CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 24-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2023 |
24-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1171 |
1.1126 |
-0.0045 |
-0.4% |
1.1174 |
| High |
1.1174 |
1.1136 |
-0.0038 |
-0.3% |
1.1252 |
| Low |
1.1107 |
1.1061 |
-0.0046 |
-0.4% |
1.1070 |
| Close |
1.1129 |
1.1078 |
-0.0051 |
-0.5% |
1.1151 |
| Range |
0.0068 |
0.0076 |
0.0008 |
11.9% |
0.0182 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
13,571 |
16,258 |
2,687 |
19.8% |
96,927 |
|
| Daily Pivots for day following 24-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1274 |
1.1120 |
|
| R3 |
1.1243 |
1.1198 |
1.1099 |
|
| R2 |
1.1167 |
1.1167 |
1.1092 |
|
| R1 |
1.1123 |
1.1123 |
1.1085 |
1.1107 |
| PP |
1.1092 |
1.1092 |
1.1092 |
1.1084 |
| S1 |
1.1047 |
1.1047 |
1.1071 |
1.1032 |
| S2 |
1.1016 |
1.1016 |
1.1064 |
|
| S3 |
1.0941 |
1.0972 |
1.1057 |
|
| S4 |
1.0865 |
1.0896 |
1.1036 |
|
|
| 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 |
1.1061 |
0.0159 |
1.4% |
0.0084 |
0.8% |
11% |
False |
True |
17,200 |
| 10 |
1.1300 |
1.1061 |
0.0239 |
2.2% |
0.0084 |
0.8% |
7% |
False |
True |
18,581 |
| 20 |
1.1394 |
1.1061 |
0.0334 |
3.0% |
0.0089 |
0.8% |
5% |
False |
True |
19,782 |
| 40 |
1.1394 |
1.0940 |
0.0455 |
4.1% |
0.0088 |
0.8% |
30% |
False |
False |
19,698 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0094 |
0.8% |
54% |
False |
False |
19,452 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0091 |
0.8% |
54% |
False |
False |
14,610 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0086 |
0.8% |
54% |
False |
False |
11,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1457 |
|
2.618 |
1.1334 |
|
1.618 |
1.1258 |
|
1.000 |
1.1212 |
|
0.618 |
1.1183 |
|
HIGH |
1.1136 |
|
0.618 |
1.1107 |
|
0.500 |
1.1098 |
|
0.382 |
1.1089 |
|
LOW |
1.1061 |
|
0.618 |
1.1014 |
|
1.000 |
1.0985 |
|
1.618 |
1.0938 |
|
2.618 |
1.0863 |
|
4.250 |
1.0740 |
|
|
| Fisher Pivots for day following 24-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1098 |
1.1140 |
| PP |
1.1092 |
1.1119 |
| S1 |
1.1085 |
1.1099 |
|