CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1670 |
1.1671 |
0.0001 |
0.0% |
1.1723 |
| High |
1.1717 |
1.1671 |
-0.0046 |
-0.4% |
1.1861 |
| Low |
1.1620 |
1.1646 |
0.0026 |
0.2% |
1.1620 |
| Close |
1.1680 |
1.1646 |
-0.0035 |
-0.3% |
1.1680 |
| Range |
0.0097 |
0.0026 |
-0.0072 |
-73.7% |
0.0241 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
97 |
16 |
-81 |
-83.5% |
1,070 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1731 |
1.1714 |
1.1660 |
|
| R3 |
1.1705 |
1.1688 |
1.1653 |
|
| R2 |
1.1680 |
1.1680 |
1.1650 |
|
| R1 |
1.1663 |
1.1663 |
1.1648 |
1.1658 |
| PP |
1.1654 |
1.1654 |
1.1654 |
1.1652 |
| S1 |
1.1637 |
1.1637 |
1.1643 |
1.1633 |
| S2 |
1.1629 |
1.1629 |
1.1641 |
|
| S3 |
1.1603 |
1.1612 |
1.1638 |
|
| S4 |
1.1578 |
1.1586 |
1.1631 |
|
|
| 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% |
0.0082 |
0.7% |
11% |
False |
False |
153 |
| 10 |
1.1861 |
1.1620 |
0.0241 |
2.1% |
0.0077 |
0.7% |
11% |
False |
False |
172 |
| 20 |
1.1861 |
1.1314 |
0.0548 |
4.7% |
0.0075 |
0.6% |
61% |
False |
False |
100 |
| 40 |
1.1861 |
1.1200 |
0.0661 |
5.7% |
0.0065 |
0.6% |
67% |
False |
False |
76 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.8% |
0.0053 |
0.5% |
68% |
False |
False |
51 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.8% |
0.0048 |
0.4% |
68% |
False |
False |
39 |
| 100 |
1.1861 |
1.0987 |
0.0875 |
7.5% |
0.0046 |
0.4% |
75% |
False |
False |
32 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
7.9% |
0.0041 |
0.4% |
77% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1779 |
|
2.618 |
1.1738 |
|
1.618 |
1.1712 |
|
1.000 |
1.1697 |
|
0.618 |
1.1687 |
|
HIGH |
1.1671 |
|
0.618 |
1.1661 |
|
0.500 |
1.1658 |
|
0.382 |
1.1655 |
|
LOW |
1.1646 |
|
0.618 |
1.1630 |
|
1.000 |
1.1620 |
|
1.618 |
1.1604 |
|
2.618 |
1.1579 |
|
4.250 |
1.1537 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1658 |
1.1741 |
| PP |
1.1654 |
1.1709 |
| S1 |
1.1650 |
1.1677 |
|