
1.1381 |
1.1361 |
|
| R1 |
1.1368 |
1.1368 |
1.1358 |
1.1374 |
| PP |
1.1341 |
1.1341 |
1.1341 |
1.1344 |
| S1 |
1.1327 |
1.1327 |
1.1350 |
1.1334 |
| S2 |
1.1300 |
1.1300 |
1.1347 |
|
| S3 |
1.1260 |
1.1287 |
1.1343 |
|
| S4 |
1.1219 |
1.1246 |
1.1332 |
|
|
| 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 |
1.1396 |
1.1290 |
0.0106 |
0.9% |
0.0045 |
0.4% |
61% |
False |
False |
13 |
| 10 |
1.1420 |
1.1290 |
0.0130 |
1.1% |
0.0045 |
0.4% |
49% |
False |
False |
60 |
| 20 |
1.1437 |
1.1200 |
0.0237 |
2.1% |
0.0054 |
0.5% |
65% |
False |
False |
52 |
| 40 |
1.1503 |
1.1180 |
0.0323 |
2.8% |
0.0039 |
0.3% |
54% |
False |
False |
27 |
| 60 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0040 |
0.4% |
44% |
False |
False |
19 |
| 80 |
1.1580 |
1.1052 |
0.0528 |
4.7% |
0.0037 |
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 |
1.1526 |
|
2.618 |
1.1460 |
|
1.618 |
1.1420 |
|
1.000 |
1.1395 |
|
0.618 |
1.1379 |
|
HIGH |
1.1354 |
|
0.618 |
1.1339 |
|
0.500 |
1.1334 |
|
0.382 |
1.1329 |
|
LOW |
1.1314 |
|
0.618 |
1.1288 |
|
1.000 |
1.1273 |
|
1.618 |
1.1248 |
|
2.618 |
1.1207 |
|
4.250 |
1.1141 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1347 |
1.1348 |
| PP |
1.1341 |
1.1343 |
| S1 |
1.1334 |
1.1337 |
|