CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 27-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1281 |
1.1288 |
0.0007 |
0.1% |
1.1260 |
| High |
1.1366 |
1.1295 |
-0.0071 |
-0.6% |
1.1298 |
| Low |
1.1271 |
1.1203 |
-0.0068 |
-0.6% |
1.1182 |
| Close |
1.1293 |
1.1249 |
-0.0044 |
-0.4% |
1.1268 |
| Range |
0.0096 |
0.0092 |
-0.0004 |
-3.7% |
0.0116 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
0.3% |
0.0000 |
| Volume |
21,907 |
26,220 |
4,313 |
19.7% |
83,813 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1525 |
1.1479 |
1.1299 |
|
| R3 |
1.1433 |
1.1387 |
1.1274 |
|
| R2 |
1.1341 |
1.1341 |
1.1265 |
|
| R1 |
1.1295 |
1.1295 |
1.1257 |
1.1272 |
| PP |
1.1249 |
1.1249 |
1.1249 |
1.1237 |
| S1 |
1.1203 |
1.1203 |
1.1240 |
1.1180 |
| S2 |
1.1157 |
1.1157 |
1.1232 |
|
| S3 |
1.1065 |
1.1111 |
1.1223 |
|
| S4 |
1.0973 |
1.1019 |
1.1198 |
|
|
| 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 |
1.1203 |
0.0163 |
1.4% |
0.0080 |
0.7% |
28% |
False |
True |
21,147 |
| 10 |
1.1366 |
1.1182 |
0.0184 |
1.6% |
0.0079 |
0.7% |
36% |
False |
False |
19,905 |
| 20 |
1.1369 |
1.0963 |
0.0406 |
3.6% |
0.0087 |
0.8% |
70% |
False |
False |
20,122 |
| 40 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0097 |
0.9% |
82% |
False |
False |
19,924 |
| 60 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0090 |
0.8% |
82% |
False |
False |
13,322 |
| 80 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0085 |
0.8% |
82% |
False |
False |
9,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1686 |
|
2.618 |
1.1536 |
|
1.618 |
1.1444 |
|
1.000 |
1.1387 |
|
0.618 |
1.1352 |
|
HIGH |
1.1295 |
|
0.618 |
1.1260 |
|
0.500 |
1.1249 |
|
0.382 |
1.1238 |
|
LOW |
1.1203 |
|
0.618 |
1.1146 |
|
1.000 |
1.1111 |
|
1.618 |
1.1054 |
|
2.618 |
1.0962 |
|
4.250 |
1.0812 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1249 |
1.1285 |
| PP |
1.1249 |
1.1273 |
| S1 |
1.1249 |
1.1261 |
|