CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1054 |
1.1031 |
-0.0024 |
-0.2% |
1.1073 |
| High |
1.1090 |
1.1072 |
-0.0018 |
-0.2% |
1.1119 |
| Low |
1.1007 |
1.0994 |
-0.0013 |
-0.1% |
1.0955 |
| Close |
1.1034 |
1.1006 |
-0.0029 |
-0.3% |
1.1022 |
| Range |
0.0083 |
0.0078 |
-0.0005 |
-6.0% |
0.0164 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
16,121 |
15,771 |
-350 |
-2.2% |
89,653 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1258 |
1.1210 |
1.1048 |
|
| R3 |
1.1180 |
1.1132 |
1.1027 |
|
| R2 |
1.1102 |
1.1102 |
1.1020 |
|
| R1 |
1.1054 |
1.1054 |
1.1013 |
1.1039 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1016 |
| S1 |
1.0976 |
1.0976 |
1.0998 |
1.0961 |
| S2 |
1.0946 |
1.0946 |
1.0991 |
|
| S3 |
1.0868 |
1.0898 |
1.0984 |
|
| S4 |
1.0790 |
1.0820 |
1.0963 |
|
|
| 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 |
1.1090 |
1.0981 |
0.0109 |
1.0% |
0.0077 |
0.7% |
23% |
False |
False |
17,212 |
| 10 |
1.1136 |
1.0955 |
0.0182 |
1.6% |
0.0077 |
0.7% |
28% |
False |
False |
18,470 |
| 20 |
1.1327 |
1.0955 |
0.0373 |
3.4% |
0.0081 |
0.7% |
14% |
False |
False |
18,722 |
| 40 |
1.1394 |
1.0955 |
0.0440 |
4.0% |
0.0086 |
0.8% |
12% |
False |
False |
19,801 |
| 60 |
1.1394 |
1.0803 |
0.0591 |
5.4% |
0.0090 |
0.8% |
34% |
False |
False |
19,713 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0090 |
0.8% |
43% |
False |
False |
16,712 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0085 |
0.8% |
43% |
False |
False |
13,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1404 |
|
2.618 |
1.1276 |
|
1.618 |
1.1198 |
|
1.000 |
1.1150 |
|
0.618 |
1.1120 |
|
HIGH |
1.1072 |
|
0.618 |
1.1042 |
|
0.500 |
1.1033 |
|
0.382 |
1.1024 |
|
LOW |
1.0994 |
|
0.618 |
1.0946 |
|
1.000 |
1.0916 |
|
1.618 |
1.0868 |
|
2.618 |
1.0790 |
|
4.250 |
1.0663 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1033 |
1.1035 |
| PP |
1.1024 |
1.1025 |
| S1 |
1.1015 |
1.1015 |
|