CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1671 |
1.1635 |
-0.0037 |
-0.3% |
1.1723 |
| High |
1.1671 |
1.1640 |
-0.0031 |
-0.3% |
1.1861 |
| Low |
1.1646 |
1.1570 |
-0.0076 |
-0.6% |
1.1620 |
| Close |
1.1646 |
1.1589 |
-0.0057 |
-0.5% |
1.1680 |
| Range |
0.0026 |
0.0070 |
0.0045 |
174.5% |
0.0241 |
| ATR |
0.0079 |
0.0078 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
16 |
198 |
182 |
1,137.5% |
1,070 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1810 |
1.1769 |
1.1628 |
|
| R3 |
1.1740 |
1.1699 |
1.1608 |
|
| R2 |
1.1670 |
1.1670 |
1.1602 |
|
| R1 |
1.1629 |
1.1629 |
1.1595 |
1.1615 |
| PP |
1.1600 |
1.1600 |
1.1600 |
1.1592 |
| S1 |
1.1559 |
1.1559 |
1.1583 |
1.1545 |
| S2 |
1.1530 |
1.1530 |
1.1576 |
|
| S3 |
1.1460 |
1.1489 |
1.1570 |
|
| S4 |
1.1390 |
1.1419 |
1.1551 |
|
|
| 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 |
1.1570 |
0.0291 |
2.5% |
0.0084 |
0.7% |
7% |
False |
True |
176 |
| 10 |
1.1861 |
1.1570 |
0.0291 |
2.5% |
0.0081 |
0.7% |
7% |
False |
True |
185 |
| 20 |
1.1861 |
1.1314 |
0.0548 |
4.7% |
0.0078 |
0.7% |
50% |
False |
False |
109 |
| 40 |
1.1861 |
1.1200 |
0.0661 |
5.7% |
0.0065 |
0.6% |
59% |
False |
False |
81 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0054 |
0.5% |
60% |
False |
False |
54 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0049 |
0.4% |
60% |
False |
False |
42 |
| 100 |
1.1861 |
1.1052 |
0.0809 |
7.0% |
0.0046 |
0.4% |
66% |
False |
False |
34 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.0% |
0.0042 |
0.4% |
71% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1938 |
|
2.618 |
1.1823 |
|
1.618 |
1.1753 |
|
1.000 |
1.1710 |
|
0.618 |
1.1683 |
|
HIGH |
1.1640 |
|
0.618 |
1.1613 |
|
0.500 |
1.1605 |
|
0.382 |
1.1597 |
|
LOW |
1.1570 |
|
0.618 |
1.1527 |
|
1.000 |
1.1500 |
|
1.618 |
1.1457 |
|
2.618 |
1.1387 |
|
4.250 |
1.1273 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1605 |
1.1644 |
| PP |
1.1600 |
1.1625 |
| S1 |
1.1594 |
1.1607 |
|