CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1781 |
1.1821 |
0.0041 |
0.3% |
1.1790 |
| High |
1.1810 |
1.1861 |
0.0052 |
0.4% |
1.1859 |
| Low |
1.1769 |
1.1675 |
-0.0094 |
-0.8% |
1.1700 |
| Close |
1.1810 |
1.1679 |
-0.0131 |
-1.1% |
1.1732 |
| Range |
0.0041 |
0.0186 |
0.0145 |
353.7% |
0.0159 |
| ATR |
0.0073 |
0.0081 |
0.0008 |
11.1% |
0.0000 |
| Volume |
166 |
403 |
237 |
142.8% |
666 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2296 |
1.2173 |
1.1781 |
|
| R3 |
1.2110 |
1.1987 |
1.1730 |
|
| R2 |
1.1924 |
1.1924 |
1.1713 |
|
| R1 |
1.1801 |
1.1801 |
1.1696 |
1.1770 |
| PP |
1.1738 |
1.1738 |
1.1738 |
1.1722 |
| S1 |
1.1615 |
1.1615 |
1.1661 |
1.1584 |
| S2 |
1.1552 |
1.1552 |
1.1644 |
|
| S3 |
1.1366 |
1.1429 |
1.1627 |
|
| S4 |
1.1180 |
1.1243 |
1.1576 |
|
|
| 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 |
1.1861 |
1.1675 |
0.0186 |
1.6% |
0.0080 |
0.7% |
2% |
True |
True |
198 |
| 10 |
1.1861 |
1.1675 |
0.0186 |
1.6% |
0.0078 |
0.7% |
2% |
True |
True |
165 |
| 20 |
1.1861 |
1.1290 |
0.0571 |
4.9% |
0.0075 |
0.6% |
68% |
True |
False |
97 |
| 40 |
1.1861 |
1.1180 |
0.0681 |
5.8% |
0.0064 |
0.5% |
73% |
True |
False |
74 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.8% |
0.0052 |
0.4% |
73% |
True |
False |
49 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.8% |
0.0048 |
0.4% |
73% |
True |
False |
38 |
| 100 |
1.1861 |
1.0937 |
0.0925 |
7.9% |
0.0045 |
0.4% |
80% |
True |
False |
31 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
7.9% |
0.0040 |
0.3% |
80% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2652 |
|
2.618 |
1.2348 |
|
1.618 |
1.2162 |
|
1.000 |
1.2047 |
|
0.618 |
1.1976 |
|
HIGH |
1.1861 |
|
0.618 |
1.1790 |
|
0.500 |
1.1768 |
|
0.382 |
1.1746 |
|
LOW |
1.1675 |
|
0.618 |
1.1560 |
|
1.000 |
1.1489 |
|
1.618 |
1.1374 |
|
2.618 |
1.1188 |
|
4.250 |
1.0885 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1768 |
1.1768 |
| PP |
1.1738 |
1.1738 |
| S1 |
1.1708 |
1.1708 |
|