CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1196 |
1.1167 |
-0.0029 |
-0.3% |
1.1285 |
| High |
1.1212 |
1.1172 |
-0.0040 |
-0.4% |
1.1330 |
| Low |
1.1117 |
1.1070 |
-0.0047 |
-0.4% |
1.1171 |
| Close |
1.1165 |
1.1084 |
-0.0081 |
-0.7% |
1.1182 |
| Range |
0.0096 |
0.0102 |
0.0007 |
6.8% |
0.0160 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.1% |
0.0000 |
| Volume |
20,595 |
18,423 |
-2,172 |
-10.5% |
98,335 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1415 |
1.1351 |
1.1140 |
|
| R3 |
1.1313 |
1.1249 |
1.1112 |
|
| R2 |
1.1211 |
1.1211 |
1.1103 |
|
| R1 |
1.1147 |
1.1147 |
1.1093 |
1.1128 |
| PP |
1.1109 |
1.1109 |
1.1109 |
1.1099 |
| S1 |
1.1045 |
1.1045 |
1.1075 |
1.1026 |
| S2 |
1.1007 |
1.1007 |
1.1065 |
|
| S3 |
1.0905 |
1.0943 |
1.1056 |
|
| S4 |
1.0803 |
1.0841 |
1.1028 |
|
|
| 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 |
1.1285 |
1.1070 |
0.0215 |
1.9% |
0.0086 |
0.8% |
7% |
False |
True |
19,878 |
| 10 |
1.1375 |
1.1070 |
0.0305 |
2.7% |
0.0090 |
0.8% |
5% |
False |
True |
19,690 |
| 20 |
1.1394 |
1.1070 |
0.0324 |
2.9% |
0.0089 |
0.8% |
4% |
False |
True |
20,379 |
| 40 |
1.1394 |
1.0940 |
0.0455 |
4.1% |
0.0087 |
0.8% |
32% |
False |
False |
19,773 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0094 |
0.9% |
54% |
False |
False |
18,343 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0088 |
0.8% |
54% |
False |
False |
13,766 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0084 |
0.8% |
54% |
False |
False |
11,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1606 |
|
2.618 |
1.1439 |
|
1.618 |
1.1337 |
|
1.000 |
1.1274 |
|
0.618 |
1.1235 |
|
HIGH |
1.1172 |
|
0.618 |
1.1133 |
|
0.500 |
1.1121 |
|
0.382 |
1.1109 |
|
LOW |
1.1070 |
|
0.618 |
1.1007 |
|
1.000 |
1.0968 |
|
1.618 |
1.0905 |
|
2.618 |
1.0803 |
|
4.250 |
1.0637 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1121 |
1.1161 |
| PP |
1.1109 |
1.1135 |
| S1 |
1.1096 |
1.1110 |
|