CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 03-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1039 |
1.1016 |
-0.0023 |
-0.2% |
1.0981 |
| High |
1.1063 |
1.1062 |
-0.0002 |
0.0% |
1.1063 |
| Low |
1.0987 |
1.0964 |
-0.0023 |
-0.2% |
1.0940 |
| Close |
1.1031 |
1.1044 |
0.0013 |
0.1% |
1.1031 |
| Range |
0.0077 |
0.0098 |
0.0021 |
27.5% |
0.0124 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.1% |
0.0000 |
| Volume |
21,595 |
18,972 |
-2,623 |
-12.1% |
90,595 |
|
| Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1316 |
1.1277 |
1.1097 |
|
| R3 |
1.1218 |
1.1180 |
1.1070 |
|
| R2 |
1.1121 |
1.1121 |
1.1061 |
|
| R1 |
1.1082 |
1.1082 |
1.1052 |
1.1101 |
| PP |
1.1023 |
1.1023 |
1.1023 |
1.1033 |
| S1 |
1.0985 |
1.0985 |
1.1035 |
1.1004 |
| S2 |
1.0926 |
1.0926 |
1.1026 |
|
| S3 |
1.0828 |
1.0887 |
1.1017 |
|
| S4 |
1.0731 |
1.0790 |
1.0990 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1330 |
1.1098 |
|
| R3 |
1.1258 |
1.1206 |
1.1064 |
|
| R2 |
1.1135 |
1.1135 |
1.1053 |
|
| R1 |
1.1083 |
1.1083 |
1.1042 |
1.1109 |
| PP |
1.1011 |
1.1011 |
1.1011 |
1.1024 |
| S1 |
1.0959 |
1.0959 |
1.1019 |
1.0985 |
| S2 |
1.0888 |
1.0888 |
1.1008 |
|
| S3 |
1.0764 |
1.0836 |
1.0997 |
|
| S4 |
1.0641 |
1.0712 |
1.0963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1063 |
1.0940 |
0.0124 |
1.1% |
0.0087 |
0.8% |
84% |
False |
False |
19,770 |
| 10 |
1.1073 |
1.0847 |
0.0226 |
2.0% |
0.0088 |
0.8% |
87% |
False |
False |
17,505 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0110 |
1.0% |
75% |
False |
False |
22,128 |
| 40 |
1.1153 |
1.0714 |
0.0439 |
4.0% |
0.0089 |
0.8% |
75% |
False |
False |
11,422 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0085 |
0.8% |
69% |
False |
False |
7,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1476 |
|
2.618 |
1.1317 |
|
1.618 |
1.1219 |
|
1.000 |
1.1159 |
|
0.618 |
1.1122 |
|
HIGH |
1.1062 |
|
0.618 |
1.1024 |
|
0.500 |
1.1013 |
|
0.382 |
1.1001 |
|
LOW |
1.0964 |
|
0.618 |
1.0904 |
|
1.000 |
1.0867 |
|
1.618 |
1.0806 |
|
2.618 |
1.0709 |
|
4.250 |
1.0550 |
|
|
| Fisher Pivots for day following 03-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1033 |
1.1033 |
| PP |
1.1023 |
1.1023 |
| S1 |
1.1013 |
1.1013 |
|