CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1174 |
1.1209 |
0.0035 |
0.3% |
1.1285 |
| High |
1.1226 |
1.1252 |
0.0026 |
0.2% |
1.1330 |
| Low |
1.1170 |
1.1189 |
0.0019 |
0.2% |
1.1171 |
| Close |
1.1217 |
1.1204 |
-0.0014 |
-0.1% |
1.1182 |
| Range |
0.0056 |
0.0064 |
0.0008 |
13.4% |
0.0160 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
17,042 |
17,804 |
762 |
4.5% |
98,335 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1405 |
1.1368 |
1.1238 |
|
| R3 |
1.1342 |
1.1304 |
1.1221 |
|
| R2 |
1.1278 |
1.1278 |
1.1215 |
|
| R1 |
1.1241 |
1.1241 |
1.1209 |
1.1228 |
| PP |
1.1215 |
1.1215 |
1.1215 |
1.1208 |
| S1 |
1.1177 |
1.1177 |
1.1198 |
1.1164 |
| S2 |
1.1151 |
1.1151 |
1.1192 |
|
| S3 |
1.1088 |
1.1114 |
1.1186 |
|
| S4 |
1.1024 |
1.1050 |
1.1169 |
|
|
| 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% |
0.0080 |
0.7% |
21% |
False |
False |
19,881 |
| 10 |
1.1394 |
1.1170 |
0.0224 |
2.0% |
0.0092 |
0.8% |
15% |
False |
False |
20,263 |
| 20 |
1.1394 |
1.1170 |
0.0224 |
2.0% |
0.0085 |
0.8% |
15% |
False |
False |
20,109 |
| 40 |
1.1394 |
1.0847 |
0.0548 |
4.9% |
0.0088 |
0.8% |
65% |
False |
False |
19,505 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0093 |
0.8% |
72% |
False |
False |
17,694 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0087 |
0.8% |
72% |
False |
False |
13,278 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0083 |
0.7% |
72% |
False |
False |
10,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1522 |
|
2.618 |
1.1418 |
|
1.618 |
1.1355 |
|
1.000 |
1.1316 |
|
0.618 |
1.1291 |
|
HIGH |
1.1252 |
|
0.618 |
1.1228 |
|
0.500 |
1.1220 |
|
0.382 |
1.1213 |
|
LOW |
1.1189 |
|
0.618 |
1.1149 |
|
1.000 |
1.1125 |
|
1.618 |
1.1086 |
|
2.618 |
1.1022 |
|
4.250 |
1.0919 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1220 |
1.1227 |
| PP |
1.1215 |
1.1219 |
| S1 |
1.1209 |
1.1211 |
|