CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 24-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2023 |
24-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1278 |
1.1278 |
0.0000 |
0.0% |
1.1260 |
| High |
1.1298 |
1.1337 |
0.0039 |
0.3% |
1.1298 |
| Low |
1.1239 |
1.1271 |
0.0032 |
0.3% |
1.1182 |
| Close |
1.1268 |
1.1333 |
0.0065 |
0.6% |
1.1268 |
| Range |
0.0059 |
0.0066 |
0.0007 |
11.9% |
0.0116 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
17,170 |
16,502 |
-668 |
-3.9% |
83,813 |
|
| Daily Pivots for day following 24-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1512 |
1.1488 |
1.1369 |
|
| R3 |
1.1446 |
1.1422 |
1.1351 |
|
| R2 |
1.1380 |
1.1380 |
1.1345 |
|
| R1 |
1.1356 |
1.1356 |
1.1339 |
1.1368 |
| PP |
1.1314 |
1.1314 |
1.1314 |
1.1319 |
| S1 |
1.1290 |
1.1290 |
1.1326 |
1.1302 |
| S2 |
1.1248 |
1.1248 |
1.1320 |
|
| S3 |
1.1182 |
1.1224 |
1.1314 |
|
| S4 |
1.1116 |
1.1158 |
1.1296 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1597 |
1.1548 |
1.1331 |
|
| R3 |
1.1481 |
1.1432 |
1.1299 |
|
| R2 |
1.1365 |
1.1365 |
1.1289 |
|
| R1 |
1.1316 |
1.1316 |
1.1278 |
1.1341 |
| PP |
1.1249 |
1.1249 |
1.1249 |
1.1261 |
| S1 |
1.1200 |
1.1200 |
1.1257 |
1.1225 |
| S2 |
1.1133 |
1.1133 |
1.1246 |
|
| S3 |
1.1017 |
1.1084 |
1.1236 |
|
| S4 |
1.0901 |
1.0968 |
1.1204 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1337 |
1.1182 |
0.0155 |
1.4% |
0.0060 |
0.5% |
97% |
True |
False |
16,564 |
| 10 |
1.1369 |
1.1078 |
0.0291 |
2.6% |
0.0085 |
0.8% |
88% |
False |
False |
19,661 |
| 20 |
1.1369 |
1.0940 |
0.0429 |
3.8% |
0.0085 |
0.7% |
92% |
False |
False |
18,992 |
| 40 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0096 |
0.8% |
94% |
False |
False |
18,165 |
| 60 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0089 |
0.8% |
94% |
False |
False |
12,122 |
| 80 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0084 |
0.7% |
94% |
False |
False |
9,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1618 |
|
2.618 |
1.1510 |
|
1.618 |
1.1444 |
|
1.000 |
1.1403 |
|
0.618 |
1.1378 |
|
HIGH |
1.1337 |
|
0.618 |
1.1312 |
|
0.500 |
1.1304 |
|
0.382 |
1.1296 |
|
LOW |
1.1271 |
|
0.618 |
1.1230 |
|
1.000 |
1.1205 |
|
1.618 |
1.1164 |
|
2.618 |
1.1098 |
|
4.250 |
1.0991 |
|
|
| Fisher Pivots for day following 24-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1323 |
1.1312 |
| PP |
1.1314 |
1.1292 |
| S1 |
1.1304 |
1.1272 |
|