CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0981 |
1.1021 |
0.0040 |
0.4% |
1.0926 |
| High |
1.1025 |
1.1043 |
0.0019 |
0.2% |
1.1073 |
| Low |
1.0971 |
1.0941 |
-0.0030 |
-0.3% |
1.0847 |
| Close |
1.1017 |
1.0976 |
-0.0041 |
-0.4% |
1.0975 |
| Range |
0.0054 |
0.0103 |
0.0049 |
89.8% |
0.0226 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.2% |
0.0000 |
| Volume |
10,714 |
22,688 |
11,974 |
111.8% |
77,620 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1294 |
1.1238 |
1.1032 |
|
| R3 |
1.1192 |
1.1135 |
1.1004 |
|
| R2 |
1.1089 |
1.1089 |
1.0995 |
|
| R1 |
1.1033 |
1.1033 |
1.0985 |
1.1010 |
| PP |
1.0987 |
1.0987 |
1.0987 |
1.0975 |
| S1 |
1.0930 |
1.0930 |
1.0967 |
1.0907 |
| S2 |
1.0884 |
1.0884 |
1.0957 |
|
| S3 |
1.0782 |
1.0828 |
1.0948 |
|
| S4 |
1.0679 |
1.0725 |
1.0920 |
|
|
| 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 |
1.0922 |
0.0151 |
1.4% |
0.0085 |
0.8% |
36% |
False |
False |
17,078 |
| 10 |
1.1079 |
1.0803 |
0.0276 |
2.5% |
0.0110 |
1.0% |
63% |
False |
False |
19,715 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0107 |
1.0% |
60% |
False |
False |
18,959 |
| 40 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0093 |
0.9% |
55% |
False |
False |
9,522 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0085 |
0.8% |
55% |
False |
False |
6,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1479 |
|
2.618 |
1.1311 |
|
1.618 |
1.1209 |
|
1.000 |
1.1146 |
|
0.618 |
1.1106 |
|
HIGH |
1.1043 |
|
0.618 |
1.1004 |
|
0.500 |
1.0992 |
|
0.382 |
1.0980 |
|
LOW |
1.0941 |
|
0.618 |
1.0877 |
|
1.000 |
1.0838 |
|
1.618 |
1.0775 |
|
2.618 |
1.0672 |
|
4.250 |
1.0505 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.0992 |
| PP |
1.0987 |
1.0987 |
| S1 |
1.0981 |
1.0981 |
|