CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 04-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0890 |
1.0968 |
0.0078 |
0.7% |
1.0971 |
| High |
1.1013 |
1.0990 |
-0.0023 |
-0.2% |
1.1057 |
| Low |
1.0834 |
1.0949 |
0.0116 |
1.1% |
1.0962 |
| Close |
1.0883 |
1.0949 |
0.0067 |
0.6% |
1.1013 |
| Range |
0.0180 |
0.0041 |
-0.0139 |
-77.2% |
0.0095 |
| ATR |
|
|
|
|
|
| Volume |
13 |
5 |
-8 |
-61.5% |
12 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1086 |
1.1058 |
1.0972 |
|
| R3 |
1.1045 |
1.1017 |
1.0960 |
|
| R2 |
1.1004 |
1.1004 |
1.0957 |
|
| R1 |
1.0976 |
1.0976 |
1.0953 |
1.0970 |
| PP |
1.0963 |
1.0963 |
1.0963 |
1.0959 |
| S1 |
1.0935 |
1.0935 |
1.0945 |
1.0929 |
| S2 |
1.0922 |
1.0922 |
1.0941 |
|
| S3 |
1.0881 |
1.0894 |
1.0938 |
|
| S4 |
1.0840 |
1.0853 |
1.0926 |
|
|
| 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 |
1.1164 |
|
2.618 |
1.1097 |
|
1.618 |
1.1056 |
|
1.000 |
1.1031 |
|
0.618 |
1.1015 |
|
HIGH |
1.0990 |
|
0.618 |
1.0974 |
|
0.500 |
1.0970 |
|
0.382 |
1.0965 |
|
LOW |
1.0949 |
|
0.618 |
1.0924 |
|
1.000 |
1.0908 |
|
1.618 |
1.0883 |
|
2.618 |
1.0842 |
|
4.250 |
1.0775 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0970 |
1.0948 |
| PP |
1.0963 |
1.0947 |
| S1 |
1.0956 |
1.0945 |
|