CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 25-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2023 |
25-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1278 |
1.1335 |
0.0058 |
0.5% |
1.1260 |
| High |
1.1337 |
1.1355 |
0.0018 |
0.2% |
1.1298 |
| Low |
1.1271 |
1.1267 |
-0.0004 |
0.0% |
1.1182 |
| Close |
1.1333 |
1.1281 |
-0.0052 |
-0.5% |
1.1268 |
| Range |
0.0066 |
0.0088 |
0.0022 |
32.6% |
0.0116 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
0.0% |
0.0000 |
| Volume |
16,502 |
23,940 |
7,438 |
45.1% |
83,813 |
|
| Daily Pivots for day following 25-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1563 |
1.1509 |
1.1329 |
|
| R3 |
1.1476 |
1.1422 |
1.1305 |
|
| R2 |
1.1388 |
1.1388 |
1.1297 |
|
| R1 |
1.1334 |
1.1334 |
1.1289 |
1.1318 |
| PP |
1.1301 |
1.1301 |
1.1301 |
1.1292 |
| S1 |
1.1247 |
1.1247 |
1.1272 |
1.1230 |
| S2 |
1.1213 |
1.1213 |
1.1264 |
|
| S3 |
1.1126 |
1.1159 |
1.1256 |
|
| S4 |
1.1038 |
1.1072 |
1.1232 |
|
|
| 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 |
1.1355 |
1.1182 |
0.0173 |
1.5% |
0.0069 |
0.6% |
57% |
True |
False |
18,247 |
| 10 |
1.1369 |
1.1153 |
0.0216 |
1.9% |
0.0086 |
0.8% |
59% |
False |
False |
20,607 |
| 20 |
1.1369 |
1.0940 |
0.0429 |
3.8% |
0.0087 |
0.8% |
79% |
False |
False |
19,653 |
| 40 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0096 |
0.9% |
87% |
False |
False |
18,757 |
| 60 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0090 |
0.8% |
87% |
False |
False |
12,521 |
| 80 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0085 |
0.8% |
87% |
False |
False |
9,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1726 |
|
2.618 |
1.1584 |
|
1.618 |
1.1496 |
|
1.000 |
1.1442 |
|
0.618 |
1.1409 |
|
HIGH |
1.1355 |
|
0.618 |
1.1321 |
|
0.500 |
1.1311 |
|
0.382 |
1.1300 |
|
LOW |
1.1267 |
|
0.618 |
1.1213 |
|
1.000 |
1.1180 |
|
1.618 |
1.1125 |
|
2.618 |
1.1038 |
|
4.250 |
1.0895 |
|
|
| Fisher Pivots for day following 25-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1311 |
1.1297 |
| PP |
1.1301 |
1.1291 |
| S1 |
1.1291 |
1.1286 |
|