CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 04-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2023 |
04-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1016 |
1.1048 |
0.0033 |
0.3% |
1.0981 |
| High |
1.1062 |
1.1135 |
0.0074 |
0.7% |
1.1063 |
| Low |
1.0964 |
1.1027 |
0.0063 |
0.6% |
1.0940 |
| Close |
1.1044 |
1.1131 |
0.0087 |
0.8% |
1.1031 |
| Range |
0.0098 |
0.0108 |
0.0011 |
10.8% |
0.0124 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
0.9% |
0.0000 |
| Volume |
18,972 |
28,740 |
9,768 |
51.5% |
90,595 |
|
| Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1422 |
1.1384 |
1.1190 |
|
| R3 |
1.1314 |
1.1276 |
1.1160 |
|
| R2 |
1.1206 |
1.1206 |
1.1150 |
|
| R1 |
1.1168 |
1.1168 |
1.1140 |
1.1187 |
| PP |
1.1098 |
1.1098 |
1.1098 |
1.1107 |
| S1 |
1.1060 |
1.1060 |
1.1121 |
1.1079 |
| S2 |
1.0990 |
1.0990 |
1.1111 |
|
| S3 |
1.0882 |
1.0952 |
1.1101 |
|
| S4 |
1.0774 |
1.0844 |
1.1071 |
|
|
| 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 |
1.1135 |
1.0940 |
0.0196 |
1.8% |
0.0088 |
0.8% |
98% |
True |
False |
20,981 |
| 10 |
1.1135 |
1.0922 |
0.0214 |
1.9% |
0.0087 |
0.8% |
98% |
True |
False |
19,029 |
| 20 |
1.1153 |
1.0714 |
0.0439 |
3.9% |
0.0107 |
1.0% |
95% |
False |
False |
22,785 |
| 40 |
1.1153 |
1.0714 |
0.0439 |
3.9% |
0.0090 |
0.8% |
95% |
False |
False |
12,140 |
| 60 |
1.1190 |
1.0714 |
0.0476 |
4.3% |
0.0085 |
0.8% |
88% |
False |
False |
8,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1594 |
|
2.618 |
1.1418 |
|
1.618 |
1.1310 |
|
1.000 |
1.1243 |
|
0.618 |
1.1202 |
|
HIGH |
1.1135 |
|
0.618 |
1.1094 |
|
0.500 |
1.1081 |
|
0.382 |
1.1068 |
|
LOW |
1.1027 |
|
0.618 |
1.0960 |
|
1.000 |
1.0919 |
|
1.618 |
1.0852 |
|
2.618 |
1.0744 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 04-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1114 |
1.1104 |
| PP |
1.1098 |
1.1077 |
| S1 |
1.1081 |
1.1050 |
|