CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1687 |
1.1781 |
0.0094 |
0.8% |
1.1790 |
| High |
1.1747 |
1.1810 |
0.0063 |
0.5% |
1.1859 |
| Low |
1.1686 |
1.1769 |
0.0083 |
0.7% |
1.1700 |
| Close |
1.1746 |
1.1810 |
0.0064 |
0.5% |
1.1732 |
| Range |
0.0062 |
0.0041 |
-0.0021 |
-33.3% |
0.0159 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
85 |
166 |
81 |
95.3% |
666 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1919 |
1.1905 |
1.1832 |
|
| R3 |
1.1878 |
1.1864 |
1.1821 |
|
| R2 |
1.1837 |
1.1837 |
1.1817 |
|
| R1 |
1.1823 |
1.1823 |
1.1813 |
1.1830 |
| PP |
1.1796 |
1.1796 |
1.1796 |
1.1799 |
| S1 |
1.1782 |
1.1782 |
1.1806 |
1.1789 |
| S2 |
1.1755 |
1.1755 |
1.1802 |
|
| S3 |
1.1714 |
1.1741 |
1.1798 |
|
| S4 |
1.1673 |
1.1700 |
1.1787 |
|
|
| 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% |
0.0075 |
0.6% |
72% |
False |
False |
220 |
| 10 |
1.1859 |
1.1680 |
0.0179 |
1.5% |
0.0068 |
0.6% |
72% |
False |
False |
134 |
| 20 |
1.1859 |
1.1290 |
0.0569 |
4.8% |
0.0067 |
0.6% |
91% |
False |
False |
78 |
| 40 |
1.1859 |
1.1180 |
0.0679 |
5.7% |
0.0059 |
0.5% |
93% |
False |
False |
63 |
| 60 |
1.1859 |
1.1180 |
0.0679 |
5.7% |
0.0049 |
0.4% |
93% |
False |
False |
43 |
| 80 |
1.1859 |
1.1150 |
0.0709 |
6.0% |
0.0046 |
0.4% |
93% |
False |
False |
33 |
| 100 |
1.1859 |
1.0937 |
0.0923 |
7.8% |
0.0043 |
0.4% |
95% |
False |
False |
27 |
| 120 |
1.1859 |
1.0937 |
0.0923 |
7.8% |
0.0039 |
0.3% |
95% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1984 |
|
2.618 |
1.1917 |
|
1.618 |
1.1876 |
|
1.000 |
1.1851 |
|
0.618 |
1.1835 |
|
HIGH |
1.1810 |
|
0.618 |
1.1794 |
|
0.500 |
1.1789 |
|
0.382 |
1.1784 |
|
LOW |
1.1769 |
|
0.618 |
1.1743 |
|
1.000 |
1.1728 |
|
1.618 |
1.1702 |
|
2.618 |
1.1661 |
|
4.250 |
1.1594 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1803 |
1.1788 |
| PP |
1.1796 |
1.1766 |
| S1 |
1.1789 |
1.1745 |
|