CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1343 |
1.1380 |
0.0038 |
0.3% |
1.1333 |
| High |
1.1354 |
1.1459 |
0.0105 |
0.9% |
1.1459 |
| Low |
1.1314 |
1.1347 |
0.0034 |
0.3% |
1.1314 |
| Close |
1.1354 |
1.1450 |
0.0096 |
0.8% |
1.1450 |
| Range |
0.0041 |
0.0112 |
0.0072 |
176.5% |
0.0146 |
| ATR |
0.0062 |
0.0066 |
0.0004 |
5.8% |
0.0000 |
| Volume |
4 |
19 |
15 |
375.0% |
28 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1755 |
1.1714 |
1.1511 |
|
| R3 |
1.1643 |
1.1602 |
1.1480 |
|
| R2 |
1.1531 |
1.1531 |
1.1470 |
|
| R1 |
1.1490 |
1.1490 |
1.1460 |
1.1510 |
| PP |
1.1419 |
1.1419 |
1.1419 |
1.1429 |
| S1 |
1.1378 |
1.1378 |
1.1439 |
1.1398 |
| S2 |
1.1307 |
1.1307 |
1.1429 |
|
| S3 |
1.1195 |
1.1266 |
1.1419 |
|
| S4 |
1.1083 |
1.1154 |
1.1388 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1792 |
1.1530 |
|
| R3 |
1.1698 |
1.1647 |
1.1490 |
|
| R2 |
1.1553 |
1.1553 |
1.1476 |
|
| R1 |
1.1501 |
1.1501 |
1.1463 |
1.1527 |
| PP |
1.1407 |
1.1407 |
1.1407 |
1.1420 |
| S1 |
1.1356 |
1.1356 |
1.1436 |
1.1382 |
| S2 |
1.1262 |
1.1262 |
1.1423 |
|
| S3 |
1.1116 |
1.1210 |
1.1409 |
|
| S4 |
1.0971 |
1.1065 |
1.1369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1459 |
1.1290 |
0.0169 |
1.5% |
0.0064 |
0.6% |
94% |
True |
False |
10 |
| 10 |
1.1459 |
1.1290 |
0.0169 |
1.5% |
0.0052 |
0.5% |
94% |
True |
False |
59 |
| 20 |
1.1459 |
1.1200 |
0.0259 |
2.3% |
0.0057 |
0.5% |
96% |
True |
False |
53 |
| 40 |
1.1502 |
1.1180 |
0.0322 |
2.8% |
0.0042 |
0.4% |
84% |
False |
False |
27 |
| 60 |
1.1580 |
1.1180 |
0.0400 |
3.5% |
0.0042 |
0.4% |
67% |
False |
False |
20 |
| 80 |
1.1580 |
1.1052 |
0.0528 |
4.6% |
0.0038 |
0.3% |
75% |
False |
False |
15 |
| 100 |
1.1580 |
1.0937 |
0.0644 |
5.6% |
0.0035 |
0.3% |
80% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1935 |
|
2.618 |
1.1752 |
|
1.618 |
1.1640 |
|
1.000 |
1.1571 |
|
0.618 |
1.1528 |
|
HIGH |
1.1459 |
|
0.618 |
1.1416 |
|
0.500 |
1.1403 |
|
0.382 |
1.1390 |
|
LOW |
1.1347 |
|
0.618 |
1.1278 |
|
1.000 |
1.1235 |
|
1.618 |
1.1166 |
|
2.618 |
1.1054 |
|
4.250 |
1.0871 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1434 |
1.1428 |
| PP |
1.1419 |
1.1407 |
| S1 |
1.1403 |
1.1386 |
|