CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1832 |
1.1790 |
-0.0042 |
-0.4% |
1.1425 |
| High |
1.1859 |
1.1843 |
-0.0016 |
-0.1% |
1.1859 |
| Low |
1.1778 |
1.1790 |
0.0012 |
0.1% |
1.1425 |
| Close |
1.1792 |
1.1817 |
0.0026 |
0.2% |
1.1792 |
| Range |
0.0081 |
0.0053 |
-0.0028 |
-34.2% |
0.0434 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
19 |
27 |
8 |
42.1% |
222 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1976 |
1.1949 |
1.1846 |
|
| R3 |
1.1923 |
1.1896 |
1.1832 |
|
| R2 |
1.1870 |
1.1870 |
1.1827 |
|
| R1 |
1.1843 |
1.1843 |
1.1822 |
1.1857 |
| PP |
1.1817 |
1.1817 |
1.1817 |
1.1823 |
| S1 |
1.1790 |
1.1790 |
1.1812 |
1.1804 |
| S2 |
1.1764 |
1.1764 |
1.1807 |
|
| S3 |
1.1711 |
1.1737 |
1.1802 |
|
| S4 |
1.1658 |
1.1684 |
1.1788 |
|
|
| 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 |
1.1486 |
0.0373 |
3.2% |
0.0091 |
0.8% |
89% |
False |
False |
48 |
| 10 |
1.1859 |
1.1314 |
0.0545 |
4.6% |
0.0073 |
0.6% |
92% |
False |
False |
27 |
| 20 |
1.1859 |
1.1290 |
0.0569 |
4.8% |
0.0061 |
0.5% |
93% |
False |
False |
45 |
| 40 |
1.1859 |
1.1180 |
0.0679 |
5.7% |
0.0052 |
0.4% |
94% |
False |
False |
34 |
| 60 |
1.1859 |
1.1180 |
0.0679 |
5.7% |
0.0047 |
0.4% |
94% |
False |
False |
23 |
| 80 |
1.1859 |
1.1119 |
0.0740 |
6.3% |
0.0042 |
0.4% |
94% |
False |
False |
18 |
| 100 |
1.1859 |
1.0937 |
0.0922 |
7.8% |
0.0039 |
0.3% |
95% |
False |
False |
15 |
| 120 |
1.1859 |
1.0937 |
0.0922 |
7.8% |
0.0038 |
0.3% |
95% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2068 |
|
2.618 |
1.1982 |
|
1.618 |
1.1929 |
|
1.000 |
1.1896 |
|
0.618 |
1.1876 |
|
HIGH |
1.1843 |
|
0.618 |
1.1823 |
|
0.500 |
1.1817 |
|
0.382 |
1.1810 |
|
LOW |
1.1790 |
|
0.618 |
1.1757 |
|
1.000 |
1.1737 |
|
1.618 |
1.1704 |
|
2.618 |
1.1651 |
|
4.250 |
1.1565 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1817 |
1.1813 |
| PP |
1.1817 |
1.1808 |
| S1 |
1.1817 |
1.1804 |
|