CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 26-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2023 |
26-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1335 |
1.1281 |
-0.0054 |
-0.5% |
1.1260 |
| High |
1.1355 |
1.1366 |
0.0012 |
0.1% |
1.1298 |
| Low |
1.1267 |
1.1271 |
0.0004 |
0.0% |
1.1182 |
| Close |
1.1281 |
1.1293 |
0.0012 |
0.1% |
1.1268 |
| Range |
0.0088 |
0.0096 |
0.0008 |
9.1% |
0.0116 |
| ATR |
0.0088 |
0.0088 |
0.0001 |
0.6% |
0.0000 |
| Volume |
23,940 |
21,907 |
-2,033 |
-8.5% |
83,813 |
|
| Daily Pivots for day following 26-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1596 |
1.1540 |
1.1345 |
|
| R3 |
1.1501 |
1.1444 |
1.1319 |
|
| R2 |
1.1405 |
1.1405 |
1.1310 |
|
| R1 |
1.1349 |
1.1349 |
1.1301 |
1.1377 |
| PP |
1.1310 |
1.1310 |
1.1310 |
1.1324 |
| S1 |
1.1253 |
1.1253 |
1.1284 |
1.1282 |
| S2 |
1.1214 |
1.1214 |
1.1275 |
|
| S3 |
1.1119 |
1.1158 |
1.1266 |
|
| S4 |
1.1023 |
1.1062 |
1.1240 |
|
|
| 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 |
1.1366 |
1.1206 |
0.0160 |
1.4% |
0.0077 |
0.7% |
54% |
True |
False |
19,539 |
| 10 |
1.1369 |
1.1182 |
0.0187 |
1.7% |
0.0084 |
0.7% |
59% |
False |
False |
20,146 |
| 20 |
1.1369 |
1.0940 |
0.0429 |
3.8% |
0.0086 |
0.8% |
82% |
False |
False |
19,614 |
| 40 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0096 |
0.9% |
88% |
False |
False |
19,287 |
| 60 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0091 |
0.8% |
88% |
False |
False |
12,886 |
| 80 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0085 |
0.8% |
88% |
False |
False |
9,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1772 |
|
2.618 |
1.1616 |
|
1.618 |
1.1521 |
|
1.000 |
1.1462 |
|
0.618 |
1.1425 |
|
HIGH |
1.1366 |
|
0.618 |
1.1330 |
|
0.500 |
1.1318 |
|
0.382 |
1.1307 |
|
LOW |
1.1271 |
|
0.618 |
1.1211 |
|
1.000 |
1.1175 |
|
1.618 |
1.1116 |
|
2.618 |
1.1020 |
|
4.250 |
1.0865 |
|
|
| Fisher Pivots for day following 26-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1318 |
1.1317 |
| PP |
1.1310 |
1.1309 |
| S1 |
1.1301 |
1.1301 |
|