CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 26-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2023 |
26-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1078 |
1.1068 |
-0.0010 |
-0.1% |
1.1158 |
| High |
1.1092 |
1.1114 |
0.0022 |
0.2% |
1.1219 |
| Low |
1.1048 |
1.1046 |
-0.0003 |
0.0% |
1.1046 |
| Close |
1.1061 |
1.1080 |
0.0019 |
0.2% |
1.1080 |
| Range |
0.0044 |
0.0069 |
0.0025 |
55.7% |
0.0174 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
15,676 |
14,494 |
-1,182 |
-7.5% |
74,688 |
|
| Daily Pivots for day following 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1251 |
1.1117 |
|
| R3 |
1.1217 |
1.1182 |
1.1098 |
|
| R2 |
1.1148 |
1.1148 |
1.1092 |
|
| R1 |
1.1114 |
1.1114 |
1.1086 |
1.1131 |
| PP |
1.1080 |
1.1080 |
1.1080 |
1.1088 |
| S1 |
1.1045 |
1.1045 |
1.1073 |
1.1063 |
| S2 |
1.1011 |
1.1011 |
1.1067 |
|
| S3 |
1.0943 |
1.0977 |
1.1061 |
|
| S4 |
1.0874 |
1.0908 |
1.1042 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1635 |
1.1531 |
1.1175 |
|
| R3 |
1.1462 |
1.1357 |
1.1127 |
|
| R2 |
1.1288 |
1.1288 |
1.1111 |
|
| R1 |
1.1184 |
1.1184 |
1.1095 |
1.1149 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1097 |
| S1 |
1.1010 |
1.1010 |
1.1064 |
1.0976 |
| S2 |
1.0941 |
1.0941 |
1.1048 |
|
| S3 |
1.0768 |
1.0837 |
1.1032 |
|
| S4 |
1.0594 |
1.0663 |
1.0984 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1219 |
1.1046 |
0.0174 |
1.6% |
0.0065 |
0.6% |
20% |
False |
True |
14,937 |
| 10 |
1.1252 |
1.1046 |
0.0207 |
1.9% |
0.0075 |
0.7% |
16% |
False |
True |
17,161 |
| 20 |
1.1394 |
1.1046 |
0.0349 |
3.1% |
0.0085 |
0.8% |
10% |
False |
True |
18,689 |
| 40 |
1.1394 |
1.0964 |
0.0430 |
3.9% |
0.0086 |
0.8% |
27% |
False |
False |
19,562 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0094 |
0.8% |
54% |
False |
False |
19,923 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0089 |
0.8% |
54% |
False |
False |
14,986 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0085 |
0.8% |
54% |
False |
False |
11,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1405 |
|
2.618 |
1.1293 |
|
1.618 |
1.1225 |
|
1.000 |
1.1183 |
|
0.618 |
1.1156 |
|
HIGH |
1.1114 |
|
0.618 |
1.1088 |
|
0.500 |
1.1080 |
|
0.382 |
1.1072 |
|
LOW |
1.1046 |
|
0.618 |
1.1003 |
|
1.000 |
1.0977 |
|
1.618 |
1.0935 |
|
2.618 |
1.0866 |
|
4.250 |
1.0754 |
|
|
| Fisher Pivots for day following 26-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1080 |
1.1091 |
| PP |
1.1080 |
1.1087 |
| S1 |
1.1080 |
1.1083 |
|