CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 25-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2023 |
25-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1126 |
1.1078 |
-0.0048 |
-0.4% |
1.1174 |
| High |
1.1136 |
1.1092 |
-0.0044 |
-0.4% |
1.1252 |
| Low |
1.1061 |
1.1048 |
-0.0013 |
-0.1% |
1.1070 |
| Close |
1.1078 |
1.1061 |
-0.0017 |
-0.2% |
1.1151 |
| Range |
0.0076 |
0.0044 |
-0.0032 |
-41.7% |
0.0182 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
16,258 |
15,676 |
-582 |
-3.6% |
96,927 |
|
| Daily Pivots for day following 25-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.1174 |
1.1085 |
|
| R3 |
1.1155 |
1.1130 |
1.1073 |
|
| R2 |
1.1111 |
1.1111 |
1.1069 |
|
| R1 |
1.1086 |
1.1086 |
1.1065 |
1.1077 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1062 |
| S1 |
1.1042 |
1.1042 |
1.1057 |
1.1033 |
| S2 |
1.1023 |
1.1023 |
1.1053 |
|
| S3 |
1.0979 |
1.0998 |
1.1049 |
|
| S4 |
1.0935 |
1.0954 |
1.1037 |
|
|
| 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 |
1.1048 |
0.0171 |
1.5% |
0.0072 |
0.7% |
8% |
False |
True |
16,651 |
| 10 |
1.1285 |
1.1048 |
0.0237 |
2.1% |
0.0079 |
0.7% |
5% |
False |
True |
18,264 |
| 20 |
1.1394 |
1.1048 |
0.0346 |
3.1% |
0.0087 |
0.8% |
4% |
False |
True |
19,255 |
| 40 |
1.1394 |
1.0963 |
0.0431 |
3.9% |
0.0087 |
0.8% |
23% |
False |
False |
19,688 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0093 |
0.8% |
51% |
False |
False |
19,701 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0089 |
0.8% |
51% |
False |
False |
14,805 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0086 |
0.8% |
51% |
False |
False |
11,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1279 |
|
2.618 |
1.1207 |
|
1.618 |
1.1163 |
|
1.000 |
1.1136 |
|
0.618 |
1.1119 |
|
HIGH |
1.1092 |
|
0.618 |
1.1075 |
|
0.500 |
1.1070 |
|
0.382 |
1.1065 |
|
LOW |
1.1048 |
|
0.618 |
1.1021 |
|
1.000 |
1.1004 |
|
1.618 |
1.0977 |
|
2.618 |
1.0933 |
|
4.250 |
1.0861 |
|
|
| Fisher Pivots for day following 25-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1070 |
1.1111 |
| PP |
1.1067 |
1.1094 |
| S1 |
1.1064 |
1.1078 |
|