CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1749 |
1.1832 |
0.0083 |
0.7% |
1.1425 |
| High |
1.1836 |
1.1859 |
0.0023 |
0.2% |
1.1859 |
| Low |
1.1749 |
1.1778 |
0.0029 |
0.2% |
1.1425 |
| Close |
1.1836 |
1.1792 |
-0.0045 |
-0.4% |
1.1792 |
| Range |
0.0087 |
0.0081 |
-0.0007 |
-7.5% |
0.0434 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.4% |
0.0000 |
| Volume |
89 |
19 |
-70 |
-78.7% |
222 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2051 |
1.2002 |
1.1836 |
|
| R3 |
1.1970 |
1.1921 |
1.1814 |
|
| R2 |
1.1890 |
1.1890 |
1.1806 |
|
| R1 |
1.1841 |
1.1841 |
1.1799 |
1.1825 |
| PP |
1.1809 |
1.1809 |
1.1809 |
1.1802 |
| S1 |
1.1760 |
1.1760 |
1.1784 |
1.1745 |
| S2 |
1.1729 |
1.1729 |
1.1777 |
|
| S3 |
1.1648 |
1.1680 |
1.1769 |
|
| S4 |
1.1568 |
1.1599 |
1.1747 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2992 |
1.2825 |
1.2030 |
|
| R3 |
1.2559 |
1.2392 |
1.1911 |
|
| R2 |
1.2125 |
1.2125 |
1.1871 |
|
| R1 |
1.1958 |
1.1958 |
1.1831 |
1.2042 |
| PP |
1.1692 |
1.1692 |
1.1692 |
1.1733 |
| S1 |
1.1525 |
1.1525 |
1.1752 |
1.1608 |
| S2 |
1.1258 |
1.1258 |
1.1712 |
|
| S3 |
1.0825 |
1.1091 |
1.1672 |
|
| S4 |
1.0391 |
1.0658 |
1.1553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1859 |
1.1425 |
0.0434 |
3.7% |
0.0093 |
0.8% |
85% |
True |
False |
44 |
| 10 |
1.1859 |
1.1290 |
0.0569 |
4.8% |
0.0079 |
0.7% |
88% |
True |
False |
27 |
| 20 |
1.1859 |
1.1260 |
0.0599 |
5.1% |
0.0067 |
0.6% |
89% |
True |
False |
45 |
| 40 |
1.1859 |
1.1180 |
0.0679 |
5.8% |
0.0050 |
0.4% |
90% |
True |
False |
33 |
| 60 |
1.1859 |
1.1180 |
0.0679 |
5.8% |
0.0046 |
0.4% |
90% |
True |
False |
23 |
| 80 |
1.1859 |
1.1119 |
0.0740 |
6.3% |
0.0042 |
0.4% |
91% |
True |
False |
18 |
| 100 |
1.1859 |
1.0937 |
0.0922 |
7.8% |
0.0039 |
0.3% |
93% |
True |
False |
14 |
| 120 |
1.1859 |
1.0937 |
0.0922 |
7.8% |
0.0037 |
0.3% |
93% |
True |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2201 |
|
2.618 |
1.2069 |
|
1.618 |
1.1989 |
|
1.000 |
1.1939 |
|
0.618 |
1.1908 |
|
HIGH |
1.1859 |
|
0.618 |
1.1828 |
|
0.500 |
1.1818 |
|
0.382 |
1.1809 |
|
LOW |
1.1778 |
|
0.618 |
1.1728 |
|
1.000 |
1.1698 |
|
1.618 |
1.1648 |
|
2.618 |
1.1567 |
|
4.250 |
1.1436 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1818 |
1.1766 |
| PP |
1.1809 |
1.1740 |
| S1 |
1.1800 |
1.1714 |
|