CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1133 |
1.1080 |
-0.0053 |
-0.5% |
1.1024 |
| High |
1.1141 |
1.1100 |
-0.0041 |
-0.4% |
1.1141 |
| Low |
1.1072 |
1.0986 |
-0.0086 |
-0.8% |
1.0981 |
| Close |
1.1082 |
1.0999 |
-0.0083 |
-0.7% |
1.1082 |
| Range |
0.0069 |
0.0114 |
0.0045 |
65.2% |
0.0160 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.3% |
0.0000 |
| Volume |
26,313 |
34,848 |
8,535 |
32.4% |
112,608 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1299 |
1.1062 |
|
| R3 |
1.1256 |
1.1185 |
1.1030 |
|
| R2 |
1.1142 |
1.1142 |
1.1020 |
|
| R1 |
1.1071 |
1.1071 |
1.1009 |
1.1050 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1018 |
| S1 |
1.0957 |
1.0957 |
1.0989 |
1.0936 |
| S2 |
1.0914 |
1.0914 |
1.0978 |
|
| S3 |
1.0800 |
1.0843 |
1.0968 |
|
| S4 |
1.0686 |
1.0729 |
1.0936 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1473 |
1.1169 |
|
| R3 |
1.1387 |
1.1314 |
1.1125 |
|
| R2 |
1.1227 |
1.1227 |
1.1111 |
|
| R1 |
1.1154 |
1.1154 |
1.1096 |
1.1191 |
| PP |
1.1068 |
1.1068 |
1.1068 |
1.1086 |
| S1 |
1.0995 |
1.0995 |
1.1067 |
1.1031 |
| S2 |
1.0908 |
1.0908 |
1.1052 |
|
| S3 |
1.0749 |
1.0835 |
1.1038 |
|
| S4 |
1.0589 |
1.0676 |
1.0994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1141 |
1.0986 |
0.0155 |
1.4% |
0.0098 |
0.9% |
8% |
False |
True |
26,144 |
| 10 |
1.1141 |
1.0955 |
0.0186 |
1.7% |
0.0091 |
0.8% |
24% |
False |
False |
23,710 |
| 20 |
1.1252 |
1.0955 |
0.0298 |
2.7% |
0.0083 |
0.8% |
15% |
False |
False |
20,436 |
| 40 |
1.1394 |
1.0955 |
0.0440 |
4.0% |
0.0085 |
0.8% |
10% |
False |
False |
20,227 |
| 60 |
1.1394 |
1.0847 |
0.0548 |
5.0% |
0.0087 |
0.8% |
28% |
False |
False |
19,731 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0091 |
0.8% |
42% |
False |
False |
17,945 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0086 |
0.8% |
42% |
False |
False |
14,362 |
| 120 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0083 |
0.8% |
42% |
False |
False |
11,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1585 |
|
2.618 |
1.1398 |
|
1.618 |
1.1284 |
|
1.000 |
1.1214 |
|
0.618 |
1.1170 |
|
HIGH |
1.1100 |
|
0.618 |
1.1056 |
|
0.500 |
1.1043 |
|
0.382 |
1.1030 |
|
LOW |
1.0986 |
|
0.618 |
1.0916 |
|
1.000 |
1.0872 |
|
1.618 |
1.0802 |
|
2.618 |
1.0688 |
|
4.250 |
1.0502 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1043 |
1.1063 |
| PP |
1.1028 |
1.1042 |
| S1 |
1.1014 |
1.1020 |
|