CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1821 |
1.1670 |
-0.0151 |
-1.3% |
1.1723 |
| High |
1.1861 |
1.1717 |
-0.0144 |
-1.2% |
1.1861 |
| Low |
1.1675 |
1.1620 |
-0.0055 |
-0.5% |
1.1620 |
| Close |
1.1679 |
1.1680 |
0.0002 |
0.0% |
1.1680 |
| Range |
0.0186 |
0.0097 |
-0.0089 |
-47.8% |
0.0241 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.4% |
0.0000 |
| Volume |
403 |
97 |
-306 |
-75.9% |
1,070 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1963 |
1.1919 |
1.1733 |
|
| R3 |
1.1866 |
1.1822 |
1.1707 |
|
| R2 |
1.1769 |
1.1769 |
1.1698 |
|
| R1 |
1.1725 |
1.1725 |
1.1689 |
1.1747 |
| PP |
1.1672 |
1.1672 |
1.1672 |
1.1684 |
| S1 |
1.1628 |
1.1628 |
1.1671 |
1.1650 |
| S2 |
1.1575 |
1.1575 |
1.1662 |
|
| S3 |
1.1478 |
1.1531 |
1.1653 |
|
| S4 |
1.1381 |
1.1434 |
1.1627 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2443 |
1.2303 |
1.1813 |
|
| R3 |
1.2202 |
1.2062 |
1.1746 |
|
| R2 |
1.1961 |
1.1961 |
1.1724 |
|
| R1 |
1.1821 |
1.1821 |
1.1702 |
1.1771 |
| PP |
1.1720 |
1.1720 |
1.1720 |
1.1695 |
| S1 |
1.1580 |
1.1580 |
1.1658 |
1.1530 |
| S2 |
1.1479 |
1.1479 |
1.1636 |
|
| S3 |
1.1238 |
1.1339 |
1.1614 |
|
| S4 |
1.0997 |
1.1098 |
1.1547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1861 |
1.1620 |
0.0241 |
2.1% |
0.0092 |
0.8% |
25% |
False |
True |
214 |
| 10 |
1.1861 |
1.1620 |
0.0241 |
2.1% |
0.0080 |
0.7% |
25% |
False |
True |
173 |
| 20 |
1.1861 |
1.1290 |
0.0571 |
4.9% |
0.0079 |
0.7% |
68% |
False |
False |
100 |
| 40 |
1.1861 |
1.1200 |
0.0661 |
5.7% |
0.0064 |
0.6% |
73% |
False |
False |
76 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.8% |
0.0054 |
0.5% |
73% |
False |
False |
51 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.8% |
0.0048 |
0.4% |
73% |
False |
False |
39 |
| 100 |
1.1861 |
1.0944 |
0.0917 |
7.9% |
0.0046 |
0.4% |
80% |
False |
False |
32 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
7.9% |
0.0041 |
0.3% |
80% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2129 |
|
2.618 |
1.1971 |
|
1.618 |
1.1874 |
|
1.000 |
1.1814 |
|
0.618 |
1.1777 |
|
HIGH |
1.1717 |
|
0.618 |
1.1680 |
|
0.500 |
1.1669 |
|
0.382 |
1.1657 |
|
LOW |
1.1620 |
|
0.618 |
1.1560 |
|
1.000 |
1.1523 |
|
1.618 |
1.1463 |
|
2.618 |
1.1366 |
|
4.250 |
1.1208 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1676 |
1.1741 |
| PP |
1.1672 |
1.1720 |
| S1 |
1.1669 |
1.1700 |
|