CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 13-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2023 |
13-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1157 |
1.1244 |
0.0087 |
0.8% |
1.1016 |
| High |
1.1267 |
1.1369 |
0.0102 |
0.9% |
1.1202 |
| Low |
1.1153 |
1.1224 |
0.0071 |
0.6% |
1.0964 |
| Close |
1.1249 |
1.1343 |
0.0095 |
0.8% |
1.1144 |
| Range |
0.0114 |
0.0145 |
0.0031 |
27.2% |
0.0238 |
| ATR |
0.0095 |
0.0098 |
0.0004 |
3.8% |
0.0000 |
| Volume |
26,516 |
28,630 |
2,114 |
8.0% |
82,765 |
|
| Daily Pivots for day following 13-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1747 |
1.1690 |
1.1423 |
|
| R3 |
1.1602 |
1.1545 |
1.1383 |
|
| R2 |
1.1457 |
1.1457 |
1.1370 |
|
| R1 |
1.1400 |
1.1400 |
1.1356 |
1.1428 |
| PP |
1.1312 |
1.1312 |
1.1312 |
1.1326 |
| S1 |
1.1255 |
1.1255 |
1.1330 |
1.1283 |
| S2 |
1.1167 |
1.1167 |
1.1316 |
|
| S3 |
1.1022 |
1.1110 |
1.1303 |
|
| S4 |
1.0877 |
1.0965 |
1.1263 |
|
|
| 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 |
1.1369 |
1.1050 |
0.0319 |
2.8% |
0.0098 |
0.9% |
92% |
True |
False |
18,824 |
| 10 |
1.1369 |
1.0963 |
0.0406 |
3.6% |
0.0096 |
0.8% |
94% |
True |
False |
20,338 |
| 20 |
1.1369 |
1.0803 |
0.0566 |
5.0% |
0.0094 |
0.8% |
95% |
True |
False |
18,910 |
| 40 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0096 |
0.8% |
96% |
True |
False |
14,999 |
| 60 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0087 |
0.8% |
96% |
True |
False |
10,008 |
| 80 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0082 |
0.7% |
96% |
True |
False |
7,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1985 |
|
2.618 |
1.1748 |
|
1.618 |
1.1603 |
|
1.000 |
1.1514 |
|
0.618 |
1.1458 |
|
HIGH |
1.1369 |
|
0.618 |
1.1313 |
|
0.500 |
1.1296 |
|
0.382 |
1.1279 |
|
LOW |
1.1224 |
|
0.618 |
1.1134 |
|
1.000 |
1.1079 |
|
1.618 |
1.0989 |
|
2.618 |
1.0844 |
|
4.250 |
1.0607 |
|
|
| Fisher Pivots for day following 13-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1327 |
1.1303 |
| PP |
1.1312 |
1.1263 |
| S1 |
1.1296 |
1.1223 |
|