CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 09-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2023 |
09-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1285 |
1.1295 |
0.0011 |
0.1% |
1.1247 |
| High |
1.1330 |
1.1302 |
-0.0028 |
-0.2% |
1.1394 |
| Low |
1.1274 |
1.1234 |
-0.0040 |
-0.4% |
1.1177 |
| Close |
1.1295 |
1.1289 |
-0.0006 |
-0.1% |
1.1286 |
| Range |
0.0057 |
0.0068 |
0.0012 |
20.4% |
0.0217 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
15,830 |
17,946 |
2,116 |
13.4% |
103,846 |
|
| Daily Pivots for day following 09-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1452 |
1.1326 |
|
| R3 |
1.1411 |
1.1384 |
1.1307 |
|
| R2 |
1.1343 |
1.1343 |
1.1301 |
|
| R1 |
1.1316 |
1.1316 |
1.1295 |
1.1295 |
| PP |
1.1275 |
1.1275 |
1.1275 |
1.1265 |
| S1 |
1.1248 |
1.1248 |
1.1282 |
1.1227 |
| S2 |
1.1207 |
1.1207 |
1.1276 |
|
| S3 |
1.1139 |
1.1180 |
1.1270 |
|
| S4 |
1.1071 |
1.1112 |
1.1251 |
|
|
| 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 |
1.1196 |
0.0198 |
1.8% |
0.0104 |
0.9% |
47% |
False |
False |
20,645 |
| 10 |
1.1394 |
1.1177 |
0.0217 |
1.9% |
0.0096 |
0.9% |
51% |
False |
False |
21,155 |
| 20 |
1.1394 |
1.1153 |
0.0241 |
2.1% |
0.0091 |
0.8% |
56% |
False |
False |
20,881 |
| 40 |
1.1394 |
1.0803 |
0.0591 |
5.2% |
0.0094 |
0.8% |
82% |
False |
False |
20,209 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.0% |
0.0093 |
0.8% |
84% |
False |
False |
16,042 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.0% |
0.0086 |
0.8% |
84% |
False |
False |
12,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1591 |
|
2.618 |
1.1480 |
|
1.618 |
1.1412 |
|
1.000 |
1.1370 |
|
0.618 |
1.1344 |
|
HIGH |
1.1302 |
|
0.618 |
1.1276 |
|
0.500 |
1.1268 |
|
0.382 |
1.1260 |
|
LOW |
1.1234 |
|
0.618 |
1.1192 |
|
1.000 |
1.1166 |
|
1.618 |
1.1124 |
|
2.618 |
1.1056 |
|
4.250 |
1.0945 |
|
|
| Fisher Pivots for day following 09-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1282 |
1.1287 |
| PP |
1.1275 |
1.1286 |
| S1 |
1.1268 |
1.1285 |
|