CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 12-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1078 |
1.1157 |
0.0079 |
0.7% |
1.1016 |
| High |
1.1161 |
1.1267 |
0.0106 |
0.9% |
1.1202 |
| Low |
1.1078 |
1.1153 |
0.0075 |
0.7% |
1.0964 |
| Close |
1.1155 |
1.1249 |
0.0094 |
0.8% |
1.1144 |
| Range |
0.0083 |
0.0114 |
0.0031 |
37.3% |
0.0238 |
| ATR |
0.0093 |
0.0095 |
0.0001 |
1.6% |
0.0000 |
| Volume |
14,486 |
26,516 |
12,030 |
83.0% |
82,765 |
|
| Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1565 |
1.1521 |
1.1311 |
|
| R3 |
1.1451 |
1.1407 |
1.1280 |
|
| R2 |
1.1337 |
1.1337 |
1.1269 |
|
| R1 |
1.1293 |
1.1293 |
1.1259 |
1.1315 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1234 |
| S1 |
1.1179 |
1.1179 |
1.1238 |
1.1201 |
| S2 |
1.1109 |
1.1109 |
1.1228 |
|
| S3 |
1.0995 |
1.1065 |
1.1217 |
|
| S4 |
1.0881 |
1.0951 |
1.1186 |
|
|
| 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 |
1.1267 |
1.1050 |
0.0218 |
1.9% |
0.0089 |
0.8% |
91% |
True |
False |
17,185 |
| 10 |
1.1267 |
1.0940 |
0.0328 |
2.9% |
0.0089 |
0.8% |
94% |
True |
False |
19,083 |
| 20 |
1.1267 |
1.0803 |
0.0464 |
4.1% |
0.0099 |
0.9% |
96% |
True |
False |
19,399 |
| 40 |
1.1267 |
1.0714 |
0.0553 |
4.9% |
0.0094 |
0.8% |
97% |
True |
False |
14,285 |
| 60 |
1.1267 |
1.0714 |
0.0553 |
4.9% |
0.0086 |
0.8% |
97% |
True |
False |
9,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1752 |
|
2.618 |
1.1565 |
|
1.618 |
1.1451 |
|
1.000 |
1.1381 |
|
0.618 |
1.1337 |
|
HIGH |
1.1267 |
|
0.618 |
1.1223 |
|
0.500 |
1.1210 |
|
0.382 |
1.1197 |
|
LOW |
1.1153 |
|
0.618 |
1.1083 |
|
1.000 |
1.1039 |
|
1.618 |
1.0969 |
|
2.618 |
1.0855 |
|
4.250 |
1.0669 |
|
|
| Fisher Pivots for day following 12-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1236 |
1.1218 |
| PP |
1.1223 |
1.1188 |
| S1 |
1.1210 |
1.1158 |
|