CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 28-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2023 |
28-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1288 |
1.1244 |
-0.0044 |
-0.4% |
1.1278 |
| High |
1.1295 |
1.1304 |
0.0009 |
0.1% |
1.1366 |
| Low |
1.1203 |
1.1205 |
0.0002 |
0.0% |
1.1203 |
| Close |
1.1249 |
1.1251 |
0.0002 |
0.0% |
1.1251 |
| Range |
0.0092 |
0.0099 |
0.0007 |
7.6% |
0.0163 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.9% |
0.0000 |
| Volume |
26,220 |
25,801 |
-419 |
-1.6% |
114,370 |
|
| Daily Pivots for day following 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1550 |
1.1499 |
1.1305 |
|
| R3 |
1.1451 |
1.1400 |
1.1278 |
|
| R2 |
1.1352 |
1.1352 |
1.1269 |
|
| R1 |
1.1301 |
1.1301 |
1.1260 |
1.1327 |
| PP |
1.1253 |
1.1253 |
1.1253 |
1.1266 |
| S1 |
1.1202 |
1.1202 |
1.1241 |
1.1228 |
| S2 |
1.1154 |
1.1154 |
1.1232 |
|
| S3 |
1.1055 |
1.1103 |
1.1223 |
|
| S4 |
1.0956 |
1.1004 |
1.1196 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1762 |
1.1669 |
1.1340 |
|
| R3 |
1.1599 |
1.1506 |
1.1295 |
|
| R2 |
1.1436 |
1.1436 |
1.1280 |
|
| R1 |
1.1343 |
1.1343 |
1.1265 |
1.1308 |
| PP |
1.1273 |
1.1273 |
1.1273 |
1.1256 |
| S1 |
1.1180 |
1.1180 |
1.1236 |
1.1145 |
| S2 |
1.1110 |
1.1110 |
1.1221 |
|
| S3 |
1.0947 |
1.1017 |
1.1206 |
|
| S4 |
1.0784 |
1.0854 |
1.1161 |
|
|
| 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% |
0.0088 |
0.8% |
29% |
False |
False |
22,874 |
| 10 |
1.1366 |
1.1182 |
0.0184 |
1.6% |
0.0077 |
0.7% |
37% |
False |
False |
19,818 |
| 20 |
1.1369 |
1.0964 |
0.0405 |
3.6% |
0.0088 |
0.8% |
71% |
False |
False |
20,435 |
| 40 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0098 |
0.9% |
82% |
False |
False |
20,540 |
| 60 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0090 |
0.8% |
82% |
False |
False |
13,752 |
| 80 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0084 |
0.8% |
82% |
False |
False |
10,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1725 |
|
2.618 |
1.1563 |
|
1.618 |
1.1464 |
|
1.000 |
1.1403 |
|
0.618 |
1.1365 |
|
HIGH |
1.1304 |
|
0.618 |
1.1266 |
|
0.500 |
1.1255 |
|
0.382 |
1.1243 |
|
LOW |
1.1205 |
|
0.618 |
1.1144 |
|
1.000 |
1.1106 |
|
1.618 |
1.1045 |
|
2.618 |
1.0946 |
|
4.250 |
1.0784 |
|
|
| Fisher Pivots for day following 28-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1285 |
| PP |
1.1253 |
1.1273 |
| S1 |
1.1252 |
1.1262 |
|