CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 17-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2023 |
17-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1324 |
1.1260 |
-0.0064 |
-0.6% |
1.1138 |
| High |
1.1358 |
1.1288 |
-0.0071 |
-0.6% |
1.1369 |
| Low |
1.1242 |
1.1193 |
-0.0049 |
-0.4% |
1.1050 |
| Close |
1.1267 |
1.1204 |
-0.0063 |
-0.6% |
1.1267 |
| Range |
0.0117 |
0.0095 |
-0.0022 |
-18.9% |
0.0319 |
| ATR |
0.0100 |
0.0099 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
26,672 |
17,495 |
-9,177 |
-34.4% |
106,174 |
|
| Daily Pivots for day following 17-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1512 |
1.1452 |
1.1256 |
|
| R3 |
1.1417 |
1.1358 |
1.1230 |
|
| R2 |
1.1323 |
1.1323 |
1.1221 |
|
| R1 |
1.1263 |
1.1263 |
1.1213 |
1.1246 |
| PP |
1.1228 |
1.1228 |
1.1228 |
1.1219 |
| S1 |
1.1169 |
1.1169 |
1.1195 |
1.1151 |
| S2 |
1.1134 |
1.1134 |
1.1187 |
|
| S3 |
1.1039 |
1.1074 |
1.1178 |
|
| S4 |
1.0945 |
1.0980 |
1.1152 |
|
|
| Weekly Pivots for week ending 14-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2185 |
1.2045 |
1.1442 |
|
| R3 |
1.1866 |
1.1726 |
1.1355 |
|
| R2 |
1.1547 |
1.1547 |
1.1325 |
|
| R1 |
1.1407 |
1.1407 |
1.1296 |
1.1477 |
| PP |
1.1228 |
1.1228 |
1.1228 |
1.1263 |
| S1 |
1.1088 |
1.1088 |
1.1238 |
1.1158 |
| S2 |
1.0909 |
1.0909 |
1.1209 |
|
| S3 |
1.0590 |
1.0769 |
1.1179 |
|
| S4 |
1.0271 |
1.0450 |
1.1092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1369 |
1.1078 |
0.0291 |
2.6% |
0.0111 |
1.0% |
43% |
False |
False |
22,759 |
| 10 |
1.1369 |
1.0964 |
0.0405 |
3.6% |
0.0101 |
0.9% |
59% |
False |
False |
20,643 |
| 20 |
1.1369 |
1.0847 |
0.0522 |
4.7% |
0.0094 |
0.8% |
68% |
False |
False |
18,732 |
| 40 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0098 |
0.9% |
75% |
False |
False |
16,101 |
| 60 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0088 |
0.8% |
75% |
False |
False |
10,743 |
| 80 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0083 |
0.7% |
75% |
False |
False |
8,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1689 |
|
2.618 |
1.1535 |
|
1.618 |
1.1440 |
|
1.000 |
1.1382 |
|
0.618 |
1.1346 |
|
HIGH |
1.1288 |
|
0.618 |
1.1251 |
|
0.500 |
1.1240 |
|
0.382 |
1.1229 |
|
LOW |
1.1193 |
|
0.618 |
1.1135 |
|
1.000 |
1.1099 |
|
1.618 |
1.1040 |
|
2.618 |
1.0946 |
|
4.250 |
1.0791 |
|
|
| Fisher Pivots for day following 17-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1240 |
1.1281 |
| PP |
1.1228 |
1.1255 |
| S1 |
1.1216 |
1.1230 |
|