CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 20-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2023 |
20-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1233 |
1.1218 |
-0.0015 |
-0.1% |
1.1138 |
| High |
1.1238 |
1.1284 |
0.0046 |
0.4% |
1.1369 |
| Low |
1.1182 |
1.1206 |
0.0024 |
0.2% |
1.1050 |
| Close |
1.1217 |
1.1267 |
0.0050 |
0.4% |
1.1267 |
| Range |
0.0056 |
0.0078 |
0.0022 |
38.4% |
0.0319 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
15,448 |
18,178 |
2,730 |
17.7% |
106,174 |
|
| Daily Pivots for day following 20-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1485 |
1.1453 |
1.1309 |
|
| R3 |
1.1407 |
1.1376 |
1.1288 |
|
| R2 |
1.1330 |
1.1330 |
1.1281 |
|
| R1 |
1.1298 |
1.1298 |
1.1274 |
1.1314 |
| PP |
1.1252 |
1.1252 |
1.1252 |
1.1260 |
| S1 |
1.1221 |
1.1221 |
1.1259 |
1.1236 |
| S2 |
1.1175 |
1.1175 |
1.1252 |
|
| S3 |
1.1097 |
1.1143 |
1.1245 |
|
| S4 |
1.1020 |
1.1066 |
1.1224 |
|
|
| 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 |
1.1358 |
1.1182 |
0.0176 |
1.6% |
0.0077 |
0.7% |
48% |
False |
False |
18,663 |
| 10 |
1.1369 |
1.1050 |
0.0319 |
2.8% |
0.0088 |
0.8% |
68% |
False |
False |
18,743 |
| 20 |
1.1369 |
1.0940 |
0.0429 |
3.8% |
0.0086 |
0.8% |
76% |
False |
False |
19,167 |
| 40 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0097 |
0.9% |
84% |
False |
False |
17,325 |
| 60 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0088 |
0.8% |
84% |
False |
False |
11,561 |
| 80 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0083 |
0.7% |
84% |
False |
False |
8,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1613 |
|
2.618 |
1.1486 |
|
1.618 |
1.1409 |
|
1.000 |
1.1361 |
|
0.618 |
1.1331 |
|
HIGH |
1.1284 |
|
0.618 |
1.1254 |
|
0.500 |
1.1245 |
|
0.382 |
1.1236 |
|
LOW |
1.1206 |
|
0.618 |
1.1158 |
|
1.000 |
1.1129 |
|
1.618 |
1.1081 |
|
2.618 |
1.1003 |
|
4.250 |
1.0877 |
|
|
| Fisher Pivots for day following 20-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1259 |
1.1255 |
| PP |
1.1252 |
1.1244 |
| S1 |
1.1245 |
1.1233 |
|