CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 30-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0970 |
1.0981 |
0.0011 |
0.1% |
1.0926 |
| High |
1.1010 |
1.1052 |
0.0042 |
0.4% |
1.1073 |
| Low |
1.0940 |
1.0963 |
0.0024 |
0.2% |
1.0847 |
| Close |
1.0980 |
1.1036 |
0.0056 |
0.5% |
1.0975 |
| Range |
0.0071 |
0.0089 |
0.0018 |
25.5% |
0.0226 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
16,071 |
19,527 |
3,456 |
21.5% |
77,620 |
|
| Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1248 |
1.1085 |
|
| R3 |
1.1194 |
1.1159 |
1.1060 |
|
| R2 |
1.1105 |
1.1105 |
1.1052 |
|
| R1 |
1.1071 |
1.1071 |
1.1044 |
1.1088 |
| PP |
1.1017 |
1.1017 |
1.1017 |
1.1026 |
| S1 |
1.0982 |
1.0982 |
1.1028 |
1.1000 |
| S2 |
1.0928 |
1.0928 |
1.1020 |
|
| S3 |
1.0840 |
1.0894 |
1.1012 |
|
| S4 |
1.0751 |
1.0805 |
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 |
1.1052 |
1.0940 |
0.0112 |
1.0% |
0.0078 |
0.7% |
86% |
True |
False |
16,943 |
| 10 |
1.1073 |
1.0847 |
0.0226 |
2.0% |
0.0087 |
0.8% |
84% |
False |
False |
16,423 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0108 |
1.0% |
73% |
False |
False |
20,645 |
| 40 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0091 |
0.8% |
68% |
False |
False |
10,410 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0083 |
0.8% |
68% |
False |
False |
6,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1428 |
|
2.618 |
1.1283 |
|
1.618 |
1.1195 |
|
1.000 |
1.1140 |
|
0.618 |
1.1106 |
|
HIGH |
1.1052 |
|
0.618 |
1.1018 |
|
0.500 |
1.1007 |
|
0.382 |
1.0997 |
|
LOW |
1.0963 |
|
0.618 |
1.0908 |
|
1.000 |
1.0875 |
|
1.618 |
1.0820 |
|
2.618 |
1.0731 |
|
4.250 |
1.0587 |
|
|
| Fisher Pivots for day following 30-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1026 |
1.1023 |
| PP |
1.1017 |
1.1009 |
| S1 |
1.1007 |
1.0996 |
|