CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1282 |
1.1291 |
0.0009 |
0.1% |
1.1247 |
| High |
1.1327 |
1.1300 |
-0.0028 |
-0.2% |
1.1394 |
| Low |
1.1252 |
1.1209 |
-0.0043 |
-0.4% |
1.1177 |
| Close |
1.1292 |
1.1227 |
-0.0065 |
-0.6% |
1.1286 |
| Range |
0.0076 |
0.0091 |
0.0015 |
19.9% |
0.0217 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.0% |
0.0000 |
| Volume |
20,189 |
18,843 |
-1,346 |
-6.7% |
103,846 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1517 |
1.1462 |
1.1277 |
|
| R3 |
1.1426 |
1.1372 |
1.1252 |
|
| R2 |
1.1336 |
1.1336 |
1.1244 |
|
| R1 |
1.1281 |
1.1281 |
1.1235 |
1.1263 |
| PP |
1.1245 |
1.1245 |
1.1245 |
1.1236 |
| S1 |
1.1191 |
1.1191 |
1.1219 |
1.1173 |
| S2 |
1.1155 |
1.1155 |
1.1210 |
|
| S3 |
1.1064 |
1.1100 |
1.1202 |
|
| S4 |
1.0974 |
1.1010 |
1.1177 |
|
|
| 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 |
1.1375 |
1.1196 |
0.0179 |
1.6% |
0.0094 |
0.8% |
17% |
False |
False |
19,502 |
| 10 |
1.1394 |
1.1177 |
0.0217 |
1.9% |
0.0094 |
0.8% |
23% |
False |
False |
20,245 |
| 20 |
1.1394 |
1.1177 |
0.0217 |
1.9% |
0.0086 |
0.8% |
23% |
False |
False |
20,075 |
| 40 |
1.1394 |
1.0803 |
0.0591 |
5.3% |
0.0090 |
0.8% |
72% |
False |
False |
19,492 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0093 |
0.8% |
75% |
False |
False |
16,691 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0087 |
0.8% |
75% |
False |
False |
12,525 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0083 |
0.7% |
75% |
False |
False |
10,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1684 |
|
2.618 |
1.1536 |
|
1.618 |
1.1446 |
|
1.000 |
1.1390 |
|
0.618 |
1.1355 |
|
HIGH |
1.1300 |
|
0.618 |
1.1265 |
|
0.500 |
1.1254 |
|
0.382 |
1.1244 |
|
LOW |
1.1209 |
|
0.618 |
1.1153 |
|
1.000 |
1.1119 |
|
1.618 |
1.1063 |
|
2.618 |
1.0972 |
|
4.250 |
1.0824 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1254 |
1.1268 |
| PP |
1.1245 |
1.1254 |
| S1 |
1.1236 |
1.1241 |
|