CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1635 |
1.1585 |
-0.0050 |
-0.4% |
1.1723 |
| High |
1.1640 |
1.1585 |
-0.0056 |
-0.5% |
1.1861 |
| Low |
1.1570 |
1.1530 |
-0.0040 |
-0.3% |
1.1620 |
| Close |
1.1589 |
1.1569 |
-0.0021 |
-0.2% |
1.1680 |
| Range |
0.0070 |
0.0055 |
-0.0016 |
-22.1% |
0.0241 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
198 |
36 |
-162 |
-81.8% |
1,070 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1725 |
1.1701 |
1.1598 |
|
| R3 |
1.1670 |
1.1647 |
1.1583 |
|
| R2 |
1.1616 |
1.1616 |
1.1578 |
|
| R1 |
1.1592 |
1.1592 |
1.1573 |
1.1577 |
| PP |
1.1561 |
1.1561 |
1.1561 |
1.1553 |
| S1 |
1.1538 |
1.1538 |
1.1564 |
1.1522 |
| S2 |
1.1507 |
1.1507 |
1.1559 |
|
| S3 |
1.1452 |
1.1483 |
1.1554 |
|
| S4 |
1.1398 |
1.1429 |
1.1539 |
|
|
| 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 |
1.1530 |
0.0331 |
2.9% |
0.0087 |
0.7% |
12% |
False |
True |
150 |
| 10 |
1.1861 |
1.1530 |
0.0331 |
2.9% |
0.0081 |
0.7% |
12% |
False |
True |
185 |
| 20 |
1.1861 |
1.1314 |
0.0548 |
4.7% |
0.0078 |
0.7% |
47% |
False |
False |
111 |
| 40 |
1.1861 |
1.1200 |
0.0661 |
5.7% |
0.0066 |
0.6% |
56% |
False |
False |
82 |
| 60 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0052 |
0.4% |
57% |
False |
False |
55 |
| 80 |
1.1861 |
1.1180 |
0.0681 |
5.9% |
0.0049 |
0.4% |
57% |
False |
False |
42 |
| 100 |
1.1861 |
1.1052 |
0.0809 |
7.0% |
0.0046 |
0.4% |
64% |
False |
False |
34 |
| 120 |
1.1861 |
1.0937 |
0.0925 |
8.0% |
0.0042 |
0.4% |
68% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1816 |
|
2.618 |
1.1727 |
|
1.618 |
1.1673 |
|
1.000 |
1.1639 |
|
0.618 |
1.1618 |
|
HIGH |
1.1585 |
|
0.618 |
1.1564 |
|
0.500 |
1.1557 |
|
0.382 |
1.1551 |
|
LOW |
1.1530 |
|
0.618 |
1.1496 |
|
1.000 |
1.1476 |
|
1.618 |
1.1442 |
|
2.618 |
1.1387 |
|
4.250 |
1.1298 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1565 |
1.1601 |
| PP |
1.1561 |
1.1590 |
| S1 |
1.1557 |
1.1579 |
|