CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 06-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2023 |
06-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1125 |
1.1117 |
-0.0008 |
-0.1% |
1.0981 |
| High |
1.1202 |
1.1152 |
-0.0051 |
-0.5% |
1.1063 |
| Low |
1.1103 |
1.1105 |
0.0002 |
0.0% |
1.0940 |
| Close |
1.1125 |
1.1144 |
0.0019 |
0.2% |
1.1031 |
| Range |
0.0099 |
0.0047 |
-0.0052 |
-52.5% |
0.0124 |
| ATR |
0.0097 |
0.0093 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
20,434 |
14,619 |
-5,815 |
-28.5% |
90,595 |
|
| Daily Pivots for day following 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1256 |
1.1170 |
|
| R3 |
1.1227 |
1.1209 |
1.1157 |
|
| R2 |
1.1180 |
1.1180 |
1.1153 |
|
| R1 |
1.1162 |
1.1162 |
1.1148 |
1.1171 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1138 |
| S1 |
1.1115 |
1.1115 |
1.1140 |
1.1124 |
| S2 |
1.1086 |
1.1086 |
1.1135 |
|
| S3 |
1.1039 |
1.1068 |
1.1131 |
|
| S4 |
1.0992 |
1.1021 |
1.1118 |
|
|
| 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 |
1.0964 |
0.0238 |
2.1% |
0.0086 |
0.8% |
76% |
False |
False |
20,872 |
| 10 |
1.1202 |
1.0940 |
0.0263 |
2.4% |
0.0082 |
0.7% |
78% |
False |
False |
18,907 |
| 20 |
1.1202 |
1.0803 |
0.0399 |
3.6% |
0.0107 |
1.0% |
85% |
False |
False |
22,161 |
| 40 |
1.1202 |
1.0714 |
0.0488 |
4.4% |
0.0092 |
0.8% |
88% |
False |
False |
13,015 |
| 60 |
1.1202 |
1.0714 |
0.0488 |
4.4% |
0.0085 |
0.8% |
88% |
False |
False |
8,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1351 |
|
2.618 |
1.1275 |
|
1.618 |
1.1228 |
|
1.000 |
1.1199 |
|
0.618 |
1.1181 |
|
HIGH |
1.1152 |
|
0.618 |
1.1134 |
|
0.500 |
1.1128 |
|
0.382 |
1.1122 |
|
LOW |
1.1105 |
|
0.618 |
1.1075 |
|
1.000 |
1.1058 |
|
1.618 |
1.1028 |
|
2.618 |
1.0981 |
|
4.250 |
1.0905 |
|
|
| Fisher Pivots for day following 06-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1139 |
1.1134 |
| PP |
1.1133 |
1.1124 |
| S1 |
1.1128 |
1.1115 |
|