CME Swiss Franc Future June 2023
| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1080 |
1.1013 |
-0.0067 |
-0.6% |
1.1024 |
| High |
1.1100 |
1.1079 |
-0.0021 |
-0.2% |
1.1141 |
| Low |
1.0986 |
1.1009 |
0.0023 |
0.2% |
1.0981 |
| Close |
1.0999 |
1.1047 |
0.0048 |
0.4% |
1.1082 |
| Range |
0.0114 |
0.0071 |
-0.0044 |
-38.2% |
0.0160 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
34,848 |
44,005 |
9,157 |
26.3% |
112,608 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1222 |
1.1086 |
|
| R3 |
1.1186 |
1.1152 |
1.1066 |
|
| R2 |
1.1115 |
1.1115 |
1.1060 |
|
| R1 |
1.1081 |
1.1081 |
1.1053 |
1.1098 |
| PP |
1.1045 |
1.1045 |
1.1045 |
1.1053 |
| S1 |
1.1011 |
1.1011 |
1.1041 |
1.1028 |
| S2 |
1.0974 |
1.0974 |
1.1034 |
|
| S3 |
1.0904 |
1.0940 |
1.1028 |
|
| S4 |
1.0833 |
1.0870 |
1.1008 |
|
|
| 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% |
0.0095 |
0.9% |
39% |
False |
False |
31,721 |
| 10 |
1.1141 |
1.0955 |
0.0186 |
1.7% |
0.0090 |
0.8% |
50% |
False |
False |
25,771 |
| 20 |
1.1252 |
1.0955 |
0.0298 |
2.7% |
0.0084 |
0.8% |
31% |
False |
False |
21,784 |
| 40 |
1.1394 |
1.0955 |
0.0440 |
4.0% |
0.0084 |
0.8% |
21% |
False |
False |
20,889 |
| 60 |
1.1394 |
1.0847 |
0.0548 |
5.0% |
0.0087 |
0.8% |
37% |
False |
False |
20,170 |
| 80 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0091 |
0.8% |
49% |
False |
False |
18,495 |
| 100 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0086 |
0.8% |
49% |
False |
False |
14,802 |
| 120 |
1.1394 |
1.0714 |
0.0680 |
6.2% |
0.0083 |
0.8% |
49% |
False |
False |
12,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1379 |
|
2.618 |
1.1264 |
|
1.618 |
1.1193 |
|
1.000 |
1.1150 |
|
0.618 |
1.1123 |
|
HIGH |
1.1079 |
|
0.618 |
1.1052 |
|
0.500 |
1.1044 |
|
0.382 |
1.1035 |
|
LOW |
1.1009 |
|
0.618 |
1.0965 |
|
1.000 |
1.0938 |
|
1.618 |
1.0894 |
|
2.618 |
1.0824 |
|
4.250 |
1.0709 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1046 |
1.1063 |
| PP |
1.1045 |
1.1058 |
| S1 |
1.1044 |
1.1052 |
|