CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 10-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1295 |
1.1282 |
-0.0013 |
-0.1% |
1.1247 |
| High |
1.1302 |
1.1327 |
0.0025 |
0.2% |
1.1394 |
| Low |
1.1234 |
1.1252 |
0.0018 |
0.2% |
1.1177 |
| Close |
1.1289 |
1.1292 |
0.0004 |
0.0% |
1.1286 |
| Range |
0.0068 |
0.0076 |
0.0008 |
11.0% |
0.0217 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
17,946 |
20,189 |
2,243 |
12.5% |
103,846 |
|
| Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1517 |
1.1480 |
1.1334 |
|
| R3 |
1.1441 |
1.1404 |
1.1313 |
|
| R2 |
1.1366 |
1.1366 |
1.1306 |
|
| R1 |
1.1329 |
1.1329 |
1.1299 |
1.1347 |
| PP |
1.1290 |
1.1290 |
1.1290 |
1.1299 |
| S1 |
1.1253 |
1.1253 |
1.1285 |
1.1272 |
| S2 |
1.1215 |
1.1215 |
1.1278 |
|
| S3 |
1.1139 |
1.1178 |
1.1271 |
|
| S4 |
1.1064 |
1.1102 |
1.1250 |
|
|
| 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% |
0.0094 |
0.8% |
48% |
False |
False |
20,451 |
| 10 |
1.1394 |
1.1177 |
0.0217 |
1.9% |
0.0094 |
0.8% |
53% |
False |
False |
20,983 |
| 20 |
1.1394 |
1.1177 |
0.0217 |
1.9% |
0.0089 |
0.8% |
53% |
False |
False |
20,564 |
| 40 |
1.1394 |
1.0803 |
0.0591 |
5.2% |
0.0094 |
0.8% |
83% |
False |
False |
19,981 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.0% |
0.0093 |
0.8% |
85% |
False |
False |
16,378 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.0% |
0.0087 |
0.8% |
85% |
False |
False |
12,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1648 |
|
2.618 |
1.1525 |
|
1.618 |
1.1449 |
|
1.000 |
1.1403 |
|
0.618 |
1.1374 |
|
HIGH |
1.1327 |
|
0.618 |
1.1298 |
|
0.500 |
1.1289 |
|
0.382 |
1.1280 |
|
LOW |
1.1252 |
|
0.618 |
1.1205 |
|
1.000 |
1.1176 |
|
1.618 |
1.1129 |
|
2.618 |
1.1054 |
|
4.250 |
1.0931 |
|
|
| Fisher Pivots for day following 10-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1291 |
1.1289 |
| PP |
1.1290 |
1.1285 |
| S1 |
1.1289 |
1.1282 |
|