CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1209 |
1.1196 |
-0.0014 |
-0.1% |
1.1285 |
| High |
1.1252 |
1.1212 |
-0.0040 |
-0.4% |
1.1330 |
| Low |
1.1189 |
1.1117 |
-0.0072 |
-0.6% |
1.1171 |
| Close |
1.1204 |
1.1165 |
-0.0039 |
-0.3% |
1.1182 |
| Range |
0.0064 |
0.0096 |
0.0032 |
50.4% |
0.0160 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.6% |
0.0000 |
| Volume |
17,804 |
20,595 |
2,791 |
15.7% |
98,335 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1451 |
1.1403 |
1.1217 |
|
| R3 |
1.1355 |
1.1308 |
1.1191 |
|
| R2 |
1.1260 |
1.1260 |
1.1182 |
|
| R1 |
1.1212 |
1.1212 |
1.1173 |
1.1188 |
| PP |
1.1164 |
1.1164 |
1.1164 |
1.1152 |
| S1 |
1.1117 |
1.1117 |
1.1156 |
1.1093 |
| S2 |
1.1069 |
1.1069 |
1.1147 |
|
| S3 |
1.0973 |
1.1021 |
1.1138 |
|
| S4 |
1.0878 |
1.0926 |
1.1112 |
|
|
| 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 |
1.1300 |
1.1117 |
0.0183 |
1.6% |
0.0084 |
0.8% |
26% |
False |
True |
19,962 |
| 10 |
1.1394 |
1.1117 |
0.0278 |
2.5% |
0.0089 |
0.8% |
17% |
False |
True |
20,206 |
| 20 |
1.1394 |
1.1117 |
0.0278 |
2.5% |
0.0087 |
0.8% |
17% |
False |
True |
20,367 |
| 40 |
1.1394 |
1.0922 |
0.0473 |
4.2% |
0.0088 |
0.8% |
51% |
False |
False |
19,683 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0094 |
0.8% |
66% |
False |
False |
18,036 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0088 |
0.8% |
66% |
False |
False |
13,536 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0084 |
0.8% |
66% |
False |
False |
10,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1618 |
|
2.618 |
1.1462 |
|
1.618 |
1.1367 |
|
1.000 |
1.1308 |
|
0.618 |
1.1271 |
|
HIGH |
1.1212 |
|
0.618 |
1.1176 |
|
0.500 |
1.1164 |
|
0.382 |
1.1153 |
|
LOW |
1.1117 |
|
0.618 |
1.1057 |
|
1.000 |
1.1021 |
|
1.618 |
1.0962 |
|
2.618 |
1.0866 |
|
4.250 |
1.0711 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1164 |
1.1184 |
| PP |
1.1164 |
1.1178 |
| S1 |
1.1164 |
1.1171 |
|