CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1057 |
1.1024 |
-0.0034 |
-0.3% |
1.1073 |
| High |
1.1086 |
1.1064 |
-0.0023 |
-0.2% |
1.1119 |
| Low |
1.1017 |
1.0981 |
-0.0036 |
-0.3% |
1.0955 |
| Close |
1.1022 |
1.1059 |
0.0038 |
0.3% |
1.1022 |
| Range |
0.0070 |
0.0083 |
0.0013 |
18.7% |
0.0164 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
15,262 |
16,734 |
1,472 |
9.6% |
89,653 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1253 |
1.1104 |
|
| R3 |
1.1200 |
1.1171 |
1.1082 |
|
| R2 |
1.1117 |
1.1117 |
1.1074 |
|
| R1 |
1.1088 |
1.1088 |
1.1067 |
1.1103 |
| PP |
1.1035 |
1.1035 |
1.1035 |
1.1042 |
| S1 |
1.1006 |
1.1006 |
1.1051 |
1.1020 |
| S2 |
1.0952 |
1.0952 |
1.1044 |
|
| S3 |
1.0870 |
1.0923 |
1.1036 |
|
| S4 |
1.0787 |
1.0841 |
1.1014 |
|
|
| 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% |
0.0085 |
0.8% |
64% |
False |
False |
21,277 |
| 10 |
1.1219 |
1.0955 |
0.0265 |
2.4% |
0.0075 |
0.7% |
40% |
False |
False |
18,107 |
| 20 |
1.1330 |
1.0955 |
0.0376 |
3.4% |
0.0079 |
0.7% |
28% |
False |
False |
18,816 |
| 40 |
1.1394 |
1.0955 |
0.0440 |
4.0% |
0.0086 |
0.8% |
24% |
False |
False |
19,613 |
| 60 |
1.1394 |
1.0803 |
0.0591 |
5.3% |
0.0093 |
0.8% |
43% |
False |
False |
20,462 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0089 |
0.8% |
51% |
False |
False |
16,314 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.1% |
0.0086 |
0.8% |
51% |
False |
False |
13,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1414 |
|
2.618 |
1.1279 |
|
1.618 |
1.1197 |
|
1.000 |
1.1146 |
|
0.618 |
1.1114 |
|
HIGH |
1.1064 |
|
0.618 |
1.1032 |
|
0.500 |
1.1022 |
|
0.382 |
1.1013 |
|
LOW |
1.0981 |
|
0.618 |
1.0930 |
|
1.000 |
1.0899 |
|
1.618 |
1.0848 |
|
2.618 |
1.0765 |
|
4.250 |
1.0630 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1047 |
1.1051 |
| PP |
1.1035 |
1.1042 |
| S1 |
1.1022 |
1.1034 |
|