CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1723 |
1.1687 |
-0.0036 |
-0.3% |
1.1790 |
| High |
1.1755 |
1.1747 |
-0.0008 |
-0.1% |
1.1859 |
| Low |
1.1680 |
1.1686 |
0.0006 |
0.0% |
1.1700 |
| Close |
1.1699 |
1.1746 |
0.0047 |
0.4% |
1.1732 |
| Range |
0.0075 |
0.0062 |
-0.0013 |
-17.4% |
0.0159 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
319 |
85 |
-234 |
-73.4% |
666 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1911 |
1.1890 |
1.1779 |
|
| R3 |
1.1849 |
1.1828 |
1.1762 |
|
| R2 |
1.1788 |
1.1788 |
1.1757 |
|
| R1 |
1.1767 |
1.1767 |
1.1751 |
1.1777 |
| PP |
1.1726 |
1.1726 |
1.1726 |
1.1731 |
| S1 |
1.1705 |
1.1705 |
1.1740 |
1.1716 |
| S2 |
1.1665 |
1.1665 |
1.1734 |
|
| S3 |
1.1603 |
1.1644 |
1.1729 |
|
| S4 |
1.1542 |
1.1582 |
1.1712 |
|
|
| 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 |
1.1680 |
0.0179 |
1.5% |
0.0078 |
0.7% |
37% |
False |
False |
195 |
| 10 |
1.1859 |
1.1570 |
0.0289 |
2.5% |
0.0080 |
0.7% |
61% |
False |
False |
123 |
| 20 |
1.1859 |
1.1290 |
0.0569 |
4.8% |
0.0066 |
0.6% |
80% |
False |
False |
88 |
| 40 |
1.1859 |
1.1180 |
0.0679 |
5.8% |
0.0059 |
0.5% |
83% |
False |
False |
59 |
| 60 |
1.1859 |
1.1180 |
0.0679 |
5.8% |
0.0050 |
0.4% |
83% |
False |
False |
40 |
| 80 |
1.1859 |
1.1150 |
0.0709 |
6.0% |
0.0047 |
0.4% |
84% |
False |
False |
31 |
| 100 |
1.1859 |
1.0937 |
0.0923 |
7.9% |
0.0043 |
0.4% |
88% |
False |
False |
25 |
| 120 |
1.1859 |
1.0937 |
0.0923 |
7.9% |
0.0039 |
0.3% |
88% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2008 |
|
2.618 |
1.1908 |
|
1.618 |
1.1847 |
|
1.000 |
1.1809 |
|
0.618 |
1.1785 |
|
HIGH |
1.1747 |
|
0.618 |
1.1724 |
|
0.500 |
1.1716 |
|
0.382 |
1.1709 |
|
LOW |
1.1686 |
|
0.618 |
1.1647 |
|
1.000 |
1.1624 |
|
1.618 |
1.1586 |
|
2.618 |
1.1524 |
|
4.250 |
1.1424 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1736 |
1.1736 |
| PP |
1.1726 |
1.1727 |
| S1 |
1.1716 |
1.1717 |
|