CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 12-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1291 |
1.1229 |
-0.0062 |
-0.5% |
1.1285 |
| High |
1.1300 |
1.1285 |
-0.0015 |
-0.1% |
1.1330 |
| Low |
1.1209 |
1.1171 |
-0.0039 |
-0.3% |
1.1171 |
| Close |
1.1227 |
1.1182 |
-0.0046 |
-0.4% |
1.1182 |
| Range |
0.0091 |
0.0114 |
0.0024 |
26.0% |
0.0160 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
1.8% |
0.0000 |
| Volume |
18,843 |
25,527 |
6,684 |
35.5% |
98,335 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1554 |
1.1482 |
1.1244 |
|
| R3 |
1.1440 |
1.1368 |
1.1213 |
|
| R2 |
1.1326 |
1.1326 |
1.1202 |
|
| R1 |
1.1254 |
1.1254 |
1.1192 |
1.1233 |
| PP |
1.1212 |
1.1212 |
1.1212 |
1.1202 |
| S1 |
1.1140 |
1.1140 |
1.1171 |
1.1119 |
| S2 |
1.1098 |
1.1098 |
1.1161 |
|
| S3 |
1.0984 |
1.1026 |
1.1150 |
|
| S4 |
1.0870 |
1.0912 |
1.1119 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1706 |
1.1603 |
1.1269 |
|
| R3 |
1.1546 |
1.1444 |
1.1225 |
|
| R2 |
1.1387 |
1.1387 |
1.1211 |
|
| R1 |
1.1284 |
1.1284 |
1.1196 |
1.1256 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1213 |
| S1 |
1.1125 |
1.1125 |
1.1167 |
1.1096 |
| S2 |
1.1068 |
1.1068 |
1.1152 |
|
| S3 |
1.0908 |
1.0965 |
1.1138 |
|
| S4 |
1.0749 |
1.0806 |
1.1094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1330 |
1.1171 |
0.0160 |
1.4% |
0.0081 |
0.7% |
7% |
False |
True |
19,667 |
| 10 |
1.1394 |
1.1171 |
0.0224 |
2.0% |
0.0096 |
0.9% |
5% |
False |
True |
20,218 |
| 20 |
1.1394 |
1.1171 |
0.0224 |
2.0% |
0.0086 |
0.8% |
5% |
False |
True |
20,018 |
| 40 |
1.1394 |
1.0847 |
0.0548 |
4.9% |
0.0089 |
0.8% |
61% |
False |
False |
19,378 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0094 |
0.8% |
69% |
False |
False |
17,115 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0087 |
0.8% |
69% |
False |
False |
12,843 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0083 |
0.7% |
69% |
False |
False |
10,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1769 |
|
2.618 |
1.1583 |
|
1.618 |
1.1469 |
|
1.000 |
1.1399 |
|
0.618 |
1.1355 |
|
HIGH |
1.1285 |
|
0.618 |
1.1241 |
|
0.500 |
1.1228 |
|
0.382 |
1.1214 |
|
LOW |
1.1171 |
|
0.618 |
1.1100 |
|
1.000 |
1.1057 |
|
1.618 |
1.0986 |
|
2.618 |
1.0872 |
|
4.250 |
1.0686 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1228 |
1.1249 |
| PP |
1.1212 |
1.1226 |
| S1 |
1.1197 |
1.1204 |
|