CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1004 |
1.1057 |
0.0054 |
0.5% |
1.1073 |
| High |
1.1065 |
1.1086 |
0.0022 |
0.2% |
1.1119 |
| Low |
1.0991 |
1.1017 |
0.0026 |
0.2% |
1.0955 |
| Close |
1.1057 |
1.1022 |
-0.0036 |
-0.3% |
1.1022 |
| Range |
0.0074 |
0.0070 |
-0.0005 |
-6.1% |
0.0164 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
22,175 |
15,262 |
-6,913 |
-31.2% |
89,653 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1250 |
1.1205 |
1.1060 |
|
| R3 |
1.1180 |
1.1136 |
1.1041 |
|
| R2 |
1.1111 |
1.1111 |
1.1034 |
|
| R1 |
1.1066 |
1.1066 |
1.1028 |
1.1054 |
| PP |
1.1041 |
1.1041 |
1.1041 |
1.1035 |
| S1 |
1.0997 |
1.0997 |
1.1015 |
1.0984 |
| S2 |
1.0972 |
1.0972 |
1.1009 |
|
| S3 |
1.0902 |
1.0927 |
1.1002 |
|
| S4 |
1.0833 |
1.0858 |
1.0983 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1524 |
1.1437 |
1.1112 |
|
| R3 |
1.1360 |
1.1273 |
1.1067 |
|
| R2 |
1.1196 |
1.1196 |
1.1052 |
|
| R1 |
1.1109 |
1.1109 |
1.1037 |
1.1070 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1012 |
| S1 |
1.0945 |
1.0945 |
1.1006 |
1.0906 |
| S2 |
1.0868 |
1.0868 |
1.0991 |
|
| S3 |
1.0704 |
1.0781 |
1.0976 |
|
| S4 |
1.0540 |
1.0617 |
1.0931 |
|
|
| 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% |
0.0082 |
0.7% |
41% |
False |
False |
20,829 |
| 10 |
1.1219 |
1.0955 |
0.0265 |
2.4% |
0.0077 |
0.7% |
25% |
False |
False |
18,740 |
| 20 |
1.1375 |
1.0955 |
0.0420 |
3.8% |
0.0084 |
0.8% |
16% |
False |
False |
19,215 |
| 40 |
1.1394 |
1.0955 |
0.0440 |
4.0% |
0.0085 |
0.8% |
15% |
False |
False |
19,560 |
| 60 |
1.1394 |
1.0735 |
0.0659 |
6.0% |
0.0093 |
0.8% |
43% |
False |
False |
20,642 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0089 |
0.8% |
45% |
False |
False |
16,105 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0085 |
0.8% |
45% |
False |
False |
12,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1381 |
|
2.618 |
1.1268 |
|
1.618 |
1.1198 |
|
1.000 |
1.1156 |
|
0.618 |
1.1129 |
|
HIGH |
1.1086 |
|
0.618 |
1.1059 |
|
0.500 |
1.1051 |
|
0.382 |
1.1043 |
|
LOW |
1.1017 |
|
0.618 |
1.0974 |
|
1.000 |
1.0947 |
|
1.618 |
1.0904 |
|
2.618 |
1.0835 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1051 |
1.1021 |
| PP |
1.1041 |
1.1021 |
| S1 |
1.1031 |
1.1020 |
|