CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1048 |
1.1125 |
0.0077 |
0.7% |
1.0981 |
| High |
1.1135 |
1.1202 |
0.0067 |
0.6% |
1.1063 |
| Low |
1.1027 |
1.1103 |
0.0076 |
0.7% |
1.0940 |
| Close |
1.1131 |
1.1125 |
-0.0006 |
0.0% |
1.1031 |
| Range |
0.0108 |
0.0099 |
-0.0009 |
-8.3% |
0.0124 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.2% |
0.0000 |
| Volume |
28,740 |
20,434 |
-8,306 |
-28.9% |
90,595 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1440 |
1.1382 |
1.1179 |
|
| R3 |
1.1341 |
1.1283 |
1.1152 |
|
| R2 |
1.1242 |
1.1242 |
1.1143 |
|
| R1 |
1.1184 |
1.1184 |
1.1134 |
1.1213 |
| PP |
1.1143 |
1.1143 |
1.1143 |
1.1158 |
| S1 |
1.1085 |
1.1085 |
1.1116 |
1.1114 |
| S2 |
1.1044 |
1.1044 |
1.1107 |
|
| S3 |
1.0945 |
1.0986 |
1.1098 |
|
| S4 |
1.0846 |
1.0887 |
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 |
1.1202 |
1.0963 |
0.0239 |
2.1% |
0.0094 |
0.8% |
68% |
True |
False |
21,853 |
| 10 |
1.1202 |
1.0940 |
0.0263 |
2.4% |
0.0085 |
0.8% |
71% |
True |
False |
19,591 |
| 20 |
1.1202 |
1.0735 |
0.0467 |
4.2% |
0.0109 |
1.0% |
84% |
True |
False |
22,807 |
| 40 |
1.1202 |
1.0714 |
0.0488 |
4.4% |
0.0092 |
0.8% |
84% |
True |
False |
12,650 |
| 60 |
1.1202 |
1.0714 |
0.0488 |
4.4% |
0.0084 |
0.8% |
84% |
True |
False |
8,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1623 |
|
2.618 |
1.1461 |
|
1.618 |
1.1362 |
|
1.000 |
1.1301 |
|
0.618 |
1.1263 |
|
HIGH |
1.1202 |
|
0.618 |
1.1164 |
|
0.500 |
1.1153 |
|
0.382 |
1.1141 |
|
LOW |
1.1103 |
|
0.618 |
1.1042 |
|
1.000 |
1.1004 |
|
1.618 |
1.0943 |
|
2.618 |
1.0844 |
|
4.250 |
1.0682 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1153 |
1.1111 |
| PP |
1.1143 |
1.1097 |
| S1 |
1.1134 |
1.1083 |
|