CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1839 |
1.1727 |
-0.0113 |
-1.0% |
1.1790 |
| High |
1.1859 |
1.1751 |
-0.0108 |
-0.9% |
1.1859 |
| Low |
1.1700 |
1.1713 |
0.0013 |
0.1% |
1.1700 |
| Close |
1.1717 |
1.1732 |
0.0015 |
0.1% |
1.1732 |
| Range |
0.0159 |
0.0038 |
-0.0121 |
-76.1% |
0.0159 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
511 |
20 |
-491 |
-96.1% |
666 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1846 |
1.1827 |
1.1752 |
|
| R3 |
1.1808 |
1.1789 |
1.1742 |
|
| R2 |
1.1770 |
1.1770 |
1.1738 |
|
| R1 |
1.1751 |
1.1751 |
1.1735 |
1.1760 |
| PP |
1.1732 |
1.1732 |
1.1732 |
1.1737 |
| S1 |
1.1713 |
1.1713 |
1.1728 |
1.1722 |
| S2 |
1.1694 |
1.1694 |
1.1725 |
|
| S3 |
1.1656 |
1.1675 |
1.1721 |
|
| S4 |
1.1618 |
1.1637 |
1.1711 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2241 |
1.2145 |
1.1819 |
|
| R3 |
1.2082 |
1.1986 |
1.1775 |
|
| R2 |
1.1923 |
1.1923 |
1.1761 |
|
| R1 |
1.1827 |
1.1827 |
1.1746 |
1.1795 |
| PP |
1.1764 |
1.1764 |
1.1764 |
1.1748 |
| S1 |
1.1668 |
1.1668 |
1.1717 |
1.1636 |
| S2 |
1.1605 |
1.1605 |
1.1702 |
|
| S3 |
1.1446 |
1.1509 |
1.1688 |
|
| S4 |
1.1287 |
1.1350 |
1.1644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1859 |
1.1700 |
0.0159 |
1.4% |
0.0067 |
0.6% |
20% |
False |
False |
133 |
| 10 |
1.1859 |
1.1425 |
0.0434 |
3.7% |
0.0080 |
0.7% |
71% |
False |
False |
88 |
| 20 |
1.1859 |
1.1290 |
0.0569 |
4.9% |
0.0066 |
0.6% |
78% |
False |
False |
74 |
| 40 |
1.1859 |
1.1180 |
0.0679 |
5.8% |
0.0056 |
0.5% |
81% |
False |
False |
49 |
| 60 |
1.1859 |
1.1180 |
0.0679 |
5.8% |
0.0049 |
0.4% |
81% |
False |
False |
33 |
| 80 |
1.1859 |
1.1137 |
0.0722 |
6.2% |
0.0045 |
0.4% |
82% |
False |
False |
26 |
| 100 |
1.1859 |
1.0937 |
0.0923 |
7.9% |
0.0041 |
0.4% |
86% |
False |
False |
21 |
| 120 |
1.1859 |
1.0937 |
0.0923 |
7.9% |
0.0039 |
0.3% |
86% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1913 |
|
2.618 |
1.1850 |
|
1.618 |
1.1812 |
|
1.000 |
1.1789 |
|
0.618 |
1.1774 |
|
HIGH |
1.1751 |
|
0.618 |
1.1736 |
|
0.500 |
1.1732 |
|
0.382 |
1.1728 |
|
LOW |
1.1713 |
|
0.618 |
1.1690 |
|
1.000 |
1.1675 |
|
1.618 |
1.1652 |
|
2.618 |
1.1614 |
|
4.250 |
1.1552 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1732 |
1.1780 |
| PP |
1.1732 |
1.1764 |
| S1 |
1.1732 |
1.1748 |
|