CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1225 |
1.1258 |
0.0033 |
0.3% |
1.1278 |
| High |
1.1267 |
1.1384 |
0.0117 |
1.0% |
1.1366 |
| Low |
1.1177 |
1.1258 |
0.0081 |
0.7% |
1.1203 |
| Close |
1.1256 |
1.1351 |
0.0095 |
0.8% |
1.1251 |
| Range |
0.0090 |
0.0126 |
0.0036 |
40.0% |
0.0163 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.3% |
0.0000 |
| Volume |
21,650 |
21,161 |
-489 |
-2.3% |
114,370 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1709 |
1.1656 |
1.1420 |
|
| R3 |
1.1583 |
1.1530 |
1.1385 |
|
| R2 |
1.1457 |
1.1457 |
1.1374 |
|
| R1 |
1.1404 |
1.1404 |
1.1362 |
1.1430 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1344 |
| S1 |
1.1278 |
1.1278 |
1.1339 |
1.1304 |
| S2 |
1.1205 |
1.1205 |
1.1327 |
|
| S3 |
1.1079 |
1.1152 |
1.1316 |
|
| S4 |
1.0953 |
1.1026 |
1.1281 |
|
|
| 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 |
1.1384 |
1.1177 |
0.0207 |
1.8% |
0.0095 |
0.8% |
84% |
True |
False |
21,515 |
| 10 |
1.1384 |
1.1177 |
0.0207 |
1.8% |
0.0086 |
0.8% |
84% |
True |
False |
20,527 |
| 20 |
1.1384 |
1.1050 |
0.0334 |
2.9% |
0.0088 |
0.8% |
90% |
True |
False |
19,748 |
| 40 |
1.1384 |
1.0714 |
0.0670 |
5.9% |
0.0098 |
0.9% |
95% |
True |
False |
21,266 |
| 60 |
1.1384 |
1.0714 |
0.0670 |
5.9% |
0.0090 |
0.8% |
95% |
True |
False |
14,676 |
| 80 |
1.1384 |
1.0714 |
0.0670 |
5.9% |
0.0085 |
0.8% |
95% |
True |
False |
11,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1919 |
|
2.618 |
1.1713 |
|
1.618 |
1.1587 |
|
1.000 |
1.1510 |
|
0.618 |
1.1461 |
|
HIGH |
1.1384 |
|
0.618 |
1.1335 |
|
0.500 |
1.1321 |
|
0.382 |
1.1306 |
|
LOW |
1.1258 |
|
0.618 |
1.1180 |
|
1.000 |
1.1132 |
|
1.618 |
1.1054 |
|
2.618 |
1.0928 |
|
4.250 |
1.0722 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1341 |
1.1327 |
| PP |
1.1331 |
1.1304 |
| S1 |
1.1321 |
1.1280 |
|