CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 27-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1065 |
1.1015 |
-0.0050 |
-0.5% |
1.1000 |
| High |
1.1065 |
1.1039 |
-0.0026 |
-0.2% |
1.1065 |
| Low |
1.1033 |
1.0988 |
-0.0046 |
-0.4% |
1.0950 |
| Close |
1.1033 |
1.1016 |
-0.0017 |
-0.2% |
1.1016 |
| Range |
0.0032 |
0.0052 |
0.0020 |
60.9% |
0.0115 |
| ATR |
0.0074 |
0.0073 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
49 |
|
| Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1144 |
1.1044 |
|
| R3 |
1.1117 |
1.1092 |
1.1030 |
|
| R2 |
1.1066 |
1.1066 |
1.1025 |
|
| R1 |
1.1041 |
1.1041 |
1.1021 |
1.1053 |
| PP |
1.1014 |
1.1014 |
1.1014 |
1.1020 |
| S1 |
1.0989 |
1.0989 |
1.1011 |
1.1002 |
| S2 |
1.0963 |
1.0963 |
1.1007 |
|
| S3 |
1.0911 |
1.0938 |
1.1002 |
|
| S4 |
1.0860 |
1.0886 |
1.0988 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1301 |
1.1079 |
|
| R3 |
1.1240 |
1.1186 |
1.1048 |
|
| R2 |
1.1125 |
1.1125 |
1.1037 |
|
| R1 |
1.1071 |
1.1071 |
1.1027 |
1.1098 |
| PP |
1.1010 |
1.1010 |
1.1010 |
1.1024 |
| S1 |
1.0956 |
1.0956 |
1.1005 |
1.0983 |
| S2 |
1.0895 |
1.0895 |
1.0995 |
|
| S3 |
1.0780 |
1.0841 |
1.0984 |
|
| S4 |
1.0665 |
1.0726 |
1.0953 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1258 |
|
2.618 |
1.1174 |
|
1.618 |
1.1122 |
|
1.000 |
1.1091 |
|
0.618 |
1.1071 |
|
HIGH |
1.1039 |
|
0.618 |
1.1019 |
|
0.500 |
1.1013 |
|
0.382 |
1.1007 |
|
LOW |
1.0988 |
|
0.618 |
1.0956 |
|
1.000 |
1.0936 |
|
1.618 |
1.0904 |
|
2.618 |
1.0853 |
|
4.250 |
1.0769 |
|
|
| Fisher Pivots for day following 27-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1015 |
1.1026 |
| PP |
1.1014 |
1.1023 |
| S1 |
1.1013 |
1.1019 |
|