CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1371 |
1.1346 |
-0.0026 |
-0.2% |
1.1247 |
| High |
1.1394 |
1.1375 |
-0.0020 |
-0.2% |
1.1394 |
| Low |
1.1303 |
1.1196 |
-0.0107 |
-0.9% |
1.1177 |
| Close |
1.1347 |
1.1286 |
-0.0062 |
-0.5% |
1.1286 |
| Range |
0.0092 |
0.0179 |
0.0087 |
95.1% |
0.0217 |
| ATR |
0.0091 |
0.0097 |
0.0006 |
6.9% |
0.0000 |
| Volume |
23,587 |
24,705 |
1,118 |
4.7% |
103,846 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1821 |
1.1732 |
1.1384 |
|
| R3 |
1.1642 |
1.1553 |
1.1335 |
|
| R2 |
1.1464 |
1.1464 |
1.1318 |
|
| R1 |
1.1375 |
1.1375 |
1.1302 |
1.1330 |
| PP |
1.1285 |
1.1285 |
1.1285 |
1.1263 |
| S1 |
1.1196 |
1.1196 |
1.1269 |
1.1152 |
| S2 |
1.1107 |
1.1107 |
1.1253 |
|
| S3 |
1.0928 |
1.1018 |
1.1236 |
|
| S4 |
1.0750 |
1.0839 |
1.1187 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1937 |
1.1828 |
1.1405 |
|
| R3 |
1.1720 |
1.1611 |
1.1345 |
|
| R2 |
1.1503 |
1.1503 |
1.1325 |
|
| R1 |
1.1394 |
1.1394 |
1.1305 |
1.1448 |
| PP |
1.1286 |
1.1286 |
1.1286 |
1.1313 |
| S1 |
1.1177 |
1.1177 |
1.1266 |
1.1231 |
| S2 |
1.1069 |
1.1069 |
1.1246 |
|
| S3 |
1.0852 |
1.0960 |
1.1226 |
|
| S4 |
1.0635 |
1.0743 |
1.1166 |
|
|
| 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% |
0.0110 |
1.0% |
50% |
False |
False |
20,769 |
| 10 |
1.1394 |
1.1177 |
0.0217 |
1.9% |
0.0099 |
0.9% |
50% |
False |
False |
21,821 |
| 20 |
1.1394 |
1.1050 |
0.0345 |
3.1% |
0.0094 |
0.8% |
69% |
False |
False |
20,410 |
| 40 |
1.1394 |
1.0803 |
0.0591 |
5.2% |
0.0100 |
0.9% |
82% |
False |
False |
21,285 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.0% |
0.0093 |
0.8% |
84% |
False |
False |
15,480 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.0% |
0.0087 |
0.8% |
84% |
False |
False |
11,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2133 |
|
2.618 |
1.1842 |
|
1.618 |
1.1663 |
|
1.000 |
1.1553 |
|
0.618 |
1.1485 |
|
HIGH |
1.1375 |
|
0.618 |
1.1306 |
|
0.500 |
1.1285 |
|
0.382 |
1.1264 |
|
LOW |
1.1196 |
|
0.618 |
1.1086 |
|
1.000 |
1.1018 |
|
1.618 |
1.0907 |
|
2.618 |
1.0729 |
|
4.250 |
1.0437 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1285 |
1.1295 |
| PP |
1.1285 |
1.1292 |
| S1 |
1.1285 |
1.1289 |
|