CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1258 |
1.1371 |
0.0114 |
1.0% |
1.1278 |
| High |
1.1384 |
1.1394 |
0.0011 |
0.1% |
1.1366 |
| Low |
1.1258 |
1.1303 |
0.0045 |
0.4% |
1.1203 |
| Close |
1.1351 |
1.1347 |
-0.0004 |
0.0% |
1.1251 |
| Range |
0.0126 |
0.0092 |
-0.0035 |
-27.4% |
0.0163 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.1% |
0.0000 |
| Volume |
21,161 |
23,587 |
2,426 |
11.5% |
114,370 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1622 |
1.1576 |
1.1397 |
|
| R3 |
1.1531 |
1.1485 |
1.1372 |
|
| R2 |
1.1439 |
1.1439 |
1.1364 |
|
| R1 |
1.1393 |
1.1393 |
1.1355 |
1.1371 |
| PP |
1.1348 |
1.1348 |
1.1348 |
1.1337 |
| S1 |
1.1302 |
1.1302 |
1.1339 |
1.1279 |
| S2 |
1.1256 |
1.1256 |
1.1330 |
|
| S3 |
1.1165 |
1.1210 |
1.1322 |
|
| S4 |
1.1073 |
1.1119 |
1.1297 |
|
|
| 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 |
1.1394 |
1.1177 |
0.0217 |
1.9% |
0.0094 |
0.8% |
78% |
True |
False |
20,988 |
| 10 |
1.1394 |
1.1177 |
0.0217 |
1.9% |
0.0087 |
0.8% |
78% |
True |
False |
21,068 |
| 20 |
1.1394 |
1.1050 |
0.0345 |
3.0% |
0.0087 |
0.8% |
86% |
True |
False |
19,905 |
| 40 |
1.1394 |
1.0735 |
0.0659 |
5.8% |
0.0098 |
0.9% |
93% |
True |
False |
21,356 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.0% |
0.0090 |
0.8% |
93% |
True |
False |
15,068 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.0% |
0.0085 |
0.8% |
93% |
True |
False |
11,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1783 |
|
2.618 |
1.1634 |
|
1.618 |
1.1542 |
|
1.000 |
1.1486 |
|
0.618 |
1.1451 |
|
HIGH |
1.1394 |
|
0.618 |
1.1359 |
|
0.500 |
1.1348 |
|
0.382 |
1.1337 |
|
LOW |
1.1303 |
|
0.618 |
1.1246 |
|
1.000 |
1.1211 |
|
1.618 |
1.1154 |
|
2.618 |
1.1063 |
|
4.250 |
1.0914 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1348 |
1.1327 |
| PP |
1.1348 |
1.1306 |
| S1 |
1.1347 |
1.1286 |
|