CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 31-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2023 |
31-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1073 |
1.1064 |
-0.0009 |
-0.1% |
1.1158 |
| High |
1.1119 |
1.1066 |
-0.0053 |
-0.5% |
1.1219 |
| Low |
1.1032 |
1.0955 |
-0.0077 |
-0.7% |
1.1046 |
| Close |
1.1058 |
1.0998 |
-0.0061 |
-0.5% |
1.1080 |
| Range |
0.0087 |
0.0112 |
0.0025 |
28.2% |
0.0174 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.4% |
0.0000 |
| Volume |
23,403 |
28,813 |
5,410 |
23.1% |
74,688 |
|
| Daily Pivots for day following 31-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1341 |
1.1281 |
1.1059 |
|
| R3 |
1.1229 |
1.1169 |
1.1028 |
|
| R2 |
1.1118 |
1.1118 |
1.1018 |
|
| R1 |
1.1058 |
1.1058 |
1.1008 |
1.1032 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.0993 |
| S1 |
1.0946 |
1.0946 |
1.0987 |
1.0920 |
| S2 |
1.0895 |
1.0895 |
1.0977 |
|
| S3 |
1.0783 |
1.0835 |
1.0967 |
|
| S4 |
1.0672 |
1.0723 |
1.0936 |
|
|
| 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 |
1.1136 |
1.0955 |
0.0182 |
1.7% |
0.0077 |
0.7% |
24% |
False |
True |
19,728 |
| 10 |
1.1219 |
1.0955 |
0.0265 |
2.4% |
0.0083 |
0.8% |
16% |
False |
True |
18,898 |
| 20 |
1.1394 |
1.0955 |
0.0440 |
4.0% |
0.0087 |
0.8% |
10% |
False |
True |
19,580 |
| 40 |
1.1394 |
1.0955 |
0.0440 |
4.0% |
0.0087 |
0.8% |
10% |
False |
True |
19,854 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0095 |
0.9% |
42% |
False |
False |
20,612 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0088 |
0.8% |
42% |
False |
False |
15,638 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0086 |
0.8% |
42% |
False |
False |
12,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1540 |
|
2.618 |
1.1358 |
|
1.618 |
1.1246 |
|
1.000 |
1.1178 |
|
0.618 |
1.1135 |
|
HIGH |
1.1066 |
|
0.618 |
1.1023 |
|
0.500 |
1.1010 |
|
0.382 |
1.0997 |
|
LOW |
1.0955 |
|
0.618 |
1.0886 |
|
1.000 |
1.0843 |
|
1.618 |
1.0774 |
|
2.618 |
1.0663 |
|
4.250 |
1.0481 |
|
|
| Fisher Pivots for day following 31-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1010 |
1.1037 |
| PP |
1.1006 |
1.1024 |
| S1 |
1.1002 |
1.1011 |
|