CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 06-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0878 |
1.0840 |
-0.0038 |
-0.3% |
1.0890 |
| High |
1.0878 |
1.0973 |
0.0095 |
0.9% |
1.1013 |
| Low |
1.0870 |
1.0820 |
-0.0050 |
-0.5% |
1.0820 |
| Close |
1.0870 |
1.0969 |
0.0099 |
0.9% |
1.0969 |
| Range |
0.0008 |
0.0153 |
0.0145 |
1,812.5% |
0.0193 |
| ATR |
0.0072 |
0.0078 |
0.0006 |
8.0% |
0.0000 |
| Volume |
2 |
50 |
48 |
2,400.0% |
70 |
|
| Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1380 |
1.1327 |
1.1053 |
|
| R3 |
1.1227 |
1.1174 |
1.1011 |
|
| R2 |
1.1074 |
1.1074 |
1.0997 |
|
| R1 |
1.1021 |
1.1021 |
1.0983 |
1.1048 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0934 |
| S1 |
1.0868 |
1.0868 |
1.0955 |
1.0895 |
| S2 |
1.0768 |
1.0768 |
1.0941 |
|
| S3 |
1.0615 |
1.0715 |
1.0927 |
|
| S4 |
1.0462 |
1.0562 |
1.0885 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1513 |
1.1434 |
1.1075 |
|
| R3 |
1.1320 |
1.1241 |
1.1022 |
|
| R2 |
1.1127 |
1.1127 |
1.1004 |
|
| R1 |
1.1048 |
1.1048 |
1.0987 |
1.1088 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0954 |
| S1 |
1.0855 |
1.0855 |
1.0951 |
1.0895 |
| S2 |
1.0741 |
1.0741 |
1.0934 |
|
| S3 |
1.0548 |
1.0662 |
1.0916 |
|
| S4 |
1.0355 |
1.0469 |
1.0863 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1623 |
|
2.618 |
1.1374 |
|
1.618 |
1.1221 |
|
1.000 |
1.1126 |
|
0.618 |
1.1068 |
|
HIGH |
1.0973 |
|
0.618 |
1.0915 |
|
0.500 |
1.0897 |
|
0.382 |
1.0878 |
|
LOW |
1.0820 |
|
0.618 |
1.0725 |
|
1.000 |
1.0667 |
|
1.618 |
1.0572 |
|
2.618 |
1.0419 |
|
4.250 |
1.0170 |
|
|
| Fisher Pivots for day following 06-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0945 |
1.0948 |
| PP |
1.0921 |
1.0926 |
| S1 |
1.0897 |
1.0905 |
|