CME Swiss Franc Future March 2024
Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1.1950 |
1.1831 |
-0.0120 |
-1.0% |
1.1570 |
High |
1.1950 |
1.1831 |
-0.0120 |
-1.0% |
1.1969 |
Low |
1.1950 |
1.1831 |
-0.0120 |
-1.0% |
1.1570 |
Close |
1.1950 |
1.1831 |
-0.0120 |
-1.0% |
1.1909 |
Range |
|
|
|
|
|
ATR |
0.0060 |
0.0064 |
0.0004 |
7.1% |
0.0000 |
Volume |
2 |
0 |
-2 |
-100.0% |
37 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1831 |
1.1831 |
1.1831 |
|
R3 |
1.1831 |
1.1831 |
1.1831 |
|
R2 |
1.1831 |
1.1831 |
1.1831 |
|
R1 |
1.1831 |
1.1831 |
1.1831 |
1.1831 |
PP |
1.1831 |
1.1831 |
1.1831 |
1.1831 |
S1 |
1.1831 |
1.1831 |
1.1831 |
1.1831 |
S2 |
1.1831 |
1.1831 |
1.1831 |
|
S3 |
1.1831 |
1.1831 |
1.1831 |
|
S4 |
1.1831 |
1.1831 |
1.1831 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3013 |
1.2860 |
1.2128 |
|
R3 |
1.2614 |
1.2461 |
1.2019 |
|
R2 |
1.2215 |
1.2215 |
1.1982 |
|
R1 |
1.2062 |
1.2062 |
1.1946 |
1.2139 |
PP |
1.1816 |
1.1816 |
1.1816 |
1.1854 |
S1 |
1.1663 |
1.1663 |
1.1872 |
1.1740 |
S2 |
1.1417 |
1.1417 |
1.1836 |
|
S3 |
1.1018 |
1.1264 |
1.1799 |
|
S4 |
1.0619 |
1.0865 |
1.1690 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1971 |
1.1831 |
0.0140 |
1.2% |
0.0014 |
0.1% |
0% |
False |
True |
1 |
10 |
1.1971 |
1.1466 |
0.0505 |
4.3% |
0.0044 |
0.4% |
72% |
False |
False |
6 |
20 |
1.1971 |
1.1409 |
0.0562 |
4.7% |
0.0033 |
0.3% |
75% |
False |
False |
3 |
40 |
1.1971 |
1.1318 |
0.0653 |
5.5% |
0.0031 |
0.3% |
79% |
False |
False |
3 |
60 |
1.1971 |
1.1318 |
0.0653 |
5.5% |
0.0031 |
0.3% |
79% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1831 |
2.618 |
1.1831 |
1.618 |
1.1831 |
1.000 |
1.1831 |
0.618 |
1.1831 |
HIGH |
1.1831 |
0.618 |
1.1831 |
0.500 |
1.1831 |
0.382 |
1.1831 |
LOW |
1.1831 |
0.618 |
1.1831 |
1.000 |
1.1831 |
1.618 |
1.1831 |
2.618 |
1.1831 |
4.250 |
1.1831 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1831 |
1.1901 |
PP |
1.1831 |
1.1877 |
S1 |
1.1831 |
1.1854 |
|