CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1064 |
1.1004 |
-0.0061 |
-0.5% |
1.1158 |
| High |
1.1066 |
1.1065 |
-0.0002 |
0.0% |
1.1219 |
| Low |
1.0955 |
1.0991 |
0.0036 |
0.3% |
1.1046 |
| Close |
1.0998 |
1.1057 |
0.0060 |
0.5% |
1.1080 |
| Range |
0.0112 |
0.0074 |
-0.0038 |
-33.6% |
0.0174 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
28,813 |
22,175 |
-6,638 |
-23.0% |
74,688 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1259 |
1.1232 |
1.1098 |
|
| R3 |
1.1185 |
1.1158 |
1.1077 |
|
| R2 |
1.1111 |
1.1111 |
1.1071 |
|
| R1 |
1.1084 |
1.1084 |
1.1064 |
1.1098 |
| PP |
1.1037 |
1.1037 |
1.1037 |
1.1044 |
| S1 |
1.1010 |
1.1010 |
1.1050 |
1.1024 |
| S2 |
1.0963 |
1.0963 |
1.1043 |
|
| S3 |
1.0889 |
1.0936 |
1.1037 |
|
| S4 |
1.0815 |
1.0862 |
1.1016 |
|
|
| 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 |
1.1119 |
1.0955 |
0.0164 |
1.5% |
0.0077 |
0.7% |
63% |
False |
False |
20,912 |
| 10 |
1.1219 |
1.0955 |
0.0265 |
2.4% |
0.0080 |
0.7% |
39% |
False |
False |
19,056 |
| 20 |
1.1394 |
1.0955 |
0.0440 |
4.0% |
0.0085 |
0.8% |
23% |
False |
False |
19,631 |
| 40 |
1.1394 |
1.0955 |
0.0440 |
4.0% |
0.0086 |
0.8% |
23% |
False |
False |
19,689 |
| 60 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0093 |
0.8% |
50% |
False |
False |
20,721 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0088 |
0.8% |
50% |
False |
False |
15,915 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0085 |
0.8% |
50% |
False |
False |
12,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1379 |
|
2.618 |
1.1258 |
|
1.618 |
1.1184 |
|
1.000 |
1.1139 |
|
0.618 |
1.1110 |
|
HIGH |
1.1065 |
|
0.618 |
1.1036 |
|
0.500 |
1.1028 |
|
0.382 |
1.1019 |
|
LOW |
1.0991 |
|
0.618 |
1.0945 |
|
1.000 |
1.0917 |
|
1.618 |
1.0871 |
|
2.618 |
1.0797 |
|
4.250 |
1.0676 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1047 |
1.1050 |
| PP |
1.1037 |
1.1043 |
| S1 |
1.1028 |
1.1037 |
|