CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 02-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1247 |
1.1225 |
-0.0022 |
-0.2% |
1.1278 |
| High |
1.1279 |
1.1267 |
-0.0012 |
-0.1% |
1.1366 |
| Low |
1.1214 |
1.1177 |
-0.0037 |
-0.3% |
1.1203 |
| Close |
1.1222 |
1.1256 |
0.0034 |
0.3% |
1.1251 |
| Range |
0.0066 |
0.0090 |
0.0025 |
37.4% |
0.0163 |
| ATR |
0.0087 |
0.0088 |
0.0000 |
0.2% |
0.0000 |
| Volume |
12,743 |
21,650 |
8,907 |
69.9% |
114,370 |
|
| Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1469 |
1.1305 |
|
| R3 |
1.1413 |
1.1379 |
1.1280 |
|
| R2 |
1.1323 |
1.1323 |
1.1272 |
|
| R1 |
1.1289 |
1.1289 |
1.1264 |
1.1306 |
| PP |
1.1233 |
1.1233 |
1.1233 |
1.1242 |
| S1 |
1.1199 |
1.1199 |
1.1247 |
1.1216 |
| S2 |
1.1143 |
1.1143 |
1.1239 |
|
| S3 |
1.1053 |
1.1109 |
1.1231 |
|
| S4 |
1.0963 |
1.1019 |
1.1206 |
|
|
| 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 |
1.1177 |
0.0189 |
1.7% |
0.0088 |
0.8% |
42% |
False |
True |
21,664 |
| 10 |
1.1366 |
1.1177 |
0.0189 |
1.7% |
0.0079 |
0.7% |
42% |
False |
True |
19,955 |
| 20 |
1.1369 |
1.1027 |
0.0342 |
3.0% |
0.0087 |
0.8% |
67% |
False |
False |
20,127 |
| 40 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0098 |
0.9% |
83% |
False |
False |
21,127 |
| 60 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0088 |
0.8% |
83% |
False |
False |
14,324 |
| 80 |
1.1369 |
1.0714 |
0.0655 |
5.8% |
0.0086 |
0.8% |
83% |
False |
False |
10,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1650 |
|
2.618 |
1.1503 |
|
1.618 |
1.1413 |
|
1.000 |
1.1357 |
|
0.618 |
1.1323 |
|
HIGH |
1.1267 |
|
0.618 |
1.1233 |
|
0.500 |
1.1222 |
|
0.382 |
1.1211 |
|
LOW |
1.1177 |
|
0.618 |
1.1121 |
|
1.000 |
1.1087 |
|
1.618 |
1.1031 |
|
2.618 |
1.0941 |
|
4.250 |
1.0795 |
|
|
| Fisher Pivots for day following 02-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1244 |
1.1251 |
| PP |
1.1233 |
1.1246 |
| S1 |
1.1222 |
1.1241 |
|