CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 22-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1084 |
1.1158 |
0.0074 |
0.7% |
1.1174 |
| High |
1.1178 |
1.1219 |
0.0041 |
0.4% |
1.1252 |
| Low |
1.1075 |
1.1149 |
0.0074 |
0.7% |
1.1070 |
| Close |
1.1151 |
1.1180 |
0.0029 |
0.3% |
1.1151 |
| Range |
0.0104 |
0.0071 |
-0.0033 |
-31.9% |
0.0182 |
| ATR |
0.0091 |
0.0089 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
23,063 |
14,689 |
-8,374 |
-36.3% |
96,927 |
|
| Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1357 |
1.1218 |
|
| R3 |
1.1323 |
1.1287 |
1.1199 |
|
| R2 |
1.1253 |
1.1253 |
1.1192 |
|
| R1 |
1.1216 |
1.1216 |
1.1186 |
1.1235 |
| PP |
1.1182 |
1.1182 |
1.1182 |
1.1192 |
| S1 |
1.1146 |
1.1146 |
1.1173 |
1.1164 |
| S2 |
1.1112 |
1.1112 |
1.1167 |
|
| S3 |
1.1041 |
1.1075 |
1.1160 |
|
| S4 |
1.0971 |
1.1005 |
1.1141 |
|
|
| 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% |
0.0087 |
0.8% |
60% |
False |
False |
18,914 |
| 10 |
1.1327 |
1.1070 |
0.0257 |
2.3% |
0.0084 |
0.8% |
43% |
False |
False |
19,412 |
| 20 |
1.1394 |
1.1070 |
0.0324 |
2.9% |
0.0091 |
0.8% |
34% |
False |
False |
20,583 |
| 40 |
1.1394 |
1.0940 |
0.0455 |
4.1% |
0.0088 |
0.8% |
53% |
False |
False |
19,787 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0095 |
0.8% |
68% |
False |
False |
18,971 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0089 |
0.8% |
68% |
False |
False |
14,237 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0085 |
0.8% |
68% |
False |
False |
11,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1519 |
|
2.618 |
1.1404 |
|
1.618 |
1.1333 |
|
1.000 |
1.1290 |
|
0.618 |
1.1263 |
|
HIGH |
1.1219 |
|
0.618 |
1.1192 |
|
0.500 |
1.1184 |
|
0.382 |
1.1175 |
|
LOW |
1.1149 |
|
0.618 |
1.1105 |
|
1.000 |
1.1078 |
|
1.618 |
1.1034 |
|
2.618 |
1.0964 |
|
4.250 |
1.0849 |
|
|
| Fisher Pivots for day following 22-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1184 |
1.1168 |
| PP |
1.1182 |
1.1156 |
| S1 |
1.1181 |
1.1145 |
|