CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 19-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2023 |
19-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1167 |
1.1084 |
-0.0084 |
-0.7% |
1.1174 |
| High |
1.1172 |
1.1178 |
0.0006 |
0.1% |
1.1252 |
| Low |
1.1070 |
1.1075 |
0.0005 |
0.0% |
1.1070 |
| Close |
1.1084 |
1.1151 |
0.0067 |
0.6% |
1.1151 |
| Range |
0.0102 |
0.0104 |
0.0002 |
1.5% |
0.0182 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.1% |
0.0000 |
| Volume |
18,423 |
23,063 |
4,640 |
25.2% |
96,927 |
|
| Daily Pivots for day following 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1445 |
1.1402 |
1.1208 |
|
| R3 |
1.1342 |
1.1298 |
1.1179 |
|
| R2 |
1.1238 |
1.1238 |
1.1170 |
|
| R1 |
1.1195 |
1.1195 |
1.1160 |
1.1216 |
| PP |
1.1135 |
1.1135 |
1.1135 |
1.1145 |
| S1 |
1.1091 |
1.1091 |
1.1142 |
1.1113 |
| S2 |
1.1031 |
1.1031 |
1.1132 |
|
| S3 |
1.0928 |
1.0988 |
1.1123 |
|
| S4 |
1.0824 |
1.0884 |
1.1094 |
|
|
| Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1704 |
1.1609 |
1.1251 |
|
| R3 |
1.1522 |
1.1427 |
1.1201 |
|
| R2 |
1.1340 |
1.1340 |
1.1184 |
|
| R1 |
1.1245 |
1.1245 |
1.1168 |
1.1202 |
| PP |
1.1158 |
1.1158 |
1.1158 |
1.1136 |
| S1 |
1.1063 |
1.1063 |
1.1134 |
1.1020 |
| S2 |
1.0976 |
1.0976 |
1.1118 |
|
| S3 |
1.0794 |
1.0881 |
1.1101 |
|
| S4 |
1.0612 |
1.0699 |
1.1051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1252 |
1.1070 |
0.0182 |
1.6% |
0.0084 |
0.8% |
45% |
False |
False |
19,385 |
| 10 |
1.1330 |
1.1070 |
0.0260 |
2.3% |
0.0083 |
0.7% |
31% |
False |
False |
19,526 |
| 20 |
1.1394 |
1.1070 |
0.0324 |
2.9% |
0.0091 |
0.8% |
25% |
False |
False |
20,673 |
| 40 |
1.1394 |
1.0940 |
0.0455 |
4.1% |
0.0088 |
0.8% |
47% |
False |
False |
19,813 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0095 |
0.9% |
64% |
False |
False |
18,727 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0089 |
0.8% |
64% |
False |
False |
14,054 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0085 |
0.8% |
64% |
False |
False |
11,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1618 |
|
2.618 |
1.1449 |
|
1.618 |
1.1345 |
|
1.000 |
1.1282 |
|
0.618 |
1.1242 |
|
HIGH |
1.1178 |
|
0.618 |
1.1138 |
|
0.500 |
1.1126 |
|
0.382 |
1.1114 |
|
LOW |
1.1075 |
|
0.618 |
1.1011 |
|
1.000 |
1.0971 |
|
1.618 |
1.0907 |
|
2.618 |
1.0804 |
|
4.250 |
1.0635 |
|
|
| Fisher Pivots for day following 19-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1143 |
1.1148 |
| PP |
1.1135 |
1.1144 |
| S1 |
1.1126 |
1.1141 |
|