CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0882 |
-0.0044 |
-0.4% |
1.0994 |
| High |
1.0942 |
1.0966 |
0.0025 |
0.2% |
1.1153 |
| Low |
1.0853 |
1.0847 |
-0.0007 |
-0.1% |
1.0803 |
| Close |
1.0889 |
1.0946 |
0.0057 |
0.5% |
1.0920 |
| Range |
0.0089 |
0.0120 |
0.0031 |
35.0% |
0.0350 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
0.9% |
0.0000 |
| Volume |
12,130 |
13,501 |
1,371 |
11.3% |
152,560 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1231 |
1.1011 |
|
| R3 |
1.1158 |
1.1112 |
1.0978 |
|
| R2 |
1.1039 |
1.1039 |
1.0967 |
|
| R1 |
1.0992 |
1.0992 |
1.0956 |
1.1016 |
| PP |
1.0919 |
1.0919 |
1.0919 |
1.0931 |
| S1 |
1.0873 |
1.0873 |
1.0935 |
1.0896 |
| S2 |
1.0800 |
1.0800 |
1.0924 |
|
| S3 |
1.0680 |
1.0753 |
1.0913 |
|
| S4 |
1.0561 |
1.0634 |
1.0880 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2007 |
1.1813 |
1.1112 |
|
| R3 |
1.1657 |
1.1463 |
1.1016 |
|
| R2 |
1.1308 |
1.1308 |
1.0984 |
|
| R1 |
1.1114 |
1.1114 |
1.0952 |
1.1036 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0920 |
| S1 |
1.0764 |
1.0764 |
1.0887 |
1.0687 |
| S2 |
1.0609 |
1.0609 |
1.0855 |
|
| S3 |
1.0259 |
1.0415 |
1.0823 |
|
| S4 |
0.9910 |
1.0065 |
1.0727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1079 |
1.0803 |
0.0276 |
2.5% |
0.0134 |
1.2% |
52% |
False |
False |
22,352 |
| 10 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0128 |
1.2% |
53% |
False |
False |
26,541 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0106 |
1.0% |
53% |
False |
False |
14,744 |
| 40 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0088 |
0.8% |
49% |
False |
False |
7,389 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0081 |
0.7% |
49% |
False |
False |
4,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1474 |
|
2.618 |
1.1279 |
|
1.618 |
1.1159 |
|
1.000 |
1.1086 |
|
0.618 |
1.1040 |
|
HIGH |
1.0966 |
|
0.618 |
1.0920 |
|
0.500 |
1.0906 |
|
0.382 |
1.0892 |
|
LOW |
1.0847 |
|
0.618 |
1.0773 |
|
1.000 |
1.0727 |
|
1.618 |
1.0653 |
|
2.618 |
1.0534 |
|
4.250 |
1.0339 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0932 |
1.0932 |
| PP |
1.0919 |
1.0919 |
| S1 |
1.0906 |
1.0906 |
|