CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1229 |
1.1174 |
-0.0055 |
-0.5% |
1.1285 |
| High |
1.1285 |
1.1226 |
-0.0059 |
-0.5% |
1.1330 |
| Low |
1.1171 |
1.1170 |
-0.0001 |
0.0% |
1.1171 |
| Close |
1.1182 |
1.1217 |
0.0036 |
0.3% |
1.1182 |
| Range |
0.0114 |
0.0056 |
-0.0058 |
-50.9% |
0.0160 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
25,527 |
17,042 |
-8,485 |
-33.2% |
98,335 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1372 |
1.1351 |
1.1248 |
|
| R3 |
1.1316 |
1.1295 |
1.1232 |
|
| R2 |
1.1260 |
1.1260 |
1.1227 |
|
| R1 |
1.1239 |
1.1239 |
1.1222 |
1.1250 |
| PP |
1.1204 |
1.1204 |
1.1204 |
1.1210 |
| S1 |
1.1183 |
1.1183 |
1.1212 |
1.1194 |
| S2 |
1.1148 |
1.1148 |
1.1207 |
|
| S3 |
1.1092 |
1.1127 |
1.1202 |
|
| S4 |
1.1036 |
1.1071 |
1.1186 |
|
|
| 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 |
1.1327 |
1.1170 |
0.0157 |
1.4% |
0.0081 |
0.7% |
30% |
False |
True |
19,909 |
| 10 |
1.1394 |
1.1170 |
0.0224 |
2.0% |
0.0095 |
0.8% |
21% |
False |
True |
20,648 |
| 20 |
1.1394 |
1.1170 |
0.0224 |
2.0% |
0.0084 |
0.8% |
21% |
False |
True |
19,995 |
| 40 |
1.1394 |
1.0847 |
0.0548 |
4.9% |
0.0089 |
0.8% |
68% |
False |
False |
19,364 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0094 |
0.8% |
74% |
False |
False |
17,399 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0087 |
0.8% |
74% |
False |
False |
13,056 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0083 |
0.7% |
74% |
False |
False |
10,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1464 |
|
2.618 |
1.1373 |
|
1.618 |
1.1317 |
|
1.000 |
1.1282 |
|
0.618 |
1.1261 |
|
HIGH |
1.1226 |
|
0.618 |
1.1205 |
|
0.500 |
1.1198 |
|
0.382 |
1.1191 |
|
LOW |
1.1170 |
|
0.618 |
1.1135 |
|
1.000 |
1.1114 |
|
1.618 |
1.1079 |
|
2.618 |
1.1023 |
|
4.250 |
1.0932 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1211 |
1.1235 |
| PP |
1.1204 |
1.1229 |
| S1 |
1.1198 |
1.1223 |
|