CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 23-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2023 |
23-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1158 |
1.1171 |
0.0014 |
0.1% |
1.1174 |
| High |
1.1219 |
1.1174 |
-0.0045 |
-0.4% |
1.1252 |
| Low |
1.1149 |
1.1107 |
-0.0042 |
-0.4% |
1.1070 |
| Close |
1.1180 |
1.1129 |
-0.0051 |
-0.5% |
1.1151 |
| Range |
0.0071 |
0.0068 |
-0.0003 |
-4.3% |
0.0182 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
14,689 |
13,571 |
-1,118 |
-7.6% |
96,927 |
|
| Daily Pivots for day following 23-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1339 |
1.1301 |
1.1166 |
|
| R3 |
1.1271 |
1.1234 |
1.1147 |
|
| R2 |
1.1204 |
1.1204 |
1.1141 |
|
| R1 |
1.1166 |
1.1166 |
1.1135 |
1.1151 |
| PP |
1.1136 |
1.1136 |
1.1136 |
1.1129 |
| S1 |
1.1099 |
1.1099 |
1.1122 |
1.1084 |
| S2 |
1.1069 |
1.1069 |
1.1116 |
|
| S3 |
1.1001 |
1.1031 |
1.1110 |
|
| S4 |
1.0934 |
1.0964 |
1.1091 |
|
|
| 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 |
1.1219 |
1.1070 |
0.0149 |
1.3% |
0.0088 |
0.8% |
39% |
False |
False |
18,068 |
| 10 |
1.1327 |
1.1070 |
0.0257 |
2.3% |
0.0084 |
0.8% |
23% |
False |
False |
18,974 |
| 20 |
1.1394 |
1.1070 |
0.0324 |
2.9% |
0.0090 |
0.8% |
18% |
False |
False |
20,064 |
| 40 |
1.1394 |
1.0940 |
0.0455 |
4.1% |
0.0088 |
0.8% |
42% |
False |
False |
19,859 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0094 |
0.8% |
61% |
False |
False |
19,192 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0090 |
0.8% |
61% |
False |
False |
14,407 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0086 |
0.8% |
61% |
False |
False |
11,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1461 |
|
2.618 |
1.1351 |
|
1.618 |
1.1283 |
|
1.000 |
1.1242 |
|
0.618 |
1.1216 |
|
HIGH |
1.1174 |
|
0.618 |
1.1148 |
|
0.500 |
1.1140 |
|
0.382 |
1.1132 |
|
LOW |
1.1107 |
|
0.618 |
1.1065 |
|
1.000 |
1.1039 |
|
1.618 |
1.0997 |
|
2.618 |
1.0930 |
|
4.250 |
1.0820 |
|
|
| Fisher Pivots for day following 23-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1140 |
1.1147 |
| PP |
1.1136 |
1.1141 |
| S1 |
1.1132 |
1.1135 |
|