CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 27-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.0981 |
-0.0030 |
-0.3% |
1.0926 |
| High |
1.1023 |
1.1025 |
0.0002 |
0.0% |
1.1073 |
| Low |
1.0951 |
1.0971 |
0.0020 |
0.2% |
1.0847 |
| Close |
1.0975 |
1.1017 |
0.0042 |
0.4% |
1.0975 |
| Range |
0.0072 |
0.0054 |
-0.0018 |
-25.0% |
0.0226 |
| ATR |
0.0103 |
0.0100 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
15,719 |
10,714 |
-5,005 |
-31.8% |
77,620 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1145 |
1.1046 |
|
| R3 |
1.1112 |
1.1091 |
1.1031 |
|
| R2 |
1.1058 |
1.1058 |
1.1026 |
|
| R1 |
1.1037 |
1.1037 |
1.1021 |
1.1048 |
| PP |
1.1004 |
1.1004 |
1.1004 |
1.1009 |
| S1 |
1.0983 |
1.0983 |
1.1012 |
1.0994 |
| S2 |
1.0950 |
1.0950 |
1.1007 |
|
| S3 |
1.0896 |
1.0929 |
1.1002 |
|
| S4 |
1.0842 |
1.0875 |
1.0987 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1643 |
1.1535 |
1.1099 |
|
| R3 |
1.1417 |
1.1309 |
1.1037 |
|
| R2 |
1.1191 |
1.1191 |
1.1016 |
|
| R1 |
1.1083 |
1.1083 |
1.0996 |
1.1137 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0992 |
| S1 |
1.0857 |
1.0857 |
1.0954 |
1.0911 |
| S2 |
1.0739 |
1.0739 |
1.0934 |
|
| S3 |
1.0513 |
1.0631 |
1.0913 |
|
| S4 |
1.0287 |
1.0405 |
1.0851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1073 |
1.0847 |
0.0226 |
2.1% |
0.0089 |
0.8% |
75% |
False |
False |
15,240 |
| 10 |
1.1119 |
1.0803 |
0.0316 |
2.9% |
0.0108 |
1.0% |
68% |
False |
False |
20,374 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0106 |
1.0% |
69% |
False |
False |
17,860 |
| 40 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0091 |
0.8% |
64% |
False |
False |
8,955 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0084 |
0.8% |
64% |
False |
False |
5,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1254 |
|
2.618 |
1.1166 |
|
1.618 |
1.1112 |
|
1.000 |
1.1079 |
|
0.618 |
1.1058 |
|
HIGH |
1.1025 |
|
0.618 |
1.1004 |
|
0.500 |
1.0998 |
|
0.382 |
1.0991 |
|
LOW |
1.0971 |
|
0.618 |
1.0937 |
|
1.000 |
1.0917 |
|
1.618 |
1.0883 |
|
2.618 |
1.0829 |
|
4.250 |
1.0741 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1010 |
1.1015 |
| PP |
1.1004 |
1.1013 |
| S1 |
1.0998 |
1.1012 |
|