CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 11-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2023 |
11-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1138 |
1.1078 |
-0.0060 |
-0.5% |
1.1016 |
| High |
1.1151 |
1.1161 |
0.0011 |
0.1% |
1.1202 |
| Low |
1.1050 |
1.1078 |
0.0029 |
0.3% |
1.0964 |
| Close |
1.1076 |
1.1155 |
0.0079 |
0.7% |
1.1144 |
| Range |
0.0101 |
0.0083 |
-0.0018 |
-17.8% |
0.0238 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
9,870 |
14,486 |
4,616 |
46.8% |
82,765 |
|
| Daily Pivots for day following 11-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1380 |
1.1351 |
1.1201 |
|
| R3 |
1.1297 |
1.1268 |
1.1178 |
|
| R2 |
1.1214 |
1.1214 |
1.1170 |
|
| R1 |
1.1185 |
1.1185 |
1.1163 |
1.1200 |
| PP |
1.1131 |
1.1131 |
1.1131 |
1.1139 |
| S1 |
1.1102 |
1.1102 |
1.1147 |
1.1117 |
| S2 |
1.1048 |
1.1048 |
1.1140 |
|
| S3 |
1.0965 |
1.1019 |
1.1132 |
|
| S4 |
1.0882 |
1.0936 |
1.1109 |
|
|
| 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 |
1.1027 |
0.0175 |
1.6% |
0.0088 |
0.8% |
73% |
False |
False |
17,629 |
| 10 |
1.1202 |
1.0940 |
0.0263 |
2.4% |
0.0087 |
0.8% |
82% |
False |
False |
18,700 |
| 20 |
1.1202 |
1.0803 |
0.0399 |
3.6% |
0.0098 |
0.9% |
88% |
False |
False |
19,537 |
| 40 |
1.1202 |
1.0714 |
0.0488 |
4.4% |
0.0093 |
0.8% |
90% |
False |
False |
13,623 |
| 60 |
1.1202 |
1.0714 |
0.0488 |
4.4% |
0.0085 |
0.8% |
90% |
False |
False |
9,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1514 |
|
2.618 |
1.1378 |
|
1.618 |
1.1295 |
|
1.000 |
1.1244 |
|
0.618 |
1.1212 |
|
HIGH |
1.1161 |
|
0.618 |
1.1129 |
|
0.500 |
1.1120 |
|
0.382 |
1.1110 |
|
LOW |
1.1078 |
|
0.618 |
1.1027 |
|
1.000 |
1.0995 |
|
1.618 |
1.0944 |
|
2.618 |
1.0861 |
|
4.250 |
1.0725 |
|
|
| Fisher Pivots for day following 11-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1143 |
1.1138 |
| PP |
1.1131 |
1.1122 |
| S1 |
1.1120 |
1.1105 |
|