CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 03-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1055 |
1.0890 |
-0.0165 |
-1.5% |
1.0971 |
| High |
1.1057 |
1.1013 |
-0.0044 |
-0.4% |
1.1057 |
| Low |
1.0994 |
1.0834 |
-0.0161 |
-1.5% |
1.0962 |
| Close |
1.1013 |
1.0883 |
-0.0130 |
-1.2% |
1.1013 |
| Range |
0.0063 |
0.0180 |
0.0117 |
184.9% |
0.0095 |
| ATR |
|
|
|
|
|
| Volume |
5 |
13 |
8 |
160.0% |
12 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1345 |
1.0981 |
|
| R3 |
1.1269 |
1.1165 |
1.0932 |
|
| R2 |
1.1089 |
1.1089 |
1.0915 |
|
| R1 |
1.0986 |
1.0986 |
1.0899 |
1.0948 |
| PP |
1.0910 |
1.0910 |
1.0910 |
1.0891 |
| S1 |
1.0806 |
1.0806 |
1.0866 |
1.0768 |
| S2 |
1.0730 |
1.0730 |
1.0850 |
|
| S3 |
1.0551 |
1.0627 |
1.0833 |
|
| S4 |
1.0371 |
1.0447 |
1.0784 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1296 |
1.1249 |
1.1065 |
|
| R3 |
1.1201 |
1.1154 |
1.1039 |
|
| R2 |
1.1106 |
1.1106 |
1.1030 |
|
| R1 |
1.1059 |
1.1059 |
1.1021 |
1.1082 |
| PP |
1.1011 |
1.1011 |
1.1011 |
1.1022 |
| S1 |
1.0964 |
1.0964 |
1.1004 |
1.0987 |
| S2 |
1.0916 |
1.0916 |
1.0995 |
|
| S3 |
1.0821 |
1.0869 |
1.0986 |
|
| S4 |
1.0726 |
1.0774 |
1.0960 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1776 |
|
2.618 |
1.1483 |
|
1.618 |
1.1303 |
|
1.000 |
1.1193 |
|
0.618 |
1.1124 |
|
HIGH |
1.1013 |
|
0.618 |
1.0944 |
|
0.500 |
1.0923 |
|
0.382 |
1.0902 |
|
LOW |
1.0834 |
|
0.618 |
1.0723 |
|
1.000 |
1.0654 |
|
1.618 |
1.0543 |
|
2.618 |
1.0364 |
|
4.250 |
1.0071 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0923 |
1.0945 |
| PP |
1.0910 |
1.0924 |
| S1 |
1.0896 |
1.0903 |
|