CME Swiss Franc Future June 2023
Trading Metrics calculated at close of trading on 10-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2023 |
10-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
1.1117 |
1.1138 |
0.0022 |
0.2% |
1.1016 |
High |
1.1152 |
1.1151 |
-0.0001 |
0.0% |
1.1202 |
Low |
1.1105 |
1.1050 |
-0.0055 |
-0.5% |
1.0964 |
Close |
1.1144 |
1.1076 |
-0.0068 |
-0.6% |
1.1144 |
Range |
0.0047 |
0.0101 |
0.0054 |
114.9% |
0.0238 |
ATR |
0.0093 |
0.0094 |
0.0001 |
0.6% |
0.0000 |
Volume |
14,619 |
9,870 |
-4,749 |
-32.5% |
82,765 |
|
Daily Pivots for day following 10-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1395 |
1.1337 |
1.1132 |
|
R3 |
1.1294 |
1.1236 |
1.1104 |
|
R2 |
1.1193 |
1.1193 |
1.1095 |
|
R1 |
1.1135 |
1.1135 |
1.1085 |
1.1113 |
PP |
1.1092 |
1.1092 |
1.1092 |
1.1081 |
S1 |
1.1034 |
1.1034 |
1.1067 |
1.1012 |
S2 |
1.0991 |
1.0991 |
1.1057 |
|
S3 |
1.0890 |
1.0933 |
1.1048 |
|
S4 |
1.0789 |
1.0832 |
1.1020 |
|
|
Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1817 |
1.1719 |
1.1275 |
|
R3 |
1.1579 |
1.1481 |
1.1209 |
|
R2 |
1.1341 |
1.1341 |
1.1188 |
|
R1 |
1.1243 |
1.1243 |
1.1166 |
1.1292 |
PP |
1.1103 |
1.1103 |
1.1103 |
1.1128 |
S1 |
1.1005 |
1.1005 |
1.1122 |
1.1054 |
S2 |
1.0865 |
1.0865 |
1.1100 |
|
S3 |
1.0627 |
1.0767 |
1.1079 |
|
S4 |
1.0389 |
1.0529 |
1.1013 |
|
|
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% |
0.0091 |
0.8% |
47% |
False |
False |
18,527 |
10 |
1.1202 |
1.0940 |
0.0263 |
2.4% |
0.0084 |
0.8% |
52% |
False |
False |
18,323 |
20 |
1.1202 |
1.0803 |
0.0399 |
3.6% |
0.0102 |
0.9% |
68% |
False |
False |
20,670 |
40 |
1.1202 |
1.0714 |
0.0488 |
4.4% |
0.0093 |
0.8% |
74% |
False |
False |
13,261 |
60 |
1.1202 |
1.0714 |
0.0488 |
4.4% |
0.0085 |
0.8% |
74% |
False |
False |
8,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1580 |
2.618 |
1.1415 |
1.618 |
1.1314 |
1.000 |
1.1252 |
0.618 |
1.1213 |
HIGH |
1.1151 |
0.618 |
1.1112 |
0.500 |
1.1100 |
0.382 |
1.1088 |
LOW |
1.1050 |
0.618 |
1.0987 |
1.000 |
1.0949 |
1.618 |
1.0886 |
2.618 |
1.0785 |
4.250 |
1.0620 |
|
|
Fisher Pivots for day following 10-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1100 |
1.1126 |
PP |
1.1092 |
1.1109 |
S1 |
1.1084 |
1.1093 |
|